Concepedia

Leandro Saita

LS

5

Publications

2.4K

Citations

5

H-Index

2005

Active since

Affiliations

Stanford University(Current)

National Bureau of Economic Research

Leandro Saita is an author at Stanford University specializing in business, finance, and financial economics.

Top concepts

FinanceBusinessManagementForecastingFinancial CrisisCorporate FinanceEmpirical FinanceFinancial ModelingFinancial EconomicsPredictive Analytics

Publications per year

2005–2009

5

Publications

5

Multi-period corporate default prediction with stochastic covariates

Darrell Duffie, Leandro Saita, Ke Wang · Journal of Financial Economics · 2006 · 1K citations

Economic Forecasting, Predictive Analytics, Business +5

Common Failings: How Corporate Defaults Are Correlated

Sanjiv Ranjan Das, Darrell Duffie, Nikunj Kapadia et al. · The Journal of Finance · 2007 · 605 citations

Empirical Finance, Economic Fluctuation, Time Series Econometrics +20

Frailty Correlated Default

Darrell Duffie, Andreas Eckner, Guillaume Horel et al. · The Journal of Finance · 2009 · 565 citations

Empirical Finance, Aging, Financial Risk Management +20

Frailty Correlated Default

Darrell Duffie, Guillaume Horel, Leandro Saita et al. · SSRN Electronic Journal · 2006 · 137 citations · Full text

Multi-Period Corporate Default Prediction with Stochastic Covariates

Darrell Duffie, Leandro Saita, Ke Wang · SSRN Electronic Journal · 2005 · 54 citations · Full text

Economic Forecasting, Predictive Analytics, Business +5

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