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Department of Business Studies, Aarhus School of Business, University of Aarhus Finance Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus

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The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.

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Papers at S-WoBA

Number of papers at S-WoBA

The raw data

 

Top 10 Papers by Abstract Accesses Last Month (2017-09)

PaperAccesses
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
9
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
8
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
7
Misspecification versus bubbles in hyperinflation data: Comment.
Tom Engsted
6
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
6
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
6
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
6
Long Maturity Forward Rates.
Charlotte Christiansen
5
Narrow Banking.
Paula Peare
5
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
5
Measuring Noise in the Permanent Income Hypothesis
Tom Engsted
5
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
5
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
5
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen and Charlotte Strunk Hansen
5
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
5
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup
Mikkel Svenstrup
5
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
5
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
5
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
5
A New Test for Speculative Bubbles Based on Return Variance Decompositions.
Tom Engsted and Carsten Tanggaard
5
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
5
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
5
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
5
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
5
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability
Klaus Belter, Tom Engsted and Carsten Tanggaard
5

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Top 10 Papers by File Downloads Last Month (2017-09)

PaperDownloads
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
1
Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
1
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability
Klaus Belter, Tom Engsted and Carsten Tanggaard
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-07 - 2017-09)

PaperDownloads
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
30
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
28
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
25
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
24
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
22
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability
Klaus Belter, Tom Engsted and Carsten Tanggaard
22
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
21
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen and Charlotte Strunk Hansen
21
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
21
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
19
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
19

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Top 10 Papers by File Downloads Last 3 Months (2017-07 - 2017-09)

PaperDownloads
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
2
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability
Klaus Belter, Tom Engsted and Carsten Tanggaard
1
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup
Mikkel Svenstrup
1
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
1
On Finite Dimensional HJM Representations.
Peter Mikkelsen
1
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions
Mikkel Svenstrup
1
Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
1
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
1

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