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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

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Top 10 Papers by Abstract Accesses Last Month (2017-04)

PaperAccesses
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
11
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
10
Two-Dimensional Hazard Estimation for Longevity Analysis.
P. Fledelius, Montserrat Guillen, Jens Perch Nielsen and M. Vogelius
8
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
8
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
8
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
7
Hedging with a Misspecified Model
Nicki Søndergaard Rasmussen
7
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
7
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
7
On Finite Dimensional HJM Representations.
Peter Mikkelsen
6
Mortgage Choice - The Danish Case
Mikkel Svenstrup
6
Longevity Studies Based on Kernel Hazard Estimation.
Angie Felipe, Montserrat Guillen and Jens Perch Nielsen
6
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
6
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
6
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
6
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
6
Regime Switching in the Yield Curve
Charlotte Christiansen
6
A New Test for Speculative Bubbles Based on Return Variance Decompositions.
Tom Engsted and Carsten Tanggaard
6
Long Maturity Forward Rates.
Charlotte Christiansen
6
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
6
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
6
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
6
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
6
Evaluating Danish Mutual Fund Performance
Michael Christensen
6
Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen
6

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Top 10 Papers by File Downloads Last Month (2017-04)

PaperDownloads
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen
5
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
5
The Educational Asset Market: A Finance Perspective on Human Capital Investment
Charlotte Christiansen and Helena Skyt Nielsen
4
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
4
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
4
Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen and Stefan Sperlich
3
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen
3
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis
Nicki Søndergaard Rasmussen
3
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
3
Estimating intractable non-linear term structure models
Peter Mikkelsen
3
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
3
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
3
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
3
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
3

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-02 - 2017-04)

PaperDownloads
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
28
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
26
Mortgage Choice - The Danish Case
Mikkel Svenstrup
20
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
20
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
18
Regime Switching in the Yield Curve
Charlotte Christiansen
17
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
17
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
17
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
17
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
16
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
16
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
16
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
16

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Top 10 Papers by File Downloads Last 3 Months (2017-02 - 2017-04)

PaperDownloads
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen
5
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
5
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
5
The Educational Asset Market: A Finance Perspective on Human Capital Investment
Charlotte Christiansen and Helena Skyt Nielsen
4
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
4
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen
4
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
4
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
4
Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen and Stefan Sperlich
3
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
3
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
3
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
3
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
3
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis
Nicki Søndergaard Rasmussen
3
Estimating intractable non-linear term structure models
Peter Mikkelsen
3
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
3
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
3
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
3

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