Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
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Top papers by Abstract Accesses last month (2024-03)
Paper | Accesses |
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen | 7 |
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard | 5 |
Longevity Studies Based on Kernel Hazard Estimation. Angie Felipe, Montserrat Guillen, Jens Perch Nielsen | 5 |
Conditional moment testing, term premia and affine term structure models Jes Taulbjerg | 5 |
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability Klaus Belter, Tom Engsted, Carsten Tanggaard | 4 |
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen | 4 |
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen | 4 |
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen | 4 |
Long-Run Forecasting in Multicointegrated Systems Boriss Siliverstovs, Tom Engsted, Niels Haldrup | 4 |
Estimating quadratic term structure models by non-linear filtering Jes Taulbjerg | 4 |
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen | 4 |
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor. Allan Bødskov Andersen | 4 |
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen | 4 |
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen | 4 |
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Top papers by Abstract Accesses last 3 months (2024-01 to 2024-03)
Paper | Accesses |
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen | 19 |
Evaluating Danish Mutual Fund Performance Michael Christensen | 15 |
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen | 15 |
A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability Klaus Belter, Tom Engsted, Carsten Tanggaard | 15 |
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen | 14 |
Conditional moment testing, term premia and affine term structure models Jes Taulbjerg | 12 |
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard | 12 |
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard | 12 |
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted | 11 |
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen | 11 |
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown | 11 |
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen | 11 |
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard | 11 |
Estimating quadratic term structure models by non-linear filtering Jes Taulbjerg | 11 |
Co-integration and exponential-affine models of the term structure Jes Taulbjerg | 11 |
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich | 11 |
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard | 11 |
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Top papers by Downloads last 3 months (2024-01 to 2024-03)
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Top papers by Abstract Accesses all months (from 2002-05)
Paper | Accesses |
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen | 1874 |
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund | 1762 |
Cross-Currency LIBOR Market Models. Peter Mikkelsen | 1459 |
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen | 1427 |
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen | 1405 |
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen | 1347 |
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen | 1285 |
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard | 1237 |
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard | 1132 |
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich | 1121 |
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Top papers by Downloads all months (from 2002-05)
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