S-WoPEc
 
Scandinavian Working Papers in Economics
HomeAboutSeriesSubject/JEL codesAdvanced Search
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

Downloads from S-WoBA

Number of downloads from S-WoBA

Fulltext files and Additional files (supplementary files) are files downloaded from the S-WoBA server, Redirected files are files downloaded from a server maintained by Department of Business Studies, Aarhus School of Business, University of Aarhus.
The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.

The raw data

Papers at S-WoBA

Number of papers at S-WoBA

The raw data

 

Top 10 Papers by Abstract Accesses Last Month (2017-05)

PaperAccesses
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
10
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
9
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
8
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
8
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
8
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
7
Mortgage Choice - The Danish Case
Mikkel Svenstrup
6
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
6
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
6
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
6
On Finite Dimensional HJM Representations.
Peter Mikkelsen
6

Rank papers for other time periods

 

Top 10 Papers by File Downloads Last Month (2017-05)

PaperDownloads
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
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions
Mikkel Svenstrup
1
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
1
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen
1
The Pros and Cons of Butterfly Barbells
Michael Christensen
1
Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
1

Rank papers for other time periods

 

Top 10 Papers by Abstract Accesses Last 3 Months (2017-03 - 2017-05)

PaperDownloads
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
32
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
21
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
20
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
20
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
19
Mortgage Choice - The Danish Case
Mikkel Svenstrup
19
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
19
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
17
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
17
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
17

Rank papers for other time periods

 

Top 10 Papers by File Downloads Last 3 Months (2017-03 - 2017-05)

PaperDownloads
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
5
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
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen
4
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
4
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
4
The Educational Asset Market: A Finance Perspective on Human Capital Investment
Charlotte Christiansen and Helena Skyt Nielsen
4
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis
Nicki Søndergaard Rasmussen
3
Improving the Least-Squares Monte-Carlo Approach
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
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
3
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
3
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
3
Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen and Stefan Sperlich
3
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions
Mikkel Svenstrup
3

Rank papers for other time periods

 



Programing by
Design by Joakim Ekebom

    This page was generated on 2017-06-01 06:53:19