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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 (2017-11)

PaperAccesses
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
10
Two-Dimensional Hazard Estimation for Longevity Analysis.
P. Fledelius, Montserrat Guillen, Jens Perch Nielsen and M. Vogelius
7
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
7
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
7
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
7
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
6
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
6
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis
Nicki Søndergaard Rasmussen
5
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
5
Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen
5
Narrow Banking.
Paula Peare
5
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
5
Misspecification versus bubbles in hyperinflation data: Comment.
Tom Engsted
5
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen
5
Efficient Control Variates for Monte-Carlo Valuation of American Options
Nicki Søndergaard Rasmussen
5
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
5
Uncovered Interest Parity and Policy Behavior New Evidence.
Michael Christensen
5
Unbiased Estimation of Expected Return Using CAPM
Jan Bartholdy and Paula Peare
5
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction
Jens Perch Nielsen, Carsten Tanggaard and M. C. Jones
5
Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
5
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
5
The Pros and Cons of Butterfly Barbells
Michael Christensen
5
Estimating quadratic term structure models by non-linear filtering
Jes Taulbjerg
5
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
5
Longevity Studies Based on Kernel Hazard Estimation.
Angie Felipe, Montserrat Guillen and Jens Perch Nielsen
5

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Top 10 Papers by File Downloads Last Month (2017-11)

PaperDownloads
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
2
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
1
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
1
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
1
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis
Nicki Søndergaard Rasmussen
1
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
1
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-09 - 2017-11)

PaperDownloads
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
25
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
23
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
23
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
22
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
21
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
19
Uncovered Interest Parity and Policy Behavior New Evidence.
Michael Christensen
18
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
18
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
17
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
17
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
17

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Top 10 Papers by File Downloads Last 3 Months (2017-09 - 2017-11)

PaperDownloads
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
2
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS
Morten Balling
2
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
2
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
1
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
1
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen and Carsten Tanggaard
1
Mortgage Choice - The Danish Case
Mikkel Svenstrup
1
Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
1
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
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
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis
Nicki Søndergaard Rasmussen
1
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen
1
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
1

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