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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

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Top 10 Papers by Abstract Accesses Last Month (2017-03)

PaperAccesses
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
11
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
8
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
8
Mortgage Choice - The Danish Case
Mikkel Svenstrup
7
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
7
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
6
Efficient Control Variates for Monte-Carlo Valuation of American Options
Nicki Søndergaard Rasmussen
6
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
6
Unbiased Estimation of Expected Return Using CAPM
Jan Bartholdy and Paula Peare
6
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
6
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
6
A New Test for Speculative Bubbles Based on Return Variance Decompositions.
Tom Engsted and Carsten Tanggaard
6

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Top 10 Papers by File Downloads Last Month (2017-03)

PaperDownloads
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
2
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
2
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
2
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
1
Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen
1
Regime Switching in the Yield Curve
Charlotte Christiansen
1
A New Test for Speculative Bubbles Based on Return Variance Decompositions.
Tom Engsted and Carsten Tanggaard
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
Mortgage Choice - The Danish Case
Mikkel Svenstrup
1
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
1
Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
1
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
1
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS
Morten Balling
1
Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen and Carsten Tanggaard
1
Measuring Noise in the Permanent Income Hypothesis
Tom Engsted
1
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
1
Misspecification versus bubbles in hyperinflation data: Comment.
Tom Engsted
1
Evaluating Danish Mutual Fund Performance
Michael Christensen
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-01 - 2017-03)

PaperDownloads
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
20
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
20
Mortgage Choice - The Danish Case
Mikkel Svenstrup
19
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
18
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
17
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
16
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
16
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
16
Regime Switching in the Yield Curve
Charlotte Christiansen
15
Efficient Control Variates for Monte-Carlo Valuation of American Options
Nicki Søndergaard Rasmussen
14
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
14
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
14
Unbiased Estimation of Expected Return Using CAPM
Jan Bartholdy and Paula Peare
14
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
14

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Top 10 Papers by File Downloads Last 3 Months (2017-01 - 2017-03)

PaperDownloads
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
3
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
3
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted and Carsten Tanggaard
3
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
2
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen and Jesper Lund
2
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen
2
Regime Switching in the Yield Curve
Charlotte Christiansen
2
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
2
Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen and Carsten Tanggaard
2
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
2

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