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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.

The raw data

The raw data

Top papers by Abstract Accesses last month (2024-10)

Paper	Accesses
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	16
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	15
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	15
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	14
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	14
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	14
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	14
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	14
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	13
Two-Dimensional Hazard Estimation for Longevity Analysis. P. Fledelius, Montserrat Guillen, Jens Perch Nielsen, M. Vogelius	13
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	13
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	13
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	13
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	13
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	13
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	13
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	13
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	13

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Top papers by Abstract Accesses last 3 months (2024-08 to 2024-10)

Paper	Accesses
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	39
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	36
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	34
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	34
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	32
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	32
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	32
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	31
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	31
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	30
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	30

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Top papers by Downloads last 3 months (2024-08 to 2024-10)

Paper	Downloads
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1
Long-Run Forecasting in Multicointegrated Systems Boriss Siliverstovs, Tom Engsted, Niels Haldrup	1
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	1
On Finite Dimensional HJM Representations. Peter Mikkelsen	1
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	1
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	1

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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	1936
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	1802
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1499
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1463
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1454
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1396
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1329
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1282
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1170
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	1157

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Top papers by Downloads all months (from 2002-05)

Paper	Downloads
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	375
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	363
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	353
Cross-Currency LIBOR Market Models. Peter Mikkelsen	352
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	231
Evaluating Danish Mutual Fund Performance Michael Christensen	204
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	174
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	170
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	168
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	146

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• University of Aarhus, Aarhus School of Business, Department of Business Studies
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