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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 (2026-07)

Paper	Accesses
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	118
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	34
Evaluating Danish Mutual Fund Performance Michael Christensen	33
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	27
Cross-Currency LIBOR Market Models. Peter Mikkelsen	26
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	26
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	26
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	25
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	24
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	24

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Top papers by Downloads last month (2026-07)

Paper	Downloads
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	5
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	4
Evaluating Danish Mutual Fund Performance Michael Christensen	4
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	3
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	3
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	3
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	3
Global Polynomial Kernel Hazard Estimation. Jens Perch Nielsen, Carsten Tanggaard	3
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	2
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	2
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	2
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	2
Cross-Currency LIBOR Market Models. Peter Mikkelsen	2
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	2
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	2
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	2
Estimating intractable non-linear term structure models Peter Mikkelsen	2
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	2

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Top papers by Abstract Accesses last 3 months (2026-05 to 2026-07)

Paper	Accesses
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	186
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	108
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	106
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	93
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	91
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	89
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	88
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	88
Cross-Currency LIBOR Market Models. Peter Mikkelsen	85
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	85

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Top papers by Downloads last 3 months (2026-05 to 2026-07)

Paper	Downloads
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	19
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	18
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	17
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	15
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	14
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	14
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	14
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	14
Cross-Currency LIBOR Market Models. Peter Mikkelsen	13
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	13
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	13
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis Nicki Søndergaard Rasmussen	13
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	13
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	13
Super-Efficient Prediction Based on High-Quality Marker Information Jens Perch Nielsen	13
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	13

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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	2289
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2216
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1896
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1843
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1825
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1794
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1640
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1600
Evaluating Danish Mutual Fund Performance Michael Christensen	1580
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1578

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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	410
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	399
Cross-Currency LIBOR Market Models. Peter Mikkelsen	388
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	353
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	273
Evaluating Danish Mutual Fund Performance Michael Christensen	255
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	226
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	220
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	211
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	205

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