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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 (2026-03)

Paper	Accesses
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	50
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	37
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	37
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	31
Evaluating Danish Mutual Fund Performance Michael Christensen	27
Conditional moment testing, term premia and affine term structure models Jes Taulbjerg	26
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	26
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	25
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	25
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	25

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Top papers by Downloads last month (2026-03)

Paper	Downloads
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	30
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	29
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	28
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	25
Estimating intractable non-linear term structure models Peter Mikkelsen	24
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	22
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	22
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	19
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	19
Evaluating Danish Mutual Fund Performance Michael Christensen	18

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Top papers by Abstract Accesses last 3 months (2026-01 to 2026-03)

Paper	Accesses
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	130
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	106
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	95
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	89
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	88
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	83
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	82
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	79
Mortgage Choice - The Danish Case Mikkel Svenstrup	78
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	77

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Top papers by Downloads last 3 months (2026-01 to 2026-03)

Paper	Downloads
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	38
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	37
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	31
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	30
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	28
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	26
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	26
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	25
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	24
Estimating intractable non-linear term structure models Peter Mikkelsen	24

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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	2196
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2117
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1782
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1755
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1716
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1693
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1543
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1482
Evaluating Danish Mutual Fund Performance Michael Christensen	1468
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1464
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1464

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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	396
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	391
Cross-Currency LIBOR Market Models. Peter Mikkelsen	374
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	256
Evaluating Danish Mutual Fund Performance Michael Christensen	237
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	213
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	196
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	196
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	189

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