Scandinavian Working Papers in Business Administration

Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

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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

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Top papers by Abstract Accesses last month (2025-06)

PaperAccesses
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
71
Evaluating Danish Mutual Fund Performance
Michael Christensen
70
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
57
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
40
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor.
Allan Bødskov Andersen
30
Unbiased Estimation of Expected Return Using CAPM
Jan Bartholdy, Paula Peare
28
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer
27
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
27
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund
26
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen, Carsten Tanggaard
25
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
25

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Top papers by Downloads last month (2025-06)

PaperDownloads
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
2
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
1

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Top papers by Abstract Accesses last 3 months (2025-04 to 2025-06)

PaperAccesses
Evaluating Danish Mutual Fund Performance
Michael Christensen
98
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
85
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
79
The Pros and Cons of Butterfly Barbells
Michael Christensen
70
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
62
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
57
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
53
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor.
Allan Bødskov Andersen
53
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen, Carsten Tanggaard
50
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund
48

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Top papers by Downloads last 3 months (2025-04 to 2025-06)

PaperDownloads
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
3
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
2

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Top papers by Abstract Accesses all months (from 2002-05)

PaperAccesses
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
2049
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund
1909
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
1594
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen
1566
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen, Charlotte Strunk Hansen
1554
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen
1489
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
1423
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard
1372
Evaluating Danish Mutual Fund Performance
Michael Christensen
1310
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen, Carsten Tanggaard
1282

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

PaperDownloads
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
376
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund
364
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
353
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
232
Evaluating Danish Mutual Fund Performance
Michael Christensen
205
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen, Carsten Tanggaard
175
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
171
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
147

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