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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 (2026-06)

Paper	Accesses
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	45
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	44
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	39
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	37
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	36
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	36
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	34
The Pros and Cons of Butterfly Barbells Michael Christensen	33
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	33
Regime Switching in the Yield Curve Charlotte Christiansen	32
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	32

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Top papers by Downloads last month (2026-06)

Paper	Downloads
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis Nicki Søndergaard Rasmussen	7
Cross-Currency LIBOR Market Models. Peter Mikkelsen	6
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	6
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	5
Super-Efficient Prediction Based on High-Quality Marker Information Jens Perch Nielsen	5
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	4
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	4
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	4
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	4
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	4

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Top papers by Abstract Accesses last 3 months (2026-04 to 2026-06)

Paper	Accesses
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	132
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	122
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	119
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	111
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	104
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	99
The Pros and Cons of Butterfly Barbells Michael Christensen	99
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	98
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	95
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	95

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Top papers by Downloads last 3 months (2026-04 to 2026-06)

Paper	Downloads
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	24
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	23
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	23
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	21
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	21
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	21
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	20
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	20
Estimating intractable non-linear term structure models Peter Mikkelsen	19
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	19

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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	2274
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2193
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1870
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1825
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1806
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1777
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1622
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1575
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1561
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1556

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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	408
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	398
Cross-Currency LIBOR Market Models. Peter Mikkelsen	386
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	272
Evaluating Danish Mutual Fund Performance Michael Christensen	251
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	225
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	216
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	209
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	203

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