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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 (2025-07)

Paper	Accesses
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	31
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	30
Unbiased Estimation of Expected Return Using CAPM Jan Bartholdy, Paula Peare	27
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	25
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	25
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	25
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	24
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	24
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	23
Mortgage Choice - The Danish Case Mikkel Svenstrup	23
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	23
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	23
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	23

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Top papers by Abstract Accesses last 3 months (2025-05 to 2025-07)

Paper	Accesses
Evaluating Danish Mutual Fund Performance Michael Christensen	101
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	86
Co-integration and exponential-affine models of the term structure Jes Taulbjerg	83
Improving the Least-Squares Monte-Carlo Approach Nicki Søndergaard Rasmussen	69
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	67
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	66
The Pros and Cons of Butterfly Barbells Michael Christensen	66
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	65
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	61
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor. Allan Bødskov Andersen	61

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Top papers by Downloads last 3 months (2025-05 to 2025-07)

Paper	Downloads
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 all months (from 2002-05)

Paper	Accesses
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	2072
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	1940
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1608
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1590
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1573
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1512
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1442
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1378
Evaluating Danish Mutual Fund Performance Michael Christensen	1328
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1302

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