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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 (2026-08)

Paper	Accesses
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	27
Efficient Control Variates for Monte-Carlo Valuation of American Options Nicki Søndergaard Rasmussen	27
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	27
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	25
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	24
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	24
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	24
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	23
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	23
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	22
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	22
Cross-Currency LIBOR Market Models. Peter Mikkelsen	22

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Top papers by Downloads last month (2026-08)

Paper	Downloads
On Finite Dimensional HJM Representations. Peter Mikkelsen	6
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	6
Long-Run Forecasting in Multicointegrated Systems Boriss Siliverstovs, Tom Engsted, Niels Haldrup	5
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	5
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	4
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	4
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	4
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	4
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	4
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	4
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	4
Mortgage Choice - The Danish Case Mikkel Svenstrup	4

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Top papers by Abstract Accesses last 3 months (2026-06 to 2026-08)

Paper	Accesses
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	165
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	92
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	91
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	87
Evaluating Danish Mutual Fund Performance Michael Christensen	80
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	79
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	79
Cross-Currency LIBOR Market Models. Peter Mikkelsen	77
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	77
The Pros and Cons of Butterfly Barbells Michael Christensen	73

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Top papers by Downloads last 3 months (2026-06 to 2026-08)

Paper	Downloads
Cross-Currency LIBOR Market Models. Peter Mikkelsen	11
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	11
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	11
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	10
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	10
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	10
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	10
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis Nicki Søndergaard Rasmussen	10
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	9
Super-Efficient Prediction Based on High-Quality Marker Information Jens Perch Nielsen	9
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	9
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	9

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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	2308
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2230
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1918
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1866
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1846
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1811
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1653
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1617
Evaluating Danish Mutual Fund Performance Michael Christensen	1600
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1597

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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	413
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	402
Cross-Currency LIBOR Market Models. Peter Mikkelsen	391
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	277
Evaluating Danish Mutual Fund Performance Michael Christensen	257
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	229
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	225
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	215
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	209

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