Fulltext files are files downloaded from the S-WoBA server, Redirected files are files downloaded from a server maintained by the publisher of a working paper series.

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 (2026-10)

Paper	Accesses
Mortgage Choice - The Danish Case Mikkel Svenstrup	30
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	29
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	26
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	26
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	23
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	23
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor. Allan Bødskov Andersen	22
The Pros and Cons of Butterfly Barbells Michael Christensen	22
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	22
Efficient Control Variates for Monte-Carlo Valuation of American Options Nicki Søndergaard Rasmussen	22

Rank papers for other periods

Top papers by Downloads last month (2026-10)

Paper	Downloads
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	10
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	9
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	7
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	5
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	5
Mortgage Choice - The Danish Case Mikkel Svenstrup	5
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	5
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	4
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	4
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	4
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	4
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	4
The Pros and Cons of Butterfly Barbells Michael Christensen	4
Regime Switching in the Yield Curve Charlotte Christiansen	4
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	4
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	4
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	4
Efficient Control Variates for Monte-Carlo Valuation of American Options Nicki Søndergaard Rasmussen	4
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	4
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	4

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2026-08 to 2026-10)

Paper	Accesses
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	79
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	73
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	72
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	69
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	65
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	65
Mortgage Choice - The Danish Case Mikkel Svenstrup	64
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	64
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	64
Efficient Control Variates for Monte-Carlo Valuation of American Options Nicki Søndergaard Rasmussen	64

Rank papers for other periods

Top papers by Downloads last 3 months (2026-08 to 2026-10)

Paper	Downloads
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	18
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	16
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	14
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	13
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	12
On Finite Dimensional HJM Representations. Peter Mikkelsen	12
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	12
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	12
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	11
Mortgage Choice - The Danish Case Mikkel Svenstrup	11
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	11
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	11
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	11
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	11

Rank papers for other periods

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

Paper	Accesses
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	2341
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2266
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1957
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1908
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1885
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1851
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1689
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1654
Evaluating Danish Mutual Fund Performance Michael Christensen	1634
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1632

Rank papers for other periods

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

Paper	Downloads
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	420
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	409
Cross-Currency LIBOR Market Models. Peter Mikkelsen	395
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	282
Evaluating Danish Mutual Fund Performance Michael Christensen	263
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	237
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	231
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	220
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	217

Rank papers for other periods

• University of Aarhus, Aarhus School of Business, Department of Business Studies
• Home page for this series

Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2026-11-01 05:45:50.