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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 (2026-05)

Paper	Accesses
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	43
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	40
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	35
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	35
Co-integration and exponential-affine models of the term structure Jes Taulbjerg	34
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	33
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	33
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	32
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	32
Aktiemarkedet Tom Engsted	31
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	31
Longevity Studies Based on Kernel Hazard Estimation. Angie Felipe, Montserrat Guillen, Jens Perch Nielsen	31
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	31

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Top papers by Downloads last month (2026-05)

Paper	Downloads
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	14
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	13
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	12
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	12
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	12
Improving the Least-Squares Monte-Carlo Approach Nicki Søndergaard Rasmussen	11
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	10
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	10
Regime Switching in the Yield Curve Charlotte Christiansen	10
Efficient Control Variates for Monte-Carlo Valuation of American Options Nicki Søndergaard Rasmussen	10
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	10
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	10
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	10

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Top papers by Abstract Accesses last 3 months (2026-03 to 2026-05)

Paper	Accesses
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	130
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	116
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	111
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	105
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	96
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	95
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	92
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	89
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	85
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	85

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Top papers by Downloads last 3 months (2026-03 to 2026-05)

Paper	Downloads
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	45
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	43
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	42
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	40
Estimating intractable non-linear term structure models Peter Mikkelsen	40
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	40
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	39
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	38
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	37
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	35

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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	2245
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2165
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1841
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1803
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1776
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1743
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1597
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1539
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1538
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1525

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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	407
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	397
Cross-Currency LIBOR Market Models. Peter Mikkelsen	380
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	269
Evaluating Danish Mutual Fund Performance Michael Christensen	250
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	223
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	215
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	205
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	201

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