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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 (2024-11)

Paper	Accesses
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	18
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	15
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	15
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	14
Evaluating Danish Mutual Fund Performance Michael Christensen	13
Aktiemarkedet Tom Engsted	13
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	13
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	13
Co-integration and exponential-affine models of the term structure Jes Taulbjerg	13
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	12
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	12
Estimating intractable non-linear term structure models Peter Mikkelsen	12
Narrow Banking. Paula Peare	12
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	12
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	12
Two-Dimensional Hazard Estimation for Longevity Analysis. P. Fledelius, Montserrat Guillen, Jens Perch Nielsen, M. Vogelius	12
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	12
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	12
Conditional moment testing, term premia and affine term structure models Jes Taulbjerg	12
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	12

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Top papers by Downloads last month (2024-11)

Paper	Downloads
Mortgage Choice - The Danish Case Mikkel Svenstrup	2
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	1

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Top papers by Abstract Accesses last 3 months (2024-09 to 2024-11)

Paper	Accesses
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	42
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	41
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	40
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	39
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	37
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	36
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	36
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	35
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	34
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	34
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	34

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Top papers by Downloads last 3 months (2024-09 to 2024-11)

Paper	Downloads
Mortgage Choice - The Danish Case Mikkel Svenstrup	2
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	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	1949
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	1811
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1509
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1472
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1465
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1408
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1336
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1291
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1178
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	1164

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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	375
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	363
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	353
Cross-Currency LIBOR Market Models. Peter Mikkelsen	352
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	231
Evaluating Danish Mutual Fund Performance Michael Christensen	204
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	174
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	170
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	146

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