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 (2026-09)

Paper	Accesses
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	29
Unbiased Estimation of Expected Return Using CAPM Jan Bartholdy, Paula Peare	27
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	26
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	26
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	24
Cross-Currency LIBOR Market Models. Peter Mikkelsen	24
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	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	23
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	23
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	23

Rank papers for other periods

Top papers by Downloads last month (2026-09)

Paper	Downloads
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	5
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	5
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	5
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	5
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	5
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	5
Super-Efficient Prediction Based on High-Quality Marker Information Jens Perch Nielsen	4
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	4
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor. Allan Bødskov Andersen	4
Evaluating Danish Mutual Fund Performance Michael Christensen	4
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	4
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	4

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2026-07 to 2026-09)

Paper	Accesses
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	153
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	84
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	77
Cross-Currency LIBOR Market Models. Peter Mikkelsen	72
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	72
Evaluating Danish Mutual Fund Performance Michael Christensen	72
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	69
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	68
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	65
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	64

Rank papers for other periods

Top papers by Downloads last 3 months (2026-07 to 2026-09)

Paper	Downloads
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	13
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	12
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	11
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	10
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	10
Evaluating Danish Mutual Fund Performance Michael Christensen	10
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	10
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	10
Global Polynomial Kernel Hazard Estimation. Jens Perch Nielsen, Carsten Tanggaard	9
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	9
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	9
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	9
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	9
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	9
Long-Run Forecasting in Multicointegrated Systems Boriss Siliverstovs, Tom Engsted, Niels Haldrup	9
On Finite Dimensional HJM Representations. Peter Mikkelsen	9
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	9

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	2319
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2249
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1942
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1887
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1868
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1834
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1672
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1639
Evaluating Danish Mutual Fund Performance Michael Christensen	1619
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1614

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	416
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	404
Cross-Currency LIBOR Market Models. Peter Mikkelsen	393
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	279
Evaluating Danish Mutual Fund Performance Michael Christensen	261
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	232
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	228
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	218
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	213

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 2026-10-01 05:46:57.