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Department of Business Studies, Aarhus School of Business, University of Aarhus Finance Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus

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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.

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Papers at EBSLG

Number of papers at EBSLG

The raw data

 

Top 10 Papers by Abstract Accesses Last Month (2017-06)

PaperAccesses
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
13
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
12
The Pros and Cons of Butterfly Barbells
Michael Christensen
9
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
9
Misspecification versus bubbles in hyperinflation data: Comment.
Tom Engsted
8
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
8
Mortgage Choice - The Danish Case
Mikkel Svenstrup
8
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
8
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup
Mikkel Svenstrup
8
Uncovered Interest Parity and Policy Behavior New Evidence.
Michael Christensen
7
Hedging with a Misspecified Model
Nicki Søndergaard Rasmussen
7
Longevity Studies Based on Kernel Hazard Estimation.
Angie Felipe, Montserrat Guillen and Jens Perch Nielsen
7
Regime Switching in the Yield Curve
Charlotte Christiansen
7
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
7
Measuring Noise in the Permanent Income Hypothesis
Tom Engsted
7
Efficient Control Variates for Monte-Carlo Valuation of American Options
Nicki Søndergaard Rasmussen
7
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
7
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
7
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
7
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
7
On Finite Dimensional HJM Representations.
Peter Mikkelsen
7

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Top 10 Papers by File Downloads Last Month (2017-06)

PaperDownloads
Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen
1
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen
1
The comovement of US and UK stock markets.
Tom Engsted and Carsten Tanggaard
1
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup
Mikkel Svenstrup
1
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
1
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
1
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-04 - 2017-06)

PaperDownloads
Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
33
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy and Kate Briown
28
Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
22
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
21
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
21
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
20
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
20
Mortgage Choice - The Danish Case
Mikkel Svenstrup
20
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
19
On Finite Dimensional HJM Representations.
Peter Mikkelsen
19
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
19

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Top 10 Papers by File Downloads Last 3 Months (2017-04 - 2017-06)

PaperDownloads
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen
6
Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
5
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
5
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
4
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen and Carsten Tanggaard
4
Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen
4
The Educational Asset Market: A Finance Perspective on Human Capital Investment
Charlotte Christiansen and Helena Skyt Nielsen
4
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen
4
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
3
Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen and Stefan Sperlich
3
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis
Nicki Søndergaard Rasmussen
3
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
Malene Shin Jensen and Mikkel Svenstrup
3
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
3
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions
Mikkel Svenstrup
3
Estimating intractable non-linear term structure models
Peter Mikkelsen
3
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen and Michael Christensen
3

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