European Business Schools Librarian's Group
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
Downloads from EBLSG
Fulltext files are files downloaded from the EBLSG 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.
Papers at EBLSG
Top papers by Abstract Accesses last month (2025-03)
Top papers by Abstract Accesses last 3 months (2025-01 to 2025-03)
| Paper | Accesses |
|---|---|
| Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown | 58 |
| Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich | 53 |
| A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard | 52 |
| Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer | 51 |
| Two-Dimensional Hazard Estimation for Longevity Analysis. P. Fledelius, Montserrat Guillen, Jens Perch Nielsen, M. Vogelius | 51 |
| MCMC Based Estimation of Term Structure Models. Peter Mikkelsen | 51 |
| Long Maturity Forward Rates. Charlotte Christiansen | 51 |
| Measuring Noise in the Permanent Income Hypothesis Tom Engsted | 50 |
| Mortgage Choice - The Danish Case Mikkel Svenstrup | 49 |
| Efficient Control Variates for Monte-Carlo Valuation of American Options Nicki Søndergaard Rasmussen | 49 |
Top papers by Downloads last 3 months (2025-01 to 2025-03)
| Paper | Downloads |
|---|---|
| Super-Efficient Prediction Based on High-Quality Marker Information Jens Perch Nielsen | 1 |
| Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen | 1 |
| Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard | 1 |
Top papers by Abstract Accesses all months (from 2002-06)
Top papers by Downloads all months (from 2002-06)
| Paper | Downloads |
|---|---|
| Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen | 372 |
| Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund | 364 |
| Cross-Currency LIBOR Market Models. Peter Mikkelsen | 353 |
| Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen | 346 |
| MCMC Based Estimation of Term Structure Models. Peter Mikkelsen | 230 |
| Evaluating Danish Mutual Fund Performance Michael Christensen | 205 |
| Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard | 173 |
| Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen | 171 |
| The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard | 167 |
| The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard | 146 |
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This page generated on 2025-04-01 06:30:30.