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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 (2024-08)

Paper	Accesses
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	12
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	11
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	11
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	11
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	10
Unbiased Estimation of Expected Return Using CAPM Jan Bartholdy, Paula Peare	10
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	10
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	9
Two-Dimensional Hazard Estimation for Longevity Analysis. P. Fledelius, Montserrat Guillen, Jens Perch Nielsen, M. Vogelius	9
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	8
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	8
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	8
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	8
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	8
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	8

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Top papers by Downloads last month (2024-08)

Paper	Downloads
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	1
Long-Run Forecasting in Multicointegrated Systems Boriss Siliverstovs, Tom Engsted, Niels Haldrup	1
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1
On Finite Dimensional HJM Representations. Peter Mikkelsen	1
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	1
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	1

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Top papers by Abstract Accesses last 3 months (2024-06 to 2024-08)

Paper	Accesses
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	33
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	29
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	26
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	22
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	21
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	20
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	20
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	20
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	20
Long Maturity Forward Rates. Charlotte Christiansen	19
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	19

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Top papers by Downloads last 3 months (2024-06 to 2024-08)

Paper	Downloads
Long-Run Forecasting in Multicointegrated Systems Boriss Siliverstovs, Tom Engsted, Niels Haldrup	1
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	1
On Finite Dimensional HJM Representations. Peter Mikkelsen	1
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	1
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	1

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Top papers by Abstract Accesses all months (from 2002-06)

Paper	Accesses
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	1901
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	1787
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1481
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1431
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1430
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1369
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1305
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1261
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1150
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	1140

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Top papers by Downloads all months (from 2002-06)

Paper	Downloads
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	371
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	363
Cross-Currency LIBOR Market Models. Peter Mikkelsen	352
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	229
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	172
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	167
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	145

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