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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 (2025-11)

Paper	Accesses
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	32
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	32
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	30
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	29
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	28
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	27
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	25
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	25
Mortgage Choice - The Danish Case Mikkel Svenstrup	24
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	24
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	24

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Top papers by Downloads last month (2025-11)

Paper	Downloads
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	7
Cross-Currency LIBOR Market Models. Peter Mikkelsen	7
Longevity Studies Based on Kernel Hazard Estimation. Angie Felipe, Montserrat Guillen, Jens Perch Nielsen	6
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	5
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	5
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	5
Mortgage Choice - The Danish Case Mikkel Svenstrup	4
On Finite Dimensional HJM Representations. Peter Mikkelsen	3
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	3
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	3
Regime Switching in the Yield Curve Charlotte Christiansen	3
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	3

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Top papers by Abstract Accesses last 3 months (2025-09 to 2025-11)

Paper	Accesses
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	99
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	98
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	95
Regime Switching in the Yield Curve Charlotte Christiansen	94
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	93
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	89
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	88
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	83
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	81
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	78
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	78

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Top papers by Downloads last 3 months (2025-09 to 2025-11)

Paper	Downloads
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	21
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	18
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	18
Regime Switching in the Yield Curve Charlotte Christiansen	16
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	16
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	15
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	14
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	14
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	14
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	14

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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	2123
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2033
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1683
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1671
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1614
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1613
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1485
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1419
Evaluating Danish Mutual Fund Performance Michael Christensen	1384
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1371

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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	382
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	378
Cross-Currency LIBOR Market Models. Peter Mikkelsen	364
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	242
Evaluating Danish Mutual Fund Performance Michael Christensen	217
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	183
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	183
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	178
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	164

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