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 (2025-04)
| Paper | Accesses |
|---|---|
| The Pros and Cons of Butterfly Barbells Michael Christensen | 18 |
| Evaluating Danish Mutual Fund Performance Michael Christensen | 15 |
| MCMC Based Estimation of Term Structure Models. Peter Mikkelsen | 15 |
| Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen | 15 |
| Cross-Currency LIBOR Market Models. Peter Mikkelsen | 15 |
| Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen | 15 |
| Hedging with a Misspecified Model Nicki Søndergaard Rasmussen | 14 |
| Regime Switching in the Yield Curve Charlotte Christiansen | 14 |
| 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 | 14 |
| OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling | 14 |
Top papers by Downloads last month (2025-04)
| Paper | Downloads |
|---|---|
| Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard | 2 |
Top papers by Abstract Accesses last 3 months (2025-02 to 2025-04)
| Paper | Accesses |
|---|---|
| Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown | 52 |
| MCMC Based Estimation of Term Structure Models. Peter Mikkelsen | 49 |
| Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen | 47 |
| Long Maturity Forward Rates. Charlotte Christiansen | 47 |
| Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich | 47 |
| The Pros and Cons of Butterfly Barbells Michael Christensen | 47 |
| Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard | 46 |
| Measuring Noise in the Permanent Income Hypothesis Tom Engsted | 45 |
| Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer | 45 |
| Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen | 45 |
| A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard | 45 |
Top papers by Downloads last 3 months (2025-02 to 2025-04)
| Paper | Downloads |
|---|---|
| Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard | 2 |
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 |
- 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 2025-05-01 07:16:01.