Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
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Top papers by Abstract Accesses last month (2024-03)
| Paper | Accesses |
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen | 7 |
Conditional moment testing, term premia and affine term structure models
Jes Taulbjerg | 5 |
Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen, Carsten Tanggaard | 5 |
Longevity Studies Based on Kernel Hazard Estimation.
Angie Felipe, Montserrat Guillen, Jens Perch Nielsen | 5 |
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen | 4 |
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen | 4 |
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen | 4 |
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen | 4 |
Long-Run Forecasting in Multicointegrated Systems
Boriss Siliverstovs, Tom Engsted, Niels Haldrup | 4 |
Estimating quadratic term structure models by non-linear filtering
Jes Taulbjerg | 4 |
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor.
Allan Bødskov Andersen | 4 |
Hedging with a Misspecified Model
Nicki Søndergaard Rasmussen | 4 |
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 | 4 |
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen | 4 |
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Top papers by Abstract Accesses last 3 months (2024-01 to 2024-03)
| Paper | Accesses |
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen | 19 |
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen | 15 |
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 | 15 |
Evaluating Danish Mutual Fund Performance
Michael Christensen | 15 |
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen | 14 |
Conditional moment testing, term premia and affine term structure models
Jes Taulbjerg | 12 |
Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen, Carsten Tanggaard | 12 |
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard | 12 |
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen | 11 |
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted, Carsten Tanggaard | 11 |
Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich | 11 |
Co-integration and exponential-affine models of the term structure
Jes Taulbjerg | 11 |
Misspecification versus bubbles in hyperinflation data: Comment.
Tom Engsted | 11 |
The Educational Asset Market: A Finance Perspective on Human Capital Investment
Charlotte Christiansen, Helena Skyt Nielsen | 11 |
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard | 11 |
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy, Kate Briown | 11 |
Estimating quadratic term structure models by non-linear filtering
Jes Taulbjerg | 11 |
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Top papers by Downloads last 3 months (2024-01 to 2024-03)
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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 | 1867 |
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund | 1762 |
Cross-Currency LIBOR Market Models.
Peter Mikkelsen | 1458 |
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen, Charlotte Strunk Hansen | 1418 |
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen | 1403 |
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen | 1345 |
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen | 1284 |
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard | 1237 |
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen, Carsten Tanggaard | 1129 |
Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich | 1120 |
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Top papers by Downloads all months (from 2002-06)
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This page generated on 2024-04-01 05:48:45.
