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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 (2025-12)

Paper	Accesses
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	33
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	31
Cross-Currency LIBOR Market Models. Peter Mikkelsen	31
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	26
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	25
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	25
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions Mikkel Svenstrup	24
Global Polynomial Kernel Hazard Estimation. Jens Perch Nielsen, Carsten Tanggaard	24
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	23
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	22
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	22

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Top papers by Downloads last month (2025-12)

Paper	Downloads
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	6
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	5
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	3
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	3
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	3
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	2
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	2
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	2
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	2
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	2
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	2

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Top papers by Abstract Accesses last 3 months (2025-10 to 2025-12)

Paper	Accesses
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	94
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	85
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	84
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	83
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	79
Cross-Currency LIBOR Market Models. Peter Mikkelsen	77
Regime Switching in the Yield Curve Charlotte Christiansen	76
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	74
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	73
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	72

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Top papers by Downloads last 3 months (2025-10 to 2025-12)

Paper	Downloads
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	17
Regime Switching in the Yield Curve Charlotte Christiansen	12
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	11
Cross-Currency LIBOR Market Models. Peter Mikkelsen	10
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	10
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	9
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	9
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	9
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	9
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	9

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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	2138
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2056
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1714
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1687
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1635
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1629
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1497
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1428
Evaluating Danish Mutual Fund Performance Michael Christensen	1400
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1391

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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	384
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	381
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	243
Evaluating Danish Mutual Fund Performance Michael Christensen	218
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	185
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	184
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	167

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