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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 (2026-04)

Paper	Accesses
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	59
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	48
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	46
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	39
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	39
The Pros and Cons of Butterfly Barbells Michael Christensen	38
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	37
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	37
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	36
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	35
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	35
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	35

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Top papers by Downloads last month (2026-04)

Paper	Downloads
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	14
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	13
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	12
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	12
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	11
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	11
On Finite Dimensional HJM Representations. Peter Mikkelsen	11
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	11
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	10
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	10

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Top papers by Abstract Accesses last 3 months (2026-02 to 2026-04)

Paper	Accesses
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	130
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	122
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	120
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	110
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	92
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	84
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	83
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	83
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	82
Life Insurance Liabilities at Market Value. Anders Grosen, Peter Løchte Jørgensen	79

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Top papers by Downloads last 3 months (2026-02 to 2026-04)

Paper	Downloads
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	46
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	37
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	35
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard	34
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	33
Estimating intractable non-linear term structure models Peter Mikkelsen	33
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	32
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	32
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	31
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	30

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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	2215
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2141
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1810
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1783
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1749
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1709
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1574
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1510
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	1509
Evaluating Danish Mutual Fund Performance Michael Christensen	1500

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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	396
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	395
Cross-Currency LIBOR Market Models. Peter Mikkelsen	375
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	257
Evaluating Danish Mutual Fund Performance Michael Christensen	246
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	214
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	209
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	199
Further Evidence on Hedge Funds Performance. Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen	197

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