European Business Schools Librarian's Group

Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

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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

Papers at EBLSG

The raw data

Top papers by Abstract Accesses last month (2024-08)

PaperAccesses
Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen, Carsten Tanggaard
12
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
11
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard
11
Speculative bubbles in stock prices? Tests based on the price-dividend ratio.
Tom Engsted, Carsten Tanggaard
11
A New Test for Speculative Bubbles Based on Return Variance Decompositions.
Tom Engsted, Carsten Tanggaard
10
Unbiased Estimation of Expected Return Using CAPM
Jan Bartholdy, Paula Peare
10
Hedging with a Misspecified Model
Nicki Søndergaard Rasmussen
10
Volatility-Spillover E ffects in European Bond Markets
Charlotte Christiansen
9
Two-Dimensional Hazard Estimation for Longevity Analysis.
P. Fledelius, Montserrat Guillen, Jens Perch Nielsen, M. Vogelius
9
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction
Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones
8
The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted, Carsten Tanggaard
8
Testing for Multiple Types of Marginal Investor in Ex-day Pricing
Jan Bartholdy, Kate Briown
8
Further Evidence on Hedge Funds Performance.
Claus Bang Christiansen, Peter Brink Madsen, Michael Christensen
8
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund
8
The comovement of US and UK stock markets.
Tom Engsted, Carsten Tanggaard
8

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Top papers by Downloads last month (2024-08)

PaperDownloads
The comovement of US and UK stock markets.
Tom Engsted, Carsten Tanggaard
1
Long-Run Forecasting in Multicointegrated Systems
Boriss Siliverstovs, Tom Engsted, Niels Haldrup
1
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard
1
On Finite Dimensional HJM Representations.
Peter Mikkelsen
1
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
1
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
1

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Top papers by Abstract Accesses last 3 months (2024-06 to 2024-08)

PaperAccesses
Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen, Carsten Tanggaard
33
On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions
Mikkel Svenstrup
29
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
26
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
22
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction
Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones
21
A New Test for Speculative Bubbles Based on Return Variance Decompositions.
Tom Engsted, Carsten Tanggaard
20
Hedging with a Misspecified Model
Nicki Søndergaard Rasmussen
20
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard
20
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen
20
Long Maturity Forward Rates.
Charlotte Christiansen
19
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen
19

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Top papers by Downloads last 3 months (2024-06 to 2024-08)

PaperDownloads
Long-Run Forecasting in Multicointegrated Systems
Boriss Siliverstovs, Tom Engsted, Niels Haldrup
1
Denmark - A chapter on the Danish Bond Market
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard
1
The comovement of US and UK stock markets.
Tom Engsted, Carsten Tanggaard
1
On Finite Dimensional HJM Representations.
Peter Mikkelsen
1
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark
Anne-Sofie Reng Rasmussen
1
Errors in Trade Classification: Consequences and Remedies.
Carsten Tanggaard
1

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Top papers by Abstract Accesses all months (from 2002-06)

PaperAccesses
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
1901
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund
1787
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
1481
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen, Charlotte Strunk Hansen
1431
MCMC Based Estimation of Term Structure Models.
Peter Mikkelsen
1430
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen
1369
Real Supply Shocks and the Money Growth-Inflation Relationship.
Michael Christensen
1305
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002
Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard
1261
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen, Carsten Tanggaard
1150
Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich
1140

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Top papers by Downloads all months (from 2002-06)

PaperDownloads
Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
371
Revisiting the shape of the yield curve: the effect of interest rate volatility.
Charlotte Christiansen, Jesper Lund
363
Cross-Currency LIBOR Market Models.
Peter Mikkelsen
352
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
229
Evaluating Danish Mutual Fund Performance
Michael Christensen
204
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen, Carsten Tanggaard
172
Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
170
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
145

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Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2024-09-01 05:57:11.