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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 (2025-05)

Paper	Accesses
The Pros and Cons of Butterfly Barbells Michael Christensen	30
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	19
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	16
Improving the Least-Squares Monte-Carlo Approach Nicki Søndergaard Rasmussen	14
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	13
Evaluating Danish Mutual Fund Performance Michael Christensen	13
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor. Allan Bødskov Andersen	12
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	12
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	12
Mortgage Choice - The Danish Case Mikkel Svenstrup	12
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	12
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	12

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Top papers by Abstract Accesses last 3 months (2025-03 to 2025-05)

Paper	Accesses
The Pros and Cons of Butterfly Barbells Michael Christensen	62
Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen	45
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	44
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	43
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	42
Evaluating Danish Mutual Fund Performance Michael Christensen	41
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	39
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	39
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	39
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	38
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	38
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	38

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Top papers by Downloads last 3 months (2025-03 to 2025-05)

Paper	Downloads
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	2

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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	2025
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	1883
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1582
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1551
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1532
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1472
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1407
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1363
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1254
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	1242

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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	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

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• University of Aarhus, Aarhus School of Business, Department of Business Studies
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Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
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This page generated on 2025-06-01 07:49:04.