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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 (2026-01)

Paper	Accesses
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	48
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	44
The Pros and Cons of Butterfly Barbells Michael Christensen	40
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	36
Cross-Currency LIBOR Market Models. Peter Mikkelsen	35
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	35
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	31
Unbiased Estimation of Expected Return Using CAPM Jan Bartholdy, Paula Peare	30
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	30
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	29
Misspecification versus bubbles in hyperinflation data: Comment. Tom Engsted	29

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Top papers by Downloads last month (2026-01)

Paper	Downloads
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	12
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	12
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	11
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	9
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	8
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	8
The Pros and Cons of Butterfly Barbells Michael Christensen	7
Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis Nicki Søndergaard Rasmussen	6
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	5
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	4
Cross-Currency LIBOR Market Models. Peter Mikkelsen	4
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	4
Long-Run Forecasting in Multicointegrated Systems Boriss Siliverstovs, Tom Engsted, Niels Haldrup	4

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Top papers by Abstract Accesses last 3 months (2025-11 to 2026-01)

Paper	Accesses
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	109
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	89
Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen	85
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	84
Cross-Currency LIBOR Market Models. Peter Mikkelsen	81
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	80
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	79
The Pros and Cons of Butterfly Barbells Michael Christensen	75
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	75
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	72

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Top papers by Downloads last 3 months (2025-11 to 2026-01)

Paper	Downloads
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	19
Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen	16
Kernel Density Estimation of Actuarial Loss Functions. Catalina Bolance, Montserrat Guillen, Jens Perch Nielsen	14
Hedging with a Misspecified Model Nicki Søndergaard Rasmussen	13
Cross-Currency LIBOR Market Models. Peter Mikkelsen	11
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	11
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer	9
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	9
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	8
Bootstrap Inference in Semiparametric Generalized Additive Models. Wolfgang Härdle, Sylvie Huet, Enno Mammen, Stefan Sperlich	8
The Pros and Cons of Butterfly Barbells Michael Christensen	8
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	8
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	8
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	8

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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	2159
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2079
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1749
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1708
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1666
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1651
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1515
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1447
Evaluating Danish Mutual Fund Performance Michael Christensen	1424
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1420

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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	389
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	382
Cross-Currency LIBOR Market Models. Peter Mikkelsen	368
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	245
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	194
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	188
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	181
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	170

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