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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 (2025-10)

Paper	Accesses
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	35
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	33
Regime Switching in the Yield Curve Charlotte Christiansen	33
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	31
Cross-Currency LIBOR Market Models. Peter Mikkelsen	31
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	30
Mortgage Choice - The Danish Case Mikkel Svenstrup	30
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	30
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	29
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	28

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Top papers by Downloads last month (2025-10)

Paper	Downloads
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model Malene Shin Jensen, Mikkel Svenstrup	9
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	9
Regime Switching in the Yield Curve Charlotte Christiansen	8
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	7
Credit Spreads and the Term Structure of Interest Rates. Charlotte Christiansen	6
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	6
The Educational Asset Market: A Finance Perspective on Human Capital Investment Charlotte Christiansen, Helena Skyt Nielsen	6
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	5
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	5
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	5
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup Mikkel Svenstrup	5
Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor. Allan Bødskov Andersen	5

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Top papers by Abstract Accesses last 3 months (2025-08 to 2025-10)

Paper	Accesses
Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen	84
Regime Switching in the Yield Curve Charlotte Christiansen	82
Boundary and Bias Correction in Kernel Hazard Estimation Jens Perch Nielsen, Carsten Tanggaard	82
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	81
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	77
Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen	77
Uncovered Interest Parity and Policy Behavior New Evidence. Michael Christensen	76
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	76
Testing for Multiple Types of Marginal Investor in Ex-day Pricing Jan Bartholdy, Kate Briown	76
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	73

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Top papers by Downloads last 3 months (2025-08 to 2025-10)

Paper	Downloads
Local Linear Density Estimation for Filtered Survival Data, with Bias Correction Jens Perch Nielsen, Carsten Tanggaard, M. C. Jones	17
Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard	16
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	15
Denmark - A chapter on the Danish Bond Market Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	13
Regime Switching in the Yield Curve Charlotte Christiansen	13
Measuring Noise in the Permanent Income Hypothesis Tom Engsted	12
OBJECTIVES AND THEORETICAL FOUNDATIONS OF THE EUROPEAN COMMISSION’S 1999 ACTION PLAN CONCERNING THE FRAMEWORK FOR FINANCIAL MARKETS Morten Balling	12
A New Test for Speculative Bubbles Based on Return Variance Decompositions. Tom Engsted, Carsten Tanggaard	12
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	12
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	12

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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	2114
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	2008
Cross-Currency LIBOR Market Models. Peter Mikkelsen	1668
MCMC Based Estimation of Term Structure Models. Peter Mikkelsen	1650
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. Charlotte Christiansen, Charlotte Strunk Hansen	1606
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen	1586
Real Supply Shocks and the Money Growth-Inflation Relationship. Michael Christensen	1480
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 Charlotte Christiansen, Tom Engsted, Svend Jakobsen, Carsten Tanggaard	1410
Evaluating Danish Mutual Fund Performance Michael Christensen	1370
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	1362

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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	381
Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund	376
Cross-Currency LIBOR Market Models. Peter Mikkelsen	357
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	241
Evaluating Danish Mutual Fund Performance Michael Christensen	215
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. Tom Engsted, Enno Mammen, Carsten Tanggaard	183
Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen	183
The Relation Between Asset Returns and Inflation at Short and Long Horizons. Tom Engsted, Carsten Tanggaard	176
The comovement of US and UK stock markets. Tom Engsted, Carsten Tanggaard	161

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