European Business Schools Librarian's Group
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
Downloads from EBLSG
Fulltext files are files downloaded from the EBLSG server, Redirected files are files downloaded from a server maintained by the publisher of a working paper series.
The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.
Papers at EBLSG
Top papers by Abstract Accesses last month (2025-08)
Top papers by Downloads last month (2025-08)
| Paper | Downloads |
|---|---|
| Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen | 4 |
| Improving the Least-Squares Monte-Carlo Approach Nicki Søndergaard Rasmussen | 3 |
| Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen | 1 |
| Super-Efficient Prediction Based on High-Quality Marker Information Jens Perch Nielsen | 1 |
| Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard | 1 |
Top papers by Abstract Accesses last 3 months (2025-06 to 2025-08)
| Paper | Accesses |
|---|---|
| Evaluating Danish Mutual Fund Performance Michael Christensen | 99 |
| Co-integration and exponential-affine models of the term structure Jes Taulbjerg | 87 |
| Variable Bandwidth Kernel Hazard Estimators Jens Perch Nielsen | 86 |
| Revisiting the shape of the yield curve: the effect of interest rate volatility. Charlotte Christiansen, Jesper Lund | 76 |
| Unbiased Estimation of Expected Return Using CAPM Jan Bartholdy, Paula Peare | 65 |
| Improving the Least-Squares Monte-Carlo Approach Nicki Søndergaard Rasmussen | 64 |
| Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor. Allan Bødskov Andersen | 63 |
| Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard | 62 |
| Volatility-Spillover E ffects in European Bond Markets Charlotte Christiansen | 61 |
| Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen | 60 |
| Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone. Allan Bødskov Andersen | 60 |
Top papers by Downloads last 3 months (2025-06 to 2025-08)
| Paper | Downloads |
|---|---|
| Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen | 4 |
| Improving the Least-Squares Monte-Carlo Approach Nicki Søndergaard Rasmussen | 3 |
| Estimating the Consumption-Capital Asset Pricing Model without Consumption Data: Evidence from Denmark Anne-Sofie Reng Rasmussen | 2 |
| Multivariate Term Structure Models with Level and Heteroskedasticity Effects Charlotte Christiansen | 1 |
| Speculative bubbles in stock prices? Tests based on the price-dividend ratio. Tom Engsted, Carsten Tanggaard | 1 |
| Super-Efficient Prediction Based on High-Quality Marker Information Jens Perch Nielsen | 1 |
| Errors in Trade Classification: Consequences and Remedies. Carsten Tanggaard | 1 |
Top papers by Abstract Accesses all months (from 2002-06)
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 |
| Quantifying the "Peso Problem" Bias: A Switching Regime Approach. Allan Bødskov Andersen | 175 |
| 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 |
| 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 |
- University of Aarhus, Aarhus School of Business, Department of Business Studies
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