Access Statistics for Paul Schneider

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Anatomy of the Equity Premium 0 0 0 81 0 0 0 41
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 0 0 2 61
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 0 0 4 70
Divergence and the Price of Uncertainty 0 0 0 20 0 0 1 50
Does it Pay to Be an Optimist? 0 0 1 12 0 0 1 49
Empirical asset pricing with nonlinear risk premia 0 0 0 21 0 0 0 101
Generalized Risk Premia 0 0 0 56 1 1 2 52
Low risk anomalies? 0 0 0 83 0 1 7 234
Modelling International Bond Markets with Affine Term Structure Models 1 1 3 422 1 1 3 1,063
Properties of Foreign Exchange Risk Premia 0 1 1 151 0 2 5 420
Properties of Foreign Exchange Risk Premiums 1 1 2 82 1 2 4 261
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 2 166
Total Working Papers 2 3 7 1,035 3 7 31 2,568


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Almost) Model‐Free Recovery 0 0 0 13 1 1 13 102
An anatomy of the market return 0 0 1 33 0 1 2 135
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 0 0 2 69
Density approximations for multivariate affine jump-diffusion processes 0 0 2 66 2 2 4 214
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 0 0 1 35
Flexing the default barrier 0 0 0 0 0 0 1 17
Generalized risk premia 0 0 1 34 0 2 5 140
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 1 147 0 0 4 416
Properties of foreign exchange risk premiums 0 0 1 92 2 2 5 298
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 0 0 1 108
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 1 1 2 6 1 2 5 24
The Skew Risk Premium in the Equity Index Market 0 0 0 52 1 1 2 178
The economic value of predicting bond risk premia 1 1 2 38 1 5 7 124
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 1 3 0 0 5 23
Total Journal Articles 2 2 11 527 8 16 57 1,883


Statistics updated 2025-08-05