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 1 81 0 0 2 41
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 0 1 2 60
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 0 1 3 69
Divergence and the Price of Uncertainty 0 0 0 20 0 0 1 50
Does it Pay to Be an Optimist? 0 0 1 11 0 0 3 48
Empirical asset pricing with nonlinear risk premia 0 0 0 21 0 0 0 101
Generalized Risk Premia 0 0 1 56 0 1 2 51
Low risk anomalies? 0 0 0 83 1 3 7 233
Modelling International Bond Markets with Affine Term Structure Models 0 0 1 420 0 0 2 1,061
Properties of Foreign Exchange Risk Premia 0 0 0 150 0 0 2 416
Properties of Foreign Exchange Risk Premiums 0 0 1 81 0 0 3 259
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 1 4 166
Total Working Papers 0 0 5 1,030 1 7 31 2,555


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 2 13 2 12 17 101
An anatomy of the market return 0 0 1 32 0 0 2 133
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 0 1 2 69
Density approximations for multivariate affine jump-diffusion processes 0 1 3 66 0 1 7 212
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 0 1 1 35
Flexing the default barrier 0 0 0 0 1 1 1 17
Generalized risk premia 0 0 1 34 1 1 4 138
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 1 147 0 1 3 414
Properties of foreign exchange risk premiums 0 0 4 92 0 1 11 296
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 0 0 0 107
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 1 5 1 1 3 22
The Skew Risk Premium in the Equity Index Market 0 0 1 52 0 0 6 176
The economic value of predicting bond risk premia 0 0 1 37 0 0 3 119
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 1 1 1 3 2 3 4 22
Total Journal Articles 1 2 16 524 7 23 64 1,861


Statistics updated 2025-03-03