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 82 0 0 9 50
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 1 1 15 76
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 0 1 16 86
Divergence and the Price of Uncertainty 0 0 0 20 0 0 15 65
Does it Pay to Be an Optimist? 0 0 1 13 0 0 8 57
Empirical asset pricing with nonlinear risk premia 0 0 0 21 0 0 8 109
Generalized Risk Premia 0 0 0 56 0 0 10 62
Low risk anomalies? 1 1 1 84 1 2 23 257
Modelling International Bond Markets with Affine Term Structure Models 0 0 1 423 0 0 11 1,074
Properties of Foreign Exchange Risk Premia 0 0 1 152 1 2 18 438
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 16 182
Properties of Foreign Exchange Risk Premiums 0 0 1 83 0 1 11 272
Total Working Papers 1 1 6 1,041 3 7 160 2,728


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 4 17 0 2 12 114
An anatomy of the market return 0 0 2 35 0 1 19 154
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 0 1 8 77
Density approximations for multivariate affine jump-diffusion processes 0 0 0 66 0 1 10 224
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 1 1 5 40
Flexing the default barrier 0 0 0 0 1 1 5 22
Generalized risk premia 0 0 0 34 0 0 9 149
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 0 147 1 3 16 432
Properties of foreign exchange risk premiums 0 0 0 92 1 3 8 306
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 1 1 8 116
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 1 7 1 1 6 30
The Skew Risk Premium in the Equity Index Market 1 1 4 56 4 17 39 217
The economic value of predicting bond risk premia 0 0 0 38 0 0 12 136
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 0 3 0 0 12 35
Total Journal Articles 1 1 11 538 10 32 169 2,052


Statistics updated 2026-08-07