Access Statistics for Steffen Sorensen

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 Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 0 0 3 1,026
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 0 0 0 608
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves 0 1 2 151 0 1 3 348
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 2 686 0 1 3 1,805
Macroeconomic Sources of Equity Risk 0 0 0 601 0 0 1 2,251
Measuring monetary policy expectations from financial market instruments 0 0 1 96 0 0 5 277
Stress tests of UK banks using a VAR approach 0 1 1 959 0 2 8 2,036
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 1 1 2 486
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 1 1 133 1 3 4 392
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 0 1 1 550
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 0 0 2 371
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 0 0 0 220
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 0 1 4 2,492
Total Working Papers 0 4 7 4,336 2 10 36 12,862

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 0 2 55
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves 1 1 3 233 1 1 6 552
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 0 1 3 164
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 3 9 316 1 6 23 769
Total Journal Articles 2 4 12 615 2 8 34 1,540

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Statistics updated 2025-03-03