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 1 2 41
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 0 0 2 59
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 1 22 0 0 1 66
Divergence and the Price of Uncertainty 0 0 0 20 0 0 2 49
Does it Pay to Be an Optimist? 0 1 1 11 0 3 5 48
Empirical asset pricing with nonlinear risk premia 0 0 0 21 0 0 1 101
Generalized Risk Premia 0 0 2 56 0 0 4 50
Low risk anomalies? 0 0 1 83 0 0 3 227
Modelling International Bond Markets with Affine Term Structure Models 0 0 0 419 0 1 2 1,060
Properties of Foreign Exchange Risk Premia 0 0 0 150 0 0 1 415
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 5 164
Properties of Foreign Exchange Risk Premiums 0 0 0 80 0 1 2 257
Total Working Papers 0 1 6 1,028 0 6 30 2,537


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 1 3 13 0 1 8 89
An anatomy of the market return 0 0 2 32 0 0 5 133
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 1 1 1 68
Density approximations for multivariate affine jump-diffusion processes 0 1 4 64 0 2 9 210
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 0 0 1 34
Flexing the default barrier 0 0 0 0 0 0 0 16
Generalized risk premia 1 1 1 34 1 2 3 136
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 0 146 0 0 1 412
Properties of foreign exchange risk premiums 0 1 5 91 0 4 13 293
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 0 0 1 107
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 2 4 0 0 2 19
The Skew Risk Premium in the Equity Index Market 0 1 8 52 0 1 18 176
The economic value of predicting bond risk premia 0 0 0 36 0 0 2 117
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 0 2 0 0 0 18
Total Journal Articles 1 5 25 517 2 11 64 1,828


Statistics updated 2024-09-04