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 0 1 14 76
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 1 2 17 87
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 1 1 9 58
Empirical asset pricing with nonlinear risk premia 0 0 0 21 1 1 9 110
Generalized Risk Premia 0 0 0 56 0 0 9 62
Low risk anomalies? 0 1 1 84 1 3 24 258
Modelling International Bond Markets with Affine Term Structure Models 0 0 1 423 1 1 12 1,075
Properties of Foreign Exchange Risk Premia 0 0 0 152 2 4 19 440
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 16 182
Properties of Foreign Exchange Risk Premiums 0 0 1 83 1 2 12 273
Total Working Papers 0 1 5 1,041 8 15 165 2,736


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 1 12 114
An anatomy of the market return 0 0 2 35 0 1 18 154
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 0 9 224
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 0 1 5 40
Flexing the default barrier 0 0 0 0 0 1 5 22
Generalized risk premia 0 0 0 34 1 1 10 150
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 0 147 1 3 17 433
Properties of foreign exchange risk premiums 0 0 0 92 2 3 9 308
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 0 1 8 116
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 1 7 0 1 6 30
The Skew Risk Premium in the Equity Index Market 0 1 4 56 1 8 37 218
The economic value of predicting bond risk premia 0 0 0 38 1 1 13 137
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 0 3 0 0 12 35
Total Journal Articles 0 1 11 538 6 23 169 2,058


Statistics updated 2026-09-10