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 0 80 1 1 5 34
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 2 3 9 0 2 6 48
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 20 0 1 2 55
Divergence and the Price of Uncertainty 0 1 4 19 2 3 11 43
Does it Pay to Be an Optimist? 0 1 2 5 0 3 10 28
Empirical asset pricing with nonlinear risk premia 0 0 0 20 0 1 4 97
Generalized Risk Premia 0 1 2 49 1 4 11 34
Low risk anomalies? 3 4 25 74 9 20 73 164
Modelling International Bond Markets with Affine Term Structure Models 0 1 3 417 0 3 13 1,049
Properties of Foreign Exchange Risk Premia 0 0 2 150 1 1 8 395
Properties of Foreign Exchange Risk Premiums 0 0 1 73 1 2 10 150
Properties of Foreign Exchange Risk Premiums 0 0 6 76 2 3 20 237
Total Working Papers 3 10 48 992 17 44 173 2,334


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 1 5 2 6 22 55
An anatomy of the market return 3 3 5 24 4 5 21 102
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 9 0 1 3 62
Density approximations for multivariate affine jump-diffusion processes 0 2 3 53 0 4 6 178
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 5 1 2 6 30
Flexing the default barrier 0 0 0 0 0 0 3 6
Generalized risk premia 0 2 3 31 1 3 11 114
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 2 146 0 0 4 406
Properties of foreign exchange risk premiums 0 0 2 78 1 2 20 246
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 2 26 0 1 5 77
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 1 1 1 1 4 9
The Skew Risk Premium in the Equity Index Market 0 0 3 31 1 2 18 111
The economic value of predicting bond risk premia 0 0 5 19 0 4 18 78
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 0 2 0 0 2 14
Total Journal Articles 3 8 27 430 11 31 143 1,488


Statistics updated 2021-01-03