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 2 9 50
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 0 3 14 75
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 1 4 16 86
Divergence and the Price of Uncertainty 0 0 0 20 0 1 15 65
Does it Pay to Be an Optimist? 0 0 1 13 0 1 8 57
Empirical asset pricing with nonlinear risk premia 0 0 0 21 0 2 8 109
Generalized Risk Premia 0 0 0 56 0 1 11 62
Low risk anomalies? 0 0 0 83 1 3 22 256
Modelling International Bond Markets with Affine Term Structure Models 0 0 2 423 0 3 12 1,074
Properties of Foreign Exchange Risk Premia 0 0 1 152 1 9 17 437
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 2 16 182
Properties of Foreign Exchange Risk Premiums 0 0 2 83 1 3 12 272
Total Working Papers 0 0 7 1,040 4 34 160 2,725


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 1 4 13 114
An anatomy of the market return 0 0 2 35 1 6 19 154
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 1 3 8 77
Density approximations for multivariate affine jump-diffusion processes 0 0 0 66 0 4 12 224
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 0 0 4 39
Flexing the default barrier 0 0 0 0 0 1 4 21
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 6 15 431
Properties of foreign exchange risk premiums 0 0 0 92 0 3 9 305
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 0 2 7 115
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 2 7 0 1 6 29
The Skew Risk Premium in the Equity Index Market 0 0 3 55 3 15 36 213
The economic value of predicting bond risk premia 0 0 1 38 0 1 13 136
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 0 3 0 3 12 35
Total Journal Articles 0 0 12 537 7 49 167 2,042


Statistics updated 2026-07-10