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 1 1 1 82 2 5 5 46
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 4 7 10 70
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 2 3 8 77
Divergence and the Price of Uncertainty 0 0 0 20 5 8 8 58
Does it Pay to Be an Optimist? 0 1 2 13 2 5 8 56
Empirical asset pricing with nonlinear risk premia 0 0 0 21 2 5 5 106
Generalized Risk Premia 0 0 0 56 2 3 6 57
Low risk anomalies? 0 0 0 83 3 7 9 241
Modelling International Bond Markets with Affine Term Structure Models 0 0 2 422 3 4 6 1,067
Properties of Foreign Exchange Risk Premia 0 0 2 152 3 4 9 425
Properties of Foreign Exchange Risk Premiums 0 0 0 74 3 12 13 179
Properties of Foreign Exchange Risk Premiums 1 1 2 83 2 3 8 267
Total Working Papers 2 3 9 1,039 33 66 95 2,649


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Almost) Model‐Free Recovery 1 3 3 16 2 7 10 109
An anatomy of the market return 0 0 2 34 3 5 10 143
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 2 2 2 71
Density approximations for multivariate affine jump-diffusion processes 0 0 0 66 2 3 6 218
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 2 3 4 39
Flexing the default barrier 0 0 0 0 2 2 4 20
Generalized risk premia 0 0 0 34 8 9 12 149
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 0 147 1 5 8 422
Properties of foreign exchange risk premiums 0 0 0 92 1 1 5 301
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 4 4 5 112
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 1 2 7 1 2 5 26
The Skew Risk Premium in the Equity Index Market 0 1 1 53 2 7 16 192
The economic value of predicting bond risk premia 0 0 1 38 2 6 13 132
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 1 3 7 8 11 31
Total Journal Articles 1 5 10 533 39 64 111 1,965


Statistics updated 2026-02-12