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 81 0 0 0 41
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 1 2 4 63
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 3 4 6 74
Divergence and the Price of Uncertainty 0 0 0 20 0 0 0 50
Does it Pay to Be an Optimist? 0 0 1 12 0 2 3 51
Empirical asset pricing with nonlinear risk premia 0 0 0 21 0 0 0 101
Generalized Risk Premia 0 0 0 56 1 2 4 54
Low risk anomalies? 0 0 0 83 0 0 6 234
Modelling International Bond Markets with Affine Term Structure Models 0 0 2 422 0 0 2 1,063
Properties of Foreign Exchange Risk Premia 0 1 2 152 0 1 5 421
Properties of Foreign Exchange Risk Premiums 0 0 0 74 1 1 2 167
Properties of Foreign Exchange Risk Premiums 0 0 1 82 3 3 5 264
Total Working Papers 0 1 6 1,036 9 15 37 2,583


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 0 13 0 0 13 102
An anatomy of the market return 1 1 2 34 2 3 5 138
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 0 0 1 69
Density approximations for multivariate affine jump-diffusion processes 0 0 1 66 0 1 4 215
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 1 1 2 36
Flexing the default barrier 0 0 0 0 1 1 2 18
Generalized risk premia 0 0 0 34 0 0 3 140
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 0 147 1 1 4 417
Properties of foreign exchange risk premiums 0 0 0 92 1 2 5 300
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 0 0 1 108
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 2 6 0 0 4 24
The Skew Risk Premium in the Equity Index Market 0 0 0 52 4 7 9 185
The economic value of predicting bond risk premia 0 0 1 38 0 2 7 126
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 1 3 0 0 4 23
Total Journal Articles 1 1 7 528 10 18 64 1,901


Statistics updated 2025-11-08