Access Statistics for Paul Schneider

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An Anatomy of the Equity Premium	0	0	0	80	3	3	9	29
Density Approximations For Multivariate Affine Jump-Diffusion Processes	0	0	0	5	2	2	5	41
Density Approximations for Multivariate Affine Jump-Diffusion Processes	0	0	1	20	2	3	7	53
Divergence and the Price of Uncertainty	0	0	0	15	1	1	2	32
Does it Pay to Be an Optimist?	0	0	0	3	2	4	11	18
Empirical Asset Pricing with Nonlinear Risk Premia	0	0	0	32	0	1	3	59
Empirical asset pricing with nonlinear risk premia	0	0	0	20	2	2	2	92
Generalized Risk Premia	0	0	1	47	2	2	8	22
Low risk anomalies?	1	6	9	47	2	14	39	87
Modelling International Bond Markets with Affine Term Structure Models	2	2	3	414	3	3	9	1,035
Properties of Foreign Exchange Risk Premia	1	1	1	148	1	1	6	387
Properties of Foreign Exchange Risk Premiums	0	0	4	69	2	7	25	215
Properties of Foreign Exchange Risk Premiums	0	0	0	72	0	1	10	139
The Skew Risk Premium in the Equity Index Market	0	0	3	20	2	6	19	61
Total Working Papers	4	9	22	992	24	50	155	2,270

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
(Almost) Model‐Free Recovery	0	0	4	4	2	6	31	31
An anatomy of the market return	1	3	18	18	4	15	78	78
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions	0	0	1	9	0	0	3	59
Density approximations for multivariate affine jump-diffusion processes	1	3	6	50	3	5	15	172
Empirical Asset Pricing with Nonlinear Risk Premia	0	0	0	5	0	1	4	24
Flexing the default barrier	0	0	0	0	0	1	2	3
Generalized risk premia	0	1	3	27	1	3	14	100
Pricing options with Green's functions when volatility, interest rate and barriers depend on time	0	0	0	144	2	2	3	402
Properties of foreign exchange risk premiums	1	1	3	76	3	7	17	223
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk	0	0	2	24	1	4	11	71
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market	0	0	0	0	0	0	4	4
The Skew Risk Premium in the Equity Index Market	0	0	2	28	1	6	15	92
The economic value of predicting bond risk premia	0	0	4	14	1	1	11	60
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework	0	0	0	2	0	1	1	12
Total Journal Articles	3	8	43	401	18	52	209	1,331

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Statistics updated 2019-12-03