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 2 3 6 65
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 1 5 7 75
Divergence and the Price of Uncertainty 0 0 0 20 1 1 1 51
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 1 1 1 102
Generalized Risk Premia 0 0 0 56 1 2 5 55
Low risk anomalies? 0 0 0 83 3 3 7 237
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 0 2 152 0 0 5 421
Properties of Foreign Exchange Risk Premiums 0 0 0 74 4 5 6 171
Properties of Foreign Exchange Risk Premiums 0 0 1 82 1 4 6 265
Total Working Papers 0 0 6 1,036 14 26 49 2,597


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 1 1 14 1 1 14 103
An anatomy of the market return 0 1 2 34 1 3 6 139
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 0 4 215
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 1 2 3 37
Flexing the default barrier 0 0 0 0 0 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 2 3 6 419
Properties of foreign exchange risk premiums 0 0 0 92 0 1 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 1 6 0 0 3 24
The Skew Risk Premium in the Equity Index Market 1 1 1 53 4 8 13 189
The economic value of predicting bond risk premia 0 0 1 38 2 4 9 128
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 1 3 0 0 4 23
Total Journal Articles 2 3 8 530 11 23 74 1,912


Statistics updated 2025-12-06