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 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
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


Statistics updated 2019-12-03