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 1 82 2 4 9 50
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 3 5 14 75
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 3 8 15 85
Divergence and the Price of Uncertainty 0 0 0 20 1 7 15 65
Does it Pay to Be an Optimist? 0 0 1 13 1 1 8 57
Empirical asset pricing with nonlinear risk premia 0 0 0 21 2 3 8 109
Generalized Risk Premia 0 0 0 56 1 5 11 62
Low risk anomalies? 0 0 0 83 2 14 22 255
Modelling International Bond Markets with Affine Term Structure Models 0 1 2 423 3 7 12 1,074
Properties of Foreign Exchange Risk Premia 0 0 2 152 8 11 18 436
Properties of Foreign Exchange Risk Premiums 0 0 2 83 2 4 12 271
Properties of Foreign Exchange Risk Premiums 0 0 0 74 2 3 16 182
Total Working Papers 0 1 8 1,040 30 72 160 2,721


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 1 4 17 2 3 11 112
An anatomy of the market return 0 1 2 35 5 10 19 153
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 2 5 7 76
Density approximations for multivariate affine jump-diffusion processes 0 0 0 66 3 5 11 223
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 0 0 4 39
Flexing the default barrier 0 0 0 0 1 1 4 21
Generalized risk premia 0 0 0 34 0 0 11 149
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 0 147 4 7 13 429
Properties of foreign exchange risk premiums 0 0 0 92 1 2 7 303
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 2 3 7 115
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 2 7 1 3 7 29
The Skew Risk Premium in the Equity Index Market 0 2 3 55 2 8 23 200
The economic value of predicting bond risk premia 0 0 1 38 1 4 17 136
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 0 3 3 4 12 35
Total Journal Articles 0 4 12 537 27 55 153 2,020


Statistics updated 2026-05-06