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 1 1 10 51
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 0 0 13 76
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 1 1 23 2 4 16 90
Divergence and the Price of Uncertainty 0 0 0 20 2 2 17 67
Does it Pay to Be an Optimist? 0 0 1 13 1 2 8 59
Empirical asset pricing with nonlinear risk premia 0 0 0 21 1 2 10 111
Generalized Risk Premia 0 0 0 56 2 2 10 64
Low risk anomalies? 0 0 1 84 1 2 25 259
Modelling International Bond Markets with Affine Term Structure Models 0 0 1 423 4 6 17 1,080
Properties of Foreign Exchange Risk Premia 0 0 0 152 0 2 19 440
Properties of Foreign Exchange Risk Premiums 0 0 1 83 1 2 10 274
Properties of Foreign Exchange Risk Premiums 0 0 0 74 1 1 16 183
Total Working Papers 0 1 6 1,042 16 26 171 2,754


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 17 3 3 15 117
An anatomy of the market return 0 0 1 35 3 3 19 157
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 3 3 11 80
Density approximations for multivariate affine jump-diffusion processes 0 0 0 66 0 0 9 224
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 2 2 6 42
Flexing the default barrier 0 0 0 0 1 2 6 24
Generalized risk premia 0 0 0 34 1 2 11 151
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 1 1 1 148 4 5 20 437
Properties of foreign exchange risk premiums 1 1 1 93 2 4 10 310
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 2 2 10 118
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 1 2 8 1 2 8 32
The Skew Risk Premium in the Equity Index Market 0 1 5 57 6 10 42 227
The economic value of predicting bond risk premia 0 0 0 38 2 6 16 142
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 0 0 3 0 0 12 35
Total Journal Articles 2 4 14 542 30 44 195 2,096


Statistics updated 2026-11-12