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 1 41
Density Approximations For Multivariate Affine Jump-Diffusion Processes 0 0 0 11 0 1 3 61
Density Approximations for Multivariate Affine Jump-Diffusion Processes 0 0 0 22 1 1 4 70
Divergence and the Price of Uncertainty 0 0 0 20 0 0 1 50
Does it Pay to Be an Optimist? 1 1 2 12 1 1 4 49
Empirical asset pricing with nonlinear risk premia 0 0 0 21 0 0 0 101
Generalized Risk Premia 0 0 0 56 0 0 1 51
Low risk anomalies? 0 0 0 83 0 1 7 233
Modelling International Bond Markets with Affine Term Structure Models 1 1 2 421 1 1 3 1,062
Properties of Foreign Exchange Risk Premia 0 0 0 150 1 2 3 418
Properties of Foreign Exchange Risk Premiums 0 0 1 81 0 0 3 259
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 3 166
Total Working Papers 2 2 5 1,032 4 7 33 2,561


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 1 13 0 2 14 101
An anatomy of the market return 1 1 1 33 1 1 1 134
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions 0 0 0 10 0 0 2 69
Density approximations for multivariate affine jump-diffusion processes 0 0 3 66 0 0 6 212
Empirical Asset Pricing with Nonlinear Risk Premia 0 0 0 6 0 0 1 35
Flexing the default barrier 0 0 0 0 0 1 1 17
Generalized risk premia 0 0 1 34 0 1 4 138
Pricing options with Green's functions when volatility, interest rate and barriers depend on time 0 0 1 147 0 2 5 416
Properties of foreign exchange risk premiums 0 0 3 92 0 0 8 296
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk 0 0 0 27 1 1 1 108
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market 0 0 1 5 0 1 3 22
The Skew Risk Premium in the Equity Index Market 0 0 1 52 1 1 3 177
The economic value of predicting bond risk premia 0 0 1 37 0 0 2 119
Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework 0 1 1 3 0 3 5 23
Total Journal Articles 1 2 14 525 3 13 56 1,867


Statistics updated 2025-05-12