Finance Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies
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[50 most relevant papers]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2000 | 0 | 0.54 | 0 | 0 | 16 | 16 | 34 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2001 | 0.06 | 0.49 | 0.07 | 0.06 | 11 | 27 | 93 | 1 | 2 | 16 | 1 | 16 | 1 | 1 | 100 | 0 | 0.27 | |
| 2002 | 0.22 | 0.54 | 0.21 | 0.22 | 15 | 42 | 31 | 8 | 11 | 27 | 6 | 27 | 6 | 1 | 12.5 | 1 | 0.07 | 0.31 |
| 2003 | 0.19 | 0.53 | 0.16 | 0.19 | 19 | 61 | 35 | 10 | 21 | 26 | 5 | 42 | 8 | 3 | 30 | 1 | 0.05 | 0.3 |
| 2004 | 0.24 | 0.6 | 0.22 | 0.18 | 2 | 63 | 0 | 14 | 35 | 34 | 8 | 61 | 11 | 0 | 0 | 0.36 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Life Insurance Liabilities at Market Value.. (2001). JÃÆørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004. Full description at Econpapers || Download paper | 41 |
| 2 | 2001 | A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). JÃÆørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005. Full description at Econpapers || Download paper | 24 |
| 3 | 2000 | Uncovered Interest Parity and Policy Behavior New Evidence.. (2000). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2000_002. Full description at Econpapers || Download paper | 21 |
| 4 | 2003 | Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010. Full description at Econpapers || Download paper | 20 |
| 5 | 2001 | Cross-Currency LIBOR Market Models.. (2001). Mikkelsen, Peter. In: Finance Working Papers. RePEc:hhb:aarfin:2001_006. Full description at Econpapers || Download paper | 10 |
| 6 | 2002 | Revisiting the shape of the yield curve: the effect of interest rate volatility.. (2002). Christiansen, Charlotte ; Lund, Jesper . In: Finance Working Papers. RePEc:hhb:aarfin:2002_003. Full description at Econpapers || Download paper | 9 |
| 7 | 2001 | Bootstrap Inference in Semiparametric Generalized Additive Models.. (2001). Sperlich, Stefan ; Mammen, Enno ; HÃÆärdle, Wolfgang ; Hardle, Wolfgang ; Huet, Sylvie. In: Finance Working Papers. RePEc:hhb:aarfin:2001_003. Full description at Econpapers || Download paper | 8 |
| 8 | 2002 | Testing for Multiple Types of Marginal Investor in Ex-day Pricing. (2002). Bartholdy, Jan ; Briown, Kate. In: Finance Working Papers. RePEc:hhb:aarfin:2002_012. Full description at Econpapers || Download paper | 7 |
| 9 | 2002 | Regime Switching in the Yield Curve. (2002). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_013. Full description at Econpapers || Download paper | 6 |
| 10 | 2003 | Volatility-Spillover E ï¬â¬ects in European Bond Markets. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2003_008. Full description at Econpapers || Download paper | 6 |
| 11 | 2001 | Real Supply Shocks and the Money Growth-Inflation Relationship.. (2001). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2001_001. Full description at Econpapers || Download paper | 6 |
| 12 | 2002 | Efficient Control Variates for Monte-Carlo Valuation of American Options. (2002). Rasmussen, Nicki Sondergaard. In: Finance Working Papers. RePEc:hhb:aarfin:2002_017. Full description at Econpapers || Download paper | 5 |
| 13 | 2002 | Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. (2002). Jensen, Malene Shin ; Svenstrup, Mikkel. In: Finance Working Papers. RePEc:hhb:aarfin:2002_023. Full description at Econpapers || Download paper | 4 |
| 14 | 2000 | Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.. (2000). Mammen, Enno ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_010. Full description at Econpapers || Download paper | 4 |
| 15 | 2003 | Multivariate Term Structure Models with Level and Heteroskedasticity Effects. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_019. Full description at Econpapers || Download paper | 4 |
| 16 | 2003 | Evaluating Danish Mutual Fund Performance. (2003). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2003_004. Full description at Econpapers || Download paper | 3 |
| 17 | 2000 | Boundary and Bias Correction in Kernel Hazard Estimation. (2000). Nielsen, Jens Perch. In: Finance Working Papers. RePEc:hhb:aarfin:2000_007. Full description at Econpapers || Download paper | 3 |
| 18 | 2002 | The comovement of US and UK stock markets.. (2002). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_001. Full description at Econpapers || Download paper | 3 |
| 19 | 2001 | MCMC Based Estimation of Term Structure Models.. (2001). Mikkelsen, Peter. In: Finance Working Papers. RePEc:hhb:aarfin:2001_007. Full description at Econpapers || Download paper | 3 |
| 20 | 2000 | Credit Spreads and the Term Structure of Interest Rates.. (2000). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_014. Full description at Econpapers || Download paper | 2 |
| 21 | 2002 | Long-Run Forecasting in Multicointegrated Systems. (2002). Siliverstovs, Boriss ; Haldrup, Niels ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_014. Full description at Econpapers || Download paper | 2 |
| 22 | 2000 | Kernel Density Estimation of Actuarial Loss Functions.. (2000). Guillen, Montserrat ; Bolance, Catalina ; Nielsen, Jens Perch. In: Finance Working Papers. RePEc:hhb:aarfin:2000_004. Full description at Econpapers || Download paper | 2 |
| 23 | 2001 | Long Maturity Forward Rates.. (2001). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2001_012. Full description at Econpapers || Download paper | 2 |
| 24 | 2003 | The Educational Asset Market: A Finance Perspective on Human Capital Investment. (2003). Nielsen, Helena ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_009. Full description at Econpapers || Download paper | 2 |
| 25 | 2001 | Two-Dimensional Hazard Estimation for Longevity Analysis.. (2001). Guillen, Montserrat ; Nielsen, Jens Perch ; Fledelius, P. ; Vogelius, M.. In: Finance Working Papers. RePEc:hhb:aarfin:2001_010. Full description at Econpapers || Download paper | 1 |
| 26 | 2003 | Denmark - A chapter on the Danish Bond Market. (2003). Engsted, Tom ; Christiansen, Charlotte ; Jakobsen, Svend. In: Finance Working Papers. RePEc:hhb:aarfin:2003_003. Full description at Econpapers || Download paper | 1 |
| 27 | 2000 | Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.. (2000). Andersen, Allan Bodskov. In: Finance Working Papers. RePEc:hhb:aarfin:2000_013. Full description at Econpapers || Download paper | 1 |
| 28 | 2001 | A New Test for Speculative Bubbles Based on Return Variance Decompositions.. (2001). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2001_009. Full description at Econpapers || Download paper | 1 |
| 29 | 2001 | Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.. (2001). LINTON, OLIVER ; Nielsen, Jens Perch ; van de Geer, Sara . In: Finance Working Papers. RePEc:hhb:aarfin:2001_002. Full description at Econpapers || Download paper | 1 |
| 30 | 2000 | The Relation Between Asset Returns and Inflation at Short and Long Horizons.. (2000). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_009. Full description at Econpapers || Download paper | 1 |
| 31 | 2000 | Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.. (2000). Hansen, Charlotte ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_001. Full description at Econpapers || Download paper | 1 |
| 32 | 2002 | Prediction of Mortalities. A Comparative Danish Study.. (2002). Nielsen, Jens Perch ; Fledelius, P.. In: Finance Working Papers. RePEc:hhb:aarfin:2001_011. Full description at Econpapers || Download paper | 1 |
| 33 | 2000 | Measuring Noise in the Permanent Income Hypothesis. (2000). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_008. Full description at Econpapers || Download paper | 1 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Life Insurance Liabilities at Market Value.. (2001). JÃÆørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004. Full description at Econpapers || Download paper | 7 |
| 2 | 2003 | Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010. Full description at Econpapers || Download paper | 3 |
| Year | Title |
|---|