Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis

Byström, Hans LU (2003) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working paper/Preprint
publication status
published
subject
keywords
banking crisis, default, credit risk, extreme value theory
in
Working Papers. Department of Economics, Lund University
issue
1
publisher
Department of Economics, Lund University
language
English
LU publication?
yes
id
82bf8bfc-edc6-4afe-b6c6-81433feb9dca (old id 1387008)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2003_001.htm
date added to LUP
2016-04-04 12:16:35
date last changed
2018-11-21 21:10:01
@misc{82bf8bfc-edc6-4afe-b6c6-81433feb9dca,
  author       = {{Byström, Hans}},
  keywords     = {{banking crisis; default; credit risk; extreme value theory}},
  language     = {{eng}},
  note         = {{Working Paper}},
  number       = {{1}},
  publisher    = {{Department of Economics, Lund University}},
  series       = {{Working Papers. Department of Economics, Lund University}},
  title        = {{Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis}},
  url          = {{http://swopec.hhs.se/lunewp/abs/lunewp2003_001.htm}},
  year         = {{2003}},
}