Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
(2003) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387008
- author
- Byström, Hans LU
- organization
- publishing date
- 2003
- 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}}, }