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2023
Mark Internet Searches, Household Sentiment and Credit Spreads
Byström, Hans ^LU (2023) In Journal of Fixed Income 32(3). p.6-19
- Contribution to journal › Article
2021
Mark Credit Risk in a Pandemic
Byström, Hans ^LU (2021) In Journal of Fixed Income 31(2). p.48-67
- Contribution to journal › Article
2016
Mark Stock Prices and Stock Return Volatilities Implied by the Credit Market
Byström, Hans ^LU (2016) In Journal of Fixed Income 25(4). p.32-54
- Contribution to journal › Article
2013
Mark Asset Value Correlation Bounds for Firms with Foreign Exchange Exposure
Byström, Hans ^LU (2013) In Journal of Fixed Income 22(4). p.75-89
- Contribution to journal › Article
2011
Mark An alternative way of estimating asset values and asset value correlations
Byström, Hans ^LU (2011) In Journal of Fixed Income 21(2). p.30-38
- Contribution to journal › Article
2010
Mark Margin Setting in Credit Derivatives Clearing Houses
Byström, Hans ^LU (2010) In Journal of Fixed Income 19(4). p.37-43
- Contribution to journal › Article
2008
Mark An Empirical Analysis of Factors Driving the Swap Spread
Asgharian, Hossein ^LU and Carlsson, Sonnie ^LU (2008) In Journal of Fixed Income 18. p.41-56
- Contribution to journal › Article
2007
Mark Instantaneous Credit Risk Correlation
Byström, Hans ^LU (2007) In Journal of Fixed Income 17(2). p.5-12
- Contribution to journal › Article
2005
Mark Using Credit Derivatives to Compute Market Wide Default Probability Term Structures
Byström, Hans ^LU (2005) In Journal of Fixed Income 15(December). p.34-41
- Contribution to journal › Article