Hans Byström
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- 2023
-
Mark
Internet Searches, Household Sentiment and Credit Spreads
(
- Contribution to journal › Article
- 2021
-
Mark
Credit Risk in a Pandemic
(
- Contribution to journal › Article
-
Mark
Credit Risk in a Pandemic
2021) In Working Papers(
- Working paper/Preprint › Working paper
- 2020
-
Mark
Happiness and Gold Prices
(
- Contribution to journal › Article
-
Mark
Finance - Markets, Instruments & investments
2020)(
- Book/Report › Book
-
Mark
Happiness and Gold Prices
2020) In Working Papers(
- Working paper/Preprint › Working paper
- 2019
-
Mark
Internet Searches, Household Sentiment and Credit Spreads
2019) In Working Papers(
- Working paper/Preprint › Working paper
-
Mark
Blockchains, Real-time Accounting, and the Future of Credit Risk Modeling
(
- Contribution to journal › Article
- 2018
-
Mark
What Drives Bitcoin Volatility?
2018) In Working Papers(
- Working paper/Preprint › Working paper
-
Mark
Stock return expectations in the credit market
(
- Contribution to journal › Article
-
Mark
Structured microfinance in China
2018) p.225-240(
- Chapter in Book/Report/Conference proceeding › Book chapter
- 2017
-
Mark
The currency composition of firms' balance sheets, asset value correlations, and capital requirements
(
- Contribution to journal › Article
- 2016
-
Mark
Credit-implied forward volatility and volatility expectations
(
- Contribution to journal › Article
-
Mark
Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling
2016) In Working Papers(
- Working paper/Preprint › Working paper
-
Mark
The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements
2016) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Language, news and volatility
(
- Contribution to journal › Article
-
Mark
Stock Return Expectations in the Credit Market
(
- Working paper/Preprint › Working paper
-
Mark
Stock Prices and Stock Return Volatilities Implied by the Credit Market
(
- Contribution to journal › Article
- 2015
-
Mark
Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
(
- Contribution to journal › Article
-
Mark
Credit-Implied Forward Volatility and Volatility Expectations
2015) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
- 2014
-
Mark
The Impact of Currency Movements on Asset Value Correlations
(
- Contribution to journal › Article
-
Mark
Finance - Markets, Instruments & Investments -- 3rd Edition
2014)(
- Book/Report › Book
-
Mark
Language, News and Volatility
2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
- 2013
-
Mark
Asset Value Correlation Bounds for Firms with Foreign Exchange Exposure
(
- Contribution to journal › Article
-
Mark
Extreme Risks During the U. S. Financial Crisis: An Empirical Study of the Credit Default Swap Market
(
- Contribution to journal › Article
- 2012
-
Mark
Executive compensation based on asset values
(
- Contribution to journal › Article
- 2011
-
Mark
Does the Chinese stock market react to global news?
(
- Contribution to journal › Article
-
Mark
An index to evaluate fund and fund manager performance
(
- Contribution to journal › Article
-
Mark
An alternative way of estimating asset values and asset value correlations
(
- Contribution to journal › Article
- 2010
-
Mark
Margin Setting in Credit Derivatives Clearing Houses
(
- Contribution to journal › Article
- 2009
-
Mark
News Aggregators, Volatility and the Stock Market
(
- Contribution to journal › Article
- 2008
-
Mark
The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?
(
- Contribution to journal › Article
-
Mark
Credit Default Swaps and Equity Prices: The iTraxx CDS Index Market
2008) 6.(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
Finance - Markets, Instruments & Investments: Questions with Answers
2008)(
- Book/Report › Book
-
Mark
The Age of Turbulence - Credit Derivatives Style
2008)(
- Working paper/Preprint › Working paper
-
Mark
Credit Risk Management in Greater China
(
- Contribution to journal › Article
- 2007
-
Mark
Back to the future: Futures margins in a future credit default swap index futures market
(
- Contribution to journal › Article
-
Mark
Structured Microfinance in China
2007) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Finance - Markets, Instruments & Investments
2007)(
- Book/Report › Book
-
Mark
Instantaneous Credit Risk Correlation
(
- Contribution to journal › Article
-
Mark
How Profitable is Really Capital Structure Arbitrage?
2007)(
- Working paper/Preprint › Working paper
-
Mark
Structured Microfinance
(
- Contribution to journal › Article
-
Mark
A Simple Continuous Measure of Credit Risk
(
- Contribution to journal › Article
- 2006
-
Mark
Hedging Market Wide Credit Risk Using CDS indexes: The Case of Japan
2006)(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
CreditGrades and the iTraxx CDS index market
(
- Contribution to journal › Article
-
Mark
The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Cross-Sectional Correlation: New Evidence on Changing Correlations and Correlation Breakdown in Equity Markets
(
- Contribution to journal › Article
-
Mark
Merton Unraveled: A Flexible Way of Modelling Default Risk
(
- Contribution to journal › Article
-
Mark
Merton Unraveled: A Flexible Way of Modelling Default (abridged version)
(
- Contribution to journal › Article
-
Mark
Using Extreme Value Theory to Estimate the Likelihood of Banking Sector Failure
(
- Contribution to journal › Article