| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Simple Continuous Measure of Credit Risk |
0 |
0 |
0 |
366 |
6 |
21 |
163 |
1,122 |
| A Simple Continuous Measure of Credit Risk |
0 |
5 |
30 |
165 |
5 |
23 |
91 |
406 |
| Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market |
16 |
58 |
389 |
4,009 |
69 |
229 |
1,557 |
13,460 |
| Default Probabilities According to the Bond Market |
0 |
0 |
0 |
76 |
3 |
4 |
21 |
260 |
| Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis |
0 |
0 |
0 |
11 |
5 |
11 |
55 |
434 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
1 |
4 |
24 |
139 |
4 |
16 |
54 |
398 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
0 |
0 |
0 |
132 |
4 |
5 |
42 |
551 |
| Extreme Value Theory and Extremely Large Electricity Price Changes |
0 |
0 |
0 |
367 |
5 |
18 |
95 |
1,456 |
| Is China an Optimum Currency Area? |
0 |
0 |
0 |
79 |
5 |
8 |
39 |
357 |
| Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory |
0 |
0 |
0 |
195 |
3 |
8 |
52 |
696 |
| Merton for Dummies: A Flexible Way of Modelling Default Risk |
76 |
226 |
638 |
1,566 |
184 |
483 |
1,280 |
2,858 |
| News Aggregators, Volatility and the Stock Market |
3 |
42 |
42 |
42 |
12 |
48 |
49 |
49 |
| Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998 |
0 |
0 |
0 |
308 |
17 |
53 |
215 |
2,274 |
| Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market |
0 |
1 |
5 |
237 |
1 |
7 |
27 |
1,013 |
| Structured Microfinance in China |
15 |
39 |
111 |
270 |
26 |
69 |
223 |
494 |
| The Age of Turbulence - Credit Derivatives Style |
1 |
12 |
76 |
76 |
6 |
20 |
115 |
116 |
| The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? |
0 |
1 |
6 |
154 |
1 |
4 |
79 |
1,610 |
| The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool |
0 |
0 |
0 |
255 |
6 |
23 |
71 |
1,620 |
| The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
3 |
5 |
22 |
183 |
6 |
27 |
75 |
456 |
| The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
0 |
0 |
0 |
123 |
3 |
6 |
50 |
578 |
| The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? |
0 |
0 |
0 |
501 |
22 |
43 |
218 |
1,438 |
| The Search for Chaos and Nonlinearities in Swedish Stock Index Returns |
3 |
4 |
9 |
229 |
3 |
4 |
17 |
492 |
| Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures |
0 |
0 |
0 |
47 |
3 |
13 |
67 |
569 |
| Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts |
0 |
0 |
0 |
70 |
1 |
9 |
63 |
1,298 |
| Total Working Papers |
118 |
397 |
1,352 |
9,600 |
400 |
1,152 |
4,718 |
34,005 |
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