| 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 |
1 |
3 |
3 |
1,299 |
| A Simple Continuous Measure of Credit Risk |
0 |
0 |
0 |
215 |
0 |
0 |
1 |
560 |
| Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling |
0 |
0 |
0 |
352 |
2 |
3 |
4 |
840 |
| Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market |
0 |
0 |
11 |
5,549 |
6 |
9 |
30 |
18,025 |
| Credit Risk in a Pandemic |
0 |
0 |
1 |
53 |
0 |
1 |
4 |
103 |
| Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges |
0 |
0 |
0 |
43 |
2 |
4 |
5 |
77 |
| Credit-Implied Forward Volatility and Volatility Expectations |
0 |
0 |
1 |
25 |
4 |
6 |
7 |
71 |
| Default Probabilities According to the Bond Market |
0 |
0 |
0 |
81 |
0 |
2 |
4 |
354 |
| Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis |
0 |
0 |
0 |
11 |
1 |
3 |
7 |
563 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
0 |
0 |
0 |
180 |
1 |
1 |
1 |
517 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
0 |
0 |
0 |
132 |
1 |
3 |
5 |
689 |
| Executive Compensation Based on Asset Values |
0 |
0 |
0 |
42 |
0 |
5 |
5 |
169 |
| Extreme Value Theory and Extremely Large Electricity Price Changes |
0 |
0 |
0 |
367 |
0 |
7 |
9 |
1,676 |
| Happiness and Gold Prices |
0 |
0 |
2 |
61 |
0 |
3 |
6 |
88 |
| Internet Searches, Household Sentiment and Credit Spreads |
0 |
0 |
0 |
32 |
2 |
4 |
7 |
73 |
| Is China an Optimum Currency Area? |
0 |
0 |
0 |
79 |
2 |
3 |
5 |
554 |
| Language, News and Volatility |
0 |
0 |
0 |
46 |
0 |
4 |
5 |
94 |
| Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory |
0 |
0 |
0 |
196 |
0 |
3 |
3 |
814 |
| Merton for Dummies: A Flexible Way of Modelling Default Risk |
0 |
4 |
11 |
7,589 |
3 |
10 |
31 |
18,042 |
| News Aggregators, Volatility and the Stock Market |
0 |
0 |
0 |
69 |
0 |
1 |
2 |
174 |
| 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 |
0 |
1 |
1 |
2,736 |
| Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market |
0 |
0 |
0 |
257 |
0 |
4 |
4 |
1,103 |
| Stock Prices and Stock Return Volatilities Implied by the Credit Market |
0 |
0 |
0 |
116 |
1 |
3 |
6 |
203 |
| Stock Return Expectations in the Credit Market |
0 |
0 |
0 |
42 |
1 |
4 |
4 |
69 |
| Structured Microfinance in China |
0 |
0 |
0 |
483 |
1 |
3 |
4 |
1,046 |
| The Age of Turbulence - Credit Derivatives Style |
0 |
0 |
0 |
113 |
1 |
2 |
2 |
220 |
| The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? |
0 |
0 |
0 |
172 |
1 |
2 |
3 |
1,762 |
| The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements |
0 |
0 |
1 |
42 |
1 |
3 |
5 |
85 |
| The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool |
0 |
0 |
0 |
255 |
0 |
4 |
6 |
1,824 |
| The Impact of Currency Movements on Asset Value Correlations |
0 |
0 |
0 |
22 |
1 |
6 |
10 |
125 |
| The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
0 |
0 |
0 |
229 |
2 |
6 |
8 |
752 |
| The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
0 |
0 |
0 |
123 |
0 |
4 |
4 |
687 |
| The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? |
0 |
0 |
0 |
502 |
4 |
6 |
10 |
1,955 |
| The Search for Chaos and Nonlinearities in Swedish Stock Index Returns |
0 |
0 |
0 |
246 |
1 |
3 |
3 |
553 |
| Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures |
0 |
0 |
0 |
47 |
2 |
5 |
12 |
697 |
| Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts |
0 |
0 |
0 |
70 |
2 |
4 |
5 |
1,395 |
| What Drives Bitcoin Volatility? |
0 |
0 |
0 |
99 |
1 |
3 |
10 |
258 |
| Total Working Papers |
0 |
4 |
27 |
18,614 |
44 |
138 |
241 |
60,252 |
LogEc is hosted by the
Örebro University School of Business.