Access Statistics for Hans Byström

Author contact details at EconPapers.

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 2 6 8 1,290
A Simple Continuous Measure of Credit Risk 1 1 1 213 3 8 9 551
Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling 2 10 48 296 7 25 130 610
Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market 6 20 84 5,367 17 68 265 17,432
Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges 0 0 0 42 2 6 6 60
Credit-Implied Forward Volatility and Volatility Expectations 1 1 1 19 1 5 6 49
Default Probabilities According to the Bond Market 0 0 0 81 1 1 4 327
Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis 0 0 0 11 0 4 8 537
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis 0 0 0 132 0 1 2 667
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis 0 0 2 179 0 1 5 509
Executive Compensation Based on Asset Values 0 0 0 42 0 1 3 132
Extreme Value Theory and Extremely Large Electricity Price Changes 0 0 0 367 0 1 15 1,633
Internet Searches, Household Sentiment and Credit Spreads 3 5 5 5 4 7 7 7
Is China an Optimum Currency Area? 0 0 0 79 0 0 6 538
Language, News and Volatility 1 2 2 40 1 2 10 75
Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory 0 0 0 196 0 0 3 801
Merton for Dummies: A Flexible Way of Modelling Default Risk 13 35 129 7,288 31 72 318 17,280
News Aggregators, Volatility and the Stock Market 0 0 1 68 0 0 3 165
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 3 10 2,699
Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market 0 0 0 255 1 2 2 1,087
Stock Prices and Stock Return Volatilities Implied by the Credit Market 0 0 0 116 3 8 17 173
Stock Return Expectations in the Credit Market 1 2 3 33 1 6 11 49
Structured Microfinance in China 0 1 2 477 0 3 6 1,017
The Age of Turbulence - Credit Derivatives Style 0 0 0 113 0 0 4 207
The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? 0 1 1 165 2 7 9 1,702
The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements 0 0 2 38 1 4 10 67
The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool 0 0 0 255 0 2 9 1,769
The Impact of Currency Movements on Asset Value Correlations 0 0 1 19 2 4 9 98
The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons 0 0 3 225 3 11 29 677
The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons 0 0 0 123 1 6 10 669
The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? 0 0 0 502 1 5 24 1,855
The Search for Chaos and Nonlinearities in Swedish Stock Index Returns 1 1 1 246 1 1 2 545
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures 0 0 0 47 1 2 6 668
Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts 0 0 0 70 0 0 4 1,387
What Drives Bitcoin Volatility? 1 6 33 62 6 17 67 86
Total Working Papers 30 85 319 17,845 92 289 1,037 57,418


Journal Article 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 1 2 52 2 6 8 116
An index to evaluate fund and fund manager performance 0 0 0 13 0 0 0 69
Back to the future: Futures margins in a future credit default swap index futures market 0 0 0 3 1 1 1 12
Credit risk management in Greater China 0 0 0 1 0 0 2 12
Credit-implied forward volatility and volatility expectations 0 0 0 0 0 1 3 7
Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges 0 0 0 3 0 3 3 18
Default risk, systematic risk and Thai firms before, during and after the Asian crisis 0 0 0 60 1 4 6 141
Does the Chinese stock market react to global news? 0 1 3 4 0 1 3 6
Executive compensation based on asset values 0 0 0 32 0 0 3 91
Extreme value theory and extremely large electricity price changes 0 0 4 118 1 4 17 260
Is China an optimum currency area? 0 1 2 65 0 2 6 155
Language, news and volatility 0 0 1 12 0 0 9 45
Managing extreme risks in tranquil and volatile markets using conditional extreme value theory 1 1 2 74 2 4 9 219
News aggregators, volatility and the stock market 0 1 4 46 0 1 13 356
Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998 0 0 1 259 0 3 5 731
Stock return expectations in the credit market 0 0 4 12 1 6 24 44
The Microfinance Collateralized Debt Obligation: A Modern Robin Hood? 0 0 7 246 1 3 20 623
The currency composition of firms' balance sheets, asset value correlations, and capital requirements 0 0 1 3 4 6 11 32
The hedging performance of electricity futures on the Nordic power exchange 1 3 3 303 2 4 6 721
The impact of currency movements on asset value correlations 0 0 0 11 1 3 5 44
The market's view on the probability of banking sector failure: cross-country comparisons 0 0 1 27 0 2 5 125
Using extreme value theory to estimate the likelihood of banking sector failure 0 0 0 137 0 3 4 380
Using simulated currency rainbow options to evaluate covariance matrix forecasts 0 0 1 35 0 0 3 145
Total Journal Articles 2 8 36 1,516 16 57 166 4,352


Statistics updated 2020-01-03