| 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 |
215 |
0 |
1 |
1 |
560 |
| A Simple Continuous Measure of Credit Risk |
0 |
0 |
0 |
366 |
0 |
0 |
0 |
1,296 |
| Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling |
0 |
0 |
1 |
352 |
0 |
1 |
2 |
837 |
| Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market |
0 |
2 |
12 |
5,549 |
3 |
6 |
23 |
18,016 |
| Credit Risk in a Pandemic |
0 |
0 |
3 |
53 |
0 |
0 |
8 |
101 |
| Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
73 |
| Credit-Implied Forward Volatility and Volatility Expectations |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
65 |
| Default Probabilities According to the Bond Market |
0 |
0 |
0 |
81 |
0 |
1 |
2 |
351 |
| Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
560 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
0 |
0 |
0 |
132 |
0 |
1 |
2 |
686 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
0 |
0 |
0 |
180 |
0 |
0 |
0 |
516 |
| Executive Compensation Based on Asset Values |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
164 |
| Extreme Value Theory and Extremely Large Electricity Price Changes |
0 |
0 |
0 |
367 |
0 |
1 |
4 |
1,669 |
| Happiness and Gold Prices |
0 |
0 |
3 |
61 |
0 |
1 |
4 |
85 |
| Internet Searches, Household Sentiment and Credit Spreads |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
69 |
| Is China an Optimum Currency Area? |
0 |
0 |
0 |
79 |
1 |
1 |
2 |
550 |
| Language, News and Volatility |
0 |
0 |
1 |
46 |
0 |
0 |
1 |
89 |
| Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory |
0 |
0 |
0 |
196 |
0 |
0 |
0 |
811 |
| Merton for Dummies: A Flexible Way of Modelling Default Risk |
3 |
4 |
14 |
7,584 |
7 |
9 |
35 |
18,028 |
| News Aggregators, Volatility and the Stock Market |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
172 |
| 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 |
0 |
0 |
2,735 |
| Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market |
0 |
0 |
0 |
257 |
0 |
0 |
1 |
1,099 |
| Stock Prices and Stock Return Volatilities Implied by the Credit Market |
0 |
0 |
0 |
116 |
0 |
1 |
1 |
198 |
| Stock Return Expectations in the Credit Market |
0 |
0 |
2 |
42 |
0 |
0 |
2 |
65 |
| Structured Microfinance in China |
0 |
0 |
0 |
483 |
0 |
1 |
2 |
1,043 |
| The Age of Turbulence - Credit Derivatives Style |
0 |
0 |
0 |
113 |
0 |
0 |
0 |
218 |
| The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? |
0 |
0 |
0 |
172 |
1 |
1 |
2 |
1,760 |
| The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements |
0 |
0 |
1 |
42 |
1 |
1 |
3 |
82 |
| The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool |
0 |
0 |
0 |
255 |
0 |
1 |
4 |
1,820 |
| The Impact of Currency Movements on Asset Value Correlations |
0 |
0 |
0 |
22 |
2 |
2 |
4 |
119 |
| The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
0 |
0 |
0 |
229 |
0 |
1 |
2 |
746 |
| The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
683 |
| The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? |
0 |
0 |
0 |
502 |
0 |
0 |
6 |
1,949 |
| The Search for Chaos and Nonlinearities in Swedish Stock Index Returns |
0 |
0 |
0 |
246 |
0 |
0 |
0 |
550 |
| Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures |
0 |
0 |
0 |
47 |
0 |
2 |
6 |
691 |
| Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
1,391 |
| What Drives Bitcoin Volatility? |
0 |
0 |
1 |
99 |
0 |
3 |
8 |
254 |
| Total Working Papers |
3 |
6 |
39 |
18,609 |
15 |
38 |
137 |
60,101 |
LogEc is hosted by the
Örebro University School of Business.