| 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 |
1 |
2 |
3 |
562 |
| A Simple Continuous Measure of Credit Risk |
0 |
0 |
0 |
366 |
1 |
3 |
5 |
1,301 |
| Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling |
0 |
0 |
0 |
352 |
0 |
8 |
10 |
846 |
| Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market |
0 |
0 |
10 |
5,549 |
3 |
12 |
34 |
18,031 |
| Credit Risk in a Pandemic |
1 |
1 |
1 |
54 |
5 |
12 |
15 |
115 |
| Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges |
0 |
0 |
0 |
43 |
0 |
4 |
6 |
79 |
| Credit-Implied Forward Volatility and Volatility Expectations |
0 |
0 |
0 |
25 |
1 |
8 |
10 |
75 |
| Default Probabilities According to the Bond Market |
0 |
0 |
0 |
81 |
1 |
4 |
8 |
358 |
| Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis |
0 |
0 |
0 |
11 |
2 |
4 |
8 |
566 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
0 |
0 |
0 |
132 |
0 |
5 |
9 |
693 |
| Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis |
0 |
0 |
0 |
180 |
1 |
6 |
6 |
522 |
| Executive Compensation Based on Asset Values |
0 |
0 |
0 |
42 |
1 |
8 |
13 |
177 |
| Extreme Value Theory and Extremely Large Electricity Price Changes |
0 |
0 |
0 |
367 |
2 |
9 |
18 |
1,685 |
| Happiness and Gold Prices |
1 |
1 |
2 |
62 |
2 |
6 |
11 |
94 |
| Internet Searches, Household Sentiment and Credit Spreads |
0 |
0 |
0 |
32 |
3 |
7 |
11 |
78 |
| Is China an Optimum Currency Area? |
0 |
0 |
0 |
79 |
3 |
8 |
11 |
560 |
| Language, News and Volatility |
0 |
0 |
0 |
46 |
3 |
6 |
11 |
100 |
| Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory |
0 |
0 |
0 |
196 |
0 |
1 |
4 |
815 |
| Merton for Dummies: A Flexible Way of Modelling Default Risk |
1 |
3 |
12 |
7,592 |
2 |
9 |
32 |
18,048 |
| News Aggregators, Volatility and the Stock Market |
0 |
0 |
0 |
69 |
3 |
4 |
6 |
178 |
| 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 |
2 |
3 |
2,738 |
| Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market |
0 |
0 |
0 |
257 |
0 |
1 |
5 |
1,104 |
| Stock Prices and Stock Return Volatilities Implied by the Credit Market |
0 |
0 |
0 |
116 |
2 |
4 |
9 |
206 |
| Stock Return Expectations in the Credit Market |
0 |
0 |
0 |
42 |
0 |
3 |
6 |
71 |
| Structured Microfinance in China |
0 |
0 |
0 |
483 |
1 |
5 |
8 |
1,050 |
| The Age of Turbulence - Credit Derivatives Style |
0 |
0 |
0 |
113 |
3 |
7 |
8 |
226 |
| The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? |
0 |
0 |
0 |
172 |
0 |
4 |
6 |
1,765 |
| The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements |
0 |
0 |
1 |
42 |
0 |
5 |
9 |
89 |
| The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool |
0 |
0 |
0 |
255 |
0 |
3 |
8 |
1,827 |
| The Impact of Currency Movements on Asset Value Correlations |
0 |
0 |
0 |
22 |
1 |
4 |
11 |
128 |
| The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
0 |
0 |
0 |
229 |
0 |
8 |
13 |
758 |
| The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons |
0 |
0 |
0 |
123 |
1 |
2 |
6 |
689 |
| The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? |
0 |
0 |
0 |
502 |
1 |
7 |
13 |
1,958 |
| The Search for Chaos and Nonlinearities in Swedish Stock Index Returns |
0 |
0 |
0 |
246 |
2 |
3 |
5 |
555 |
| Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures |
0 |
0 |
0 |
47 |
1 |
6 |
14 |
701 |
| Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts |
0 |
0 |
0 |
70 |
1 |
7 |
10 |
1,400 |
| What Drives Bitcoin Volatility? |
0 |
0 |
0 |
99 |
0 |
3 |
11 |
260 |
| Total Working Papers |
3 |
5 |
26 |
18,619 |
47 |
200 |
376 |
60,408 |
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