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 0 1 2 1,284
A Simple Continuous Measure of Credit Risk 0 0 0 212 0 0 1 543
Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling 1 8 58 286 5 26 155 581
Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market 8 16 100 5,345 21 53 301 17,357
Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges 0 0 0 42 0 0 1 54
Credit-Implied Forward Volatility and Volatility Expectations 0 0 0 18 0 0 5 44
Default Probabilities According to the Bond Market 0 0 0 81 0 1 6 326
Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis 0 0 0 11 0 2 4 533
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis 0 0 0 132 0 1 2 666
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis 1 1 2 179 1 2 4 508
Executive Compensation Based on Asset Values 0 0 0 42 0 0 4 131
Extreme Value Theory and Extremely Large Electricity Price Changes 0 0 0 367 3 6 13 1,630
Is China an Optimum Currency Area? 0 0 0 79 0 1 8 538
Language, News and Volatility 0 0 0 38 0 2 8 71
Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory 0 0 0 196 0 0 6 801
Merton for Dummies: A Flexible Way of Modelling Default Risk 2 23 145 7,247 14 59 357 17,195
News Aggregators, Volatility and the Stock Market 1 1 1 68 1 2 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 7 2,696
Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market 0 0 0 255 0 0 0 1,085
Stock Prices and Stock Return Volatilities Implied by the Credit Market 0 0 0 116 0 4 9 164
Stock Return Expectations in the Credit Market 0 0 4 31 1 1 9 42
Structured Microfinance in China 0 0 0 475 0 0 4 1,013
The Age of Turbulence - Credit Derivatives Style 0 0 0 113 0 4 5 207
The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? 0 0 0 164 0 0 4 1,695
The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements 0 1 3 38 1 3 9 62
The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool 0 0 0 255 1 2 10 1,766
The Impact of Currency Movements on Asset Value Correlations 0 0 1 19 3 3 6 94
The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons 0 2 3 225 0 6 19 662
The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons 0 0 0 123 0 2 3 661
The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? 0 0 0 502 1 3 32 1,849
The Search for Chaos and Nonlinearities in Swedish Stock Index Returns 0 0 2 245 0 0 4 544
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures 0 0 0 47 1 2 4 666
Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts 0 0 0 70 0 1 3 1,386
What Drives Bitcoin Volatility? 2 8 55 55 6 16 61 61
Total Working Papers 15 60 374 17,750 59 206 1,069 57,080


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 0 1 51 0 1 2 110
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 0 0 0 11
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 5 6
Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges 0 0 0 3 0 0 0 15
Default risk, systematic risk and Thai firms before, during and after the Asian crisis 0 0 0 60 1 1 3 136
Does the Chinese stock market react to global news? 0 0 3 3 0 0 3 5
Executive compensation based on asset values 0 0 1 32 0 0 3 90
Extreme value theory and extremely large electricity price changes 1 3 6 118 1 5 16 254
Is China an optimum currency area? 0 0 4 64 0 0 12 153
Language, news and volatility 0 0 2 12 1 2 9 40
Managing extreme risks in tranquil and volatile markets using conditional extreme value theory 0 0 2 73 0 1 7 214
News aggregators, volatility and the stock market 0 0 2 44 1 3 14 354
Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998 0 0 0 258 1 1 1 727
Stock return expectations in the credit market 0 0 9 12 1 5 30 37
The Microfinance Collateralized Debt Obligation: A Modern Robin Hood? 0 0 8 246 1 6 22 620
The currency composition of firms' balance sheets, asset value correlations, and capital requirements 0 0 1 3 1 2 6 26
The hedging performance of electricity futures on the Nordic power exchange 0 0 1 300 0 0 4 717
The impact of currency movements on asset value correlations 0 0 0 11 1 1 1 40
The market's view on the probability of banking sector failure: cross-country comparisons 0 0 1 27 0 1 4 123
Using extreme value theory to estimate the likelihood of banking sector failure 0 0 1 137 0 1 2 377
Using simulated currency rainbow options to evaluate covariance matrix forecasts 0 1 1 35 0 1 4 145
Total Journal Articles 1 4 43 1,506 9 32 150 4,281


Statistics updated 2019-09-09