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 3 5 9 1,305
A Simple Continuous Measure of Credit Risk 0 0 0 215 1 2 4 563
Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling 0 0 0 352 6 6 16 852
Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market 0 0 5 5,549 4 9 33 18,037
Credit Risk in a Pandemic 0 1 1 54 0 5 14 115
Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges 0 0 0 43 2 2 8 81
Credit-Implied Forward Volatility and Volatility Expectations 0 0 0 25 2 3 12 77
Default Probabilities According to the Bond Market 0 0 0 81 4 5 12 362
Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis 0 0 0 11 3 5 10 569
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis 0 0 0 132 5 5 14 698
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis 1 1 1 181 1 3 8 524
Executive Compensation Based on Asset Values 0 0 0 42 0 1 13 177
Extreme Value Theory and Extremely Large Electricity Price Changes 0 0 0 367 1 6 22 1,689
Happiness and Gold Prices 0 1 1 62 3 5 13 97
Internet Searches, Household Sentiment and Credit Spreads 0 0 0 32 4 7 14 82
Is China an Optimum Currency Area? 0 0 0 79 2 5 13 562
Language, News and Volatility 0 0 0 46 4 7 15 104
Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory 0 0 0 196 0 1 5 816
Merton for Dummies: A Flexible Way of Modelling Default Risk 0 2 13 7,593 4 11 39 18,057
News Aggregators, Volatility and the Stock Market 0 0 0 69 4 8 11 183
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 2 2 5 2,740
Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market 0 0 0 257 3 3 8 1,107
Stock Prices and Stock Return Volatilities Implied by the Credit Market 0 0 0 116 2 4 11 208
Stock Return Expectations in the Credit Market 0 0 0 42 2 2 8 73
Structured Microfinance in China 0 0 0 483 2 4 11 1,053
The Age of Turbulence - Credit Derivatives Style 0 0 0 113 4 7 12 230
The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? 0 0 0 172 1 2 8 1,767
The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements 0 0 0 42 0 1 9 90
The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool 0 0 0 255 8 9 17 1,836
The Impact of Currency Movements on Asset Value Correlations 0 0 0 22 2 3 13 130
The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons 0 0 0 229 4 6 19 764
The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons 0 0 0 123 1 2 7 690
The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? 0 0 0 502 2 3 13 1,960
The Search for Chaos and Nonlinearities in Swedish Stock Index Returns 0 0 0 246 4 6 9 559
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures 0 0 0 47 0 1 13 701
Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts 0 0 0 70 2 3 12 1,402
What Drives Bitcoin Volatility? 0 0 0 99 3 4 14 264
Total Working Papers 1 5 21 18,621 95 163 474 60,524

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 1 1 2 55 2 3 16 144
An index to evaluate fund and fund manager performance 0 0 0 14 2 2 5 90
Back to the future: Futures margins in a future credit default swap index futures market 0 0 0 3 3 3 9 25
Credit risk management in Greater China 0 0 0 1 2 3 7 30
Credit-implied forward volatility and volatility expectations 0 0 0 2 0 3 8 24
CreditGrades and the iTraxx CDS Index Market 0 0 0 0 6 8 18 19
Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges 0 0 0 3 3 4 8 29
Default risk, systematic risk and Thai firms before, during and after the Asian crisis 0 0 1 66 3 5 14 177
Does the Chinese stock market react to global news? 0 0 0 6 2 5 13 23
Executive compensation based on asset values 0 0 0 35 4 6 13 114
Extreme value theory and extremely large electricity price changes 0 3 5 139 2 17 36 344
Happiness and Gold Prices 0 0 0 8 1 4 11 26
Is China an optimum currency area? 0 0 0 71 0 6 17 205
Language, news and volatility 0 0 1 17 5 8 15 76
Managing extreme risks in tranquil and volatile markets using conditional extreme value theory 0 0 2 79 5 12 21 266
News aggregators, volatility and the stock market 0 0 0 47 4 6 13 401
Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998 0 0 0 263 3 3 9 756
Stock return expectations in the credit market 0 0 0 20 4 4 9 79
The Microfinance Collateralized Debt Obligation: A Modern Robin Hood? 0 0 0 272 2 5 30 712
The currency composition of firms' balance sheets, asset value correlations, and capital requirements 0 0 0 5 1 4 15 81
The hedging performance of electricity futures on the Nordic power exchange 0 1 8 329 6 14 38 806
The impact of currency movements on asset value correlations 0 0 0 13 2 2 6 73
The market's view on the probability of banking sector failure: cross-country comparisons 0 0 0 32 1 6 16 159
Using extreme value theory to estimate the likelihood of banking sector failure 0 0 1 143 2 4 11 405
Using simulated currency rainbow options to evaluate covariance matrix forecasts 0 0 0 35 2 12 18 174
Total Journal Articles 1 5 20 1,658 67 149 376 5,238

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Statistics updated 2026-05-06