Hans Byström
Names
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Hans |
| last: |
Byström |
Identifer
Contact
Affiliations
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Lunds Universitet
/ Ekonomihögskolan
/ Nationalekonomiska Institutionen
Research profile
author of:
- News aggregators, volatility and the stock market (RePEc:ebl:ecbull:eb-09-00625)
by Hans Byström - Executive compensation based on asset values (RePEc:ebl:ecbull:eb-12-00074)
by Hans Bystrom - Is China an optimum currency area? (RePEc:eee:asieco:v:16:y:2005:i:4:p:612-634)
by Bystrom, Hans N.E. & Olofsdotter, Karin & Soderstrom, Lars - Managing extreme risks in tranquil and volatile markets using conditional extreme value theory (RePEc:eee:finana:v:13:y:2004:i:2:p:133-152)
by Bystrom, Hans N. E. - A simple continuous measure of credit risk (RePEc:eee:finana:v:16:y:2007:i:5:p:508-523)
by Bystrom, Hans & Kwon, Oh Kang - Stock return expectations in the credit market (RePEc:eee:finana:v:56:y:2018:i:c:p:85-92)
by Byström, Hans - Credit-implied forward volatility and volatility expectations (RePEc:eee:finlet:v:16:y:2016:i:c:p:132-138)
by Byström, Hans - Happiness and Gold Prices (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320301781)
by Byström, Hans - The currency composition of firms' balance sheets, asset value correlations, and capital requirements (RePEc:eee:glofin:v:34:y:2017:i:c:p:89-99)
by Byström, Hans - Using simulated currency rainbow options to evaluate covariance matrix forecasts (RePEc:eee:intfin:v:12:y:2002:i:3:p:216-230)
by Bystrom, Hans N. E. - The market's view on the probability of banking sector failure: cross-country comparisons (RePEc:eee:intfin:v:14:y:2004:i:5:p:419-438)
by Bystrom, Hans N. E. - The impact of currency movements on asset value correlations (RePEc:eee:intfin:v:31:y:2014:i:c:p:178-186)
by Byström, Hans - Language, news and volatility (RePEc:eee:intfin:v:42:y:2016:i:c:p:139-154)
by Byström, Hans - Extreme value theory and extremely large electricity price changes (RePEc:eee:reveco:v:14:y:2005:i:1:p:41-55)
by Bystrom, Hans N. E. - Default risk, systematic risk and Thai firms before, during and after the Asian crisis (RePEc:eee:riibaf:v:19:y:2005:i:1:p:95-110)
by Bystrom, Hans & Worasinchai, Lugkana & Chongsithipol, Srisuda - The Microfinance Collateralized Debt Obligation: A Modern Robin Hood? (RePEc:eee:wdevel:v:36:y:2008:i:11:p:2109-2126)
by Byström, Hans N.E. - The Search for Chaos and Nonlinearities in Swedish Stock Index Returns (RePEc:hhs:lunewp:1998_006)
by Amilon, Henrik & Byström, Hans - Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998 (RePEc:hhs:lunewp:2000_014)
by Byström, Hans - The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool (RePEc:hhs:lunewp:2000_015)
by Byström , Hans - Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market (RePEc:hhs:lunewp:2000_016)
by Byström , Hans - Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts (RePEc:hhs:lunewp:2000_017)
by Byström, Hans - The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? (RePEc:hhs:lunewp:2000_018)
by Amilon , Henrik & Byström , Hans - Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory (RePEc:hhs:lunewp:2001_018)
by Byström, Hans - Extreme Value Theory and Extremely Large Electricity Price Changes (RePEc:hhs:lunewp:2001_019)
by Byström, Hans - Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis (RePEc:hhs:lunewp:2003_001)
by Byström, Hans - The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons (RePEc:hhs:lunewp:2003_002)
by Byström, Hans - A Simple Continuous Measure of Credit Risk (RePEc:hhs:lunewp:2003_014)
by Byström, Hans & Kwon, Oh Kang - Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis (RePEc:hhs:lunewp:2005_005)
by Byström , Hans & Worasinchai , Lugkana & Chongsithipol , Srisuda - Is China an Optimum Currency Area? (RePEc:hhs:lunewp:2005_006)
by Byström, Hans & Olofsdotter , Karin & Söderström, Lars - Default Probabilities According to the Bond Market (RePEc:hhs:lunewp:2005_007)
by Byström , Hans & Kwon, Oh Kang - Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market (RePEc:hhs:lunewp:2005_024)
by Byström, Hans N. E. - Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures (RePEc:hhs:lunewp:2005_044)
by Byström, Hans - The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? (RePEc:hhs:lunewp:2006_014)
by Byström, Hans - Structured Microfinance in China (RePEc:hhs:lunewp:2007_018)
by Byström, Hans - The Age of Turbulence - Credit Derivatives Style (RePEc:hhs:lunewp:2008_016)
by Byström, Hans - News Aggregators, Volatility and the Stock Market (RePEc:hhs:lunewp:2009_011)
by Byström, Hans - Executive Compensation Based on Asset Values (RePEc:hhs:lunewp:2010_009)
by Byström, Hans - Stock Prices and Stock Return Volatilities Implied by the Credit Market (RePEc:hhs:lunewp:2013_025)
by Byström, Hans - The Impact of Currency Movements on Asset Value Correlations (RePEc:hhs:lunewp:2013_033)
by Byström, Hans - Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges (RePEc:hhs:lunewp:2014_034)
by Byström, Hans - Language, News and Volatility (RePEc:hhs:lunewp:2014_041)
by Byström, Hans - Credit-Implied Forward Volatility and Volatility Expectations (RePEc:hhs:lunewp:2015_034)
by Byström, Hans - The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements (RePEc:hhs:lunewp:2016_001)
by Byström, Hans - Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling (RePEc:hhs:lunewp:2016_004)
by Byström, Hans - Stock Return Expectations in the Credit Market (RePEc:hhs:lunewp:2016_026)
by Byström, Hans - What Drives Bitcoin Volatility? (RePEc:hhs:lunewp:2018_024)
by Byström, Hans & Krygier, Dominika - Internet Searches, Household Sentiment and Credit Spreads (RePEc:hhs:lunewp:2019_015)
by Byström, Hans - Happiness and Gold Prices (RePEc:hhs:lunewp:2020_001)
by Byström, Hans - Credit Risk in a Pandemic (RePEc:hhs:lunewp:2021_001)
by Byström, Hans - An index to evaluate fund and fund manager performance (RePEc:taf:apeclt:v:18:y:2011:i:14:p:1311-1314)
by Hans Bystrom - The hedging performance of electricity futures on the Nordic power exchange (RePEc:taf:applec:v:35:y:2003:i:1:p:1-11)
by H. N. E. BystrOm - Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998 (RePEc:taf:eurjfi:v:10:y:2004:i:1:p:44-67)
by Hans Bystrom - Using extreme value theory to estimate the likelihood of banking sector failure (RePEc:taf:eurjfi:v:12:y:2006:i:4:p:303-312)
by Hans Bystrom - Does the Chinese stock market react to global news? (RePEc:taf:rjapxx:v:16:y:2011:i:3:p:448-455)
by Hans Byström - CreditGrades and the iTraxx CDS Index Market (RePEc:taf:ufajxx:v:62:y:2006:i:6:p:65-76)
by Hans Byström - A Simple Continuous Measure of Credit Risk (RePEc:uts:rpaper:111)
by Hans Byström & Oh-Kang Kwon - Merton for Dummies: A Flexible Way of Modelling Default Risk (RePEc:uts:rpaper:112)
by Hans Byström - Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis (RePEc:uts:rpaper:92)
by Hans Byström - The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons (RePEc:uts:rpaper:93)
by Hans Byström - Back to the future: Futures margins in a future credit default swap index futures market (RePEc:wly:jfutmk:v:27:y:2007:i:1:p:85-104)
by Hans N. E. Byström - Credit risk management in Greater China (RePEc:wly:jfutmk:v:28:y:2008:i:6:p:582-597)
by Hans Byström - Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges (RePEc:wly:jfutmk:v:35:y:2015:i:8:p:753-775)
by Hans Byström