Hans Byström
Names
first: |
Hans |
last: |
Byström |
in English: |
Hans Bystroem |
Contact
Affiliations
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Lunds Universitet
→ Ekonomihögskolan
→ Nationalekonomiska Institutionen
Research profile
author of:
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Default Probabilities According to the Bond Market
by Byström , Hans & Kwon, Oh Kang
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Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
by Byström , Hans & Worasinchai , Lugkana & Chongsithipol , Srisuda
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A Simple Continuous Measure of Credit Risk
by Byström, Hans & Kwon, Oh Kang
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Extreme Value Theory and Extremely Large Electricity Price Changes
by Byström, Hans
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The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?
by Amilon , Henrik & Byström , Hans
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Is China an Optimum Currency Area?
by Byström, Hans & Olofsdotter , Karin & Söderström, Lars
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Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory
by Byström, Hans
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Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
by Byström , Hans
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Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
by Byström, Hans
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The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool
by Byström , Hans
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The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
by Byström, Hans
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Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
by Byström, Hans
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Merton for Dummies: A Flexible Way of Modelling Default Risk
by Hans Byström
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Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
by Hans Byström
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The Search for Chaos and Nonlinearities in Swedish Stock Index Returns
by Amilon, Henrik & Byström, Hans
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Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
by Byström, Hans
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The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons
by Hans Byström
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A Simple Continuous Measure of Credit Risk
by Hans Byström & Oh-Kang Kwon
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Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998
by Hans Bystrom
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Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
by Byström, Hans N. E.
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Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
by Byström, Hans
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The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?
by Byström, Hans
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Using extreme value theory to estimate the likelihood of banking sector failure
by Hans Bystrom
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Structured Microfinance in China
by Byström, Hans
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The Age of Turbulence - Credit Derivatives Style
by Byström, Hans
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The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?
by Byström, Hans N. E.
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News Aggregators, Volatility and the Stock Market
by Byström, Hans
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News aggregators, volatility and the stock market
by Hans Byström
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Executive Compensation Based on Asset Values
by Byström, Hans
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Default risk, systematic risk and Thai firms before, during and after the Asian crisis
by Bystrom, Hans & Worasinchai, Lugkana & Chongsithipol, Srisuda
-
A simple continuous measure of credit risk
by Bystrom, Hans & Kwon, Oh Kang
-
Using simulated currency rainbow options to evaluate covariance matrix forecasts
by Bystrom, Hans N. E.
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The market's view on the probability of banking sector failure: cross-country comparisons
by Bystrom, Hans N. E.
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Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
by Bystrom, Hans N. E.
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Is China an optimum currency area?
by Bystrom, Hans N. E. & Olofsdotter, Karin & Soderstrom, Lars
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Extreme value theory and extremely large electricity price changes
by Bystrom, Hans N. E.
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The hedging performance of electricity futures on the Nordic power exchange
by H. N. E. BystrOm
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An index to evaluate fund and fund manager performance
by Hans Bystrom
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Executive compensation based on asset values
by Hans Bystrom
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Stock Prices and Stock Return Volatilities Implied by the Credit Market
by Byström, Hans
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The Impact of Currency Movements on Asset Value Correlations
by Byström, Hans
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The impact of currency movements on asset value correlations
by Byström, Hans
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Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
by Byström, Hans
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Language, News and Volatility
by Byström, Hans
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Credit risk management in Greater China
by Hans Byström
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Back to the future: Futures margins in a future credit default swap index futures market
by Hans N. E. Byström
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Credit-Implied Forward Volatility and Volatility Expectations
by Byström, Hans
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Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges
by Hans Byström
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The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements
by Byström, Hans
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Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling
by Byström, Hans
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Language, news and volatility
by Byström, Hans
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Stock Return Expectations in the Credit Market
by Byström, Hans
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Credit-implied forward volatility and volatility expectations
by Byström, Hans
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Does the Chinese stock market react to global news?
by Hans Byström
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The currency composition of firms' balance sheets, asset value correlations, and capital requirements
by Byström, Hans
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Stock return expectations in the credit market
by Byström, Hans
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What Drives Bitcoin Volatility?
by Byström, Hans & Krygier, Dominika
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Internet Searches, Household Sentiment and Credit Spreads
by Byström, Hans
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Happiness and Gold Prices
by Byström, Hans
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Happiness and Gold Prices
by Byström, Hans