Hans Byström

Names

Contact

Affiliations

• Lunds Universitet → Ekonomihögskolan → Nationalekonomiska Institutionen
  • website
  • location: Lund, Sweden

Research profile

author of:

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