H. Byström

发表

Happiness and Gold Prices

H. Byström, 2020 .

Margin Setting in Credit Derivatives Clearing Houses

H. Byström, 2010, The Journal of Fixed Income.

Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997–1998

H. Byström, 2004 .

The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?

H. Byström, 2008 .

Is China an Optimum Currency Area

L. Söderström, Karin Olofsdotter, H. Byström, 2005 .

The Best of Two Worlds — Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk

H. Byström, 2012 .

Managing extreme risks in tranquil and volatile markets using conditional extreme value theory

Hans Byström, H. Byström, 2004 .

Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts

Hans Byström, H. Byström, 2002 .

The hedging performance of electricity futures on the Nordic power exchange

Hans Byström, H. Byström, 2000 .

Language, news and volatility

Hans Byström, H. Byström, 2016 .

Blockchains, Real-time Accounting, and the Future of Credit Risk Modeling

Hans Byström, H. Byström, 2019, Ledger.

The currency composition of firms' balance sheets, asset value correlations, and capital requirements

H. Byström, 2017 .

Stock return expectations in the credit market

H. Byström, 2018 .

Essays on Financial Markets

H. Byström, 2000 .

The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons

H. Byström, 2004 .

Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis

H. Byström, 2003 .

The Search for Chaos and Nonlinearities in Swedish Stock Index Returns

Henrik Amilon, H. Byström, 1998 .

Extreme Value Theory and Extremely Large Electricity Price Changes

Hans Byström, H. Byström, 2005 .

The Age of Turbulence - Credit Derivatives Style

H. Byström, 2008 .

Back to the future: Futures margins in a future credit default swap index futures market

H. Byström, 2007 .

Default risk, systematic risk and Thai firms before, during and after the Asian crisis

Hans Byström, Lugkana Worasinchai, Lugkana Worasinchai, 2005 .

An index to evaluate fund and fund manager performance

Hans Byström, H. Byström, 2011 .

CreditGrades and the iTraxx CDS Index Market

Hans Byström, H. Byström, 2006 .

Merton Unraveled

H. Byström, 2006 .

Credit Risk Management in Greater China

H. Byström, 2008 .

Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market

H. Byström, 2005 .

Stock Prices and Stock Return Volatilities Impliedby the Credit Market

H. Byström, 2016, The Journal of Fixed Income.

Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges

H. Byström, 2015 .