Hans Byström
Titel
Professor
Organisation
046-2229478
Hans [dot] Bystrom [at] nek [dot] lu [dot] se
Publikationer (hämtat ur Lunds universitets publikationsdatabas)
författare
- 2012
- 2011
- 2010
- 2009
- 2008
- 2007
- A Simple Continuous Measure of Credit Risk
- Back to the Future: Futures Margins in a Future Credit Default Swap Index Futures Market
- Back to the future: Futures margins in a future credit default swap index futures market
- Finance - Markets, Instruments & Investments
- How Profitable is Really Capital Structure Arbitrage?
- Instantaneous Credit Risk Correlation
- Structured Microfinance
- Structured Microfinance in China
- The Potential for Commercial MicroFinance in China
- 2006
- CreditGrades and the iTraxx CDS index market
- Cross-Sectional Correlation: New Evidence on Changing Correlations and Correlation Breakdown in Equity Markets
- Hedging Market Wide Credit Risk Using CDS indexes: The Case of Japan
- Merton Unraveled: A Flexible Way of Modelling Default (abridged version)
- Merton Unraveled: A Flexible Way of Modelling Default Risk
- The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?
- Using Extreme Value Theory to Estimate the Likelihood of Banking Sector Failure
- 2005
- Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
- Default Probabilities According to the Bond Market
- Default Probabilities According to the Bond Market
- Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
- Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
- Extreme Value Theory and Extremely large Electricity Price Changes
- Teaching Evaluations at the Introductory Finance Course at Lund University: a Comparison of the Course Experience Questionnaire and a Traditional Evaluation Approach
- Using Credit Derivatives to Compute Market Wide Default Probability Term Structures
- Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
- 2004
- Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory
- Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
- The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
- 2003
- A Simple Continuous Measure of Credit Risk
- Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
- The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
- The hedging performance of electricity futures on the Nordic power exchange
- 2002
- 2000
- 1998
