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Language, news and volatility

Byström, Hans N. E. - In: Journal of international financial markets, … 42 (2016), pp. 139-154

Persistent link: https://www.econbiz.de/10011673461

Credit-implied forward volatility and volatility expectations

Byström, Hans N. E. - In: Finance research letters 16 (2016), pp. 132-138

Persistent link: https://www.econbiz.de/10011655141

Internet searches, household sentiment, and credit spreads

Byström, Hans N. E. - In: The journal of fixed income : JFI 32 (2023) 3, pp. 6-19

Persistent link: https://www.econbiz.de/10014231374

Stock return expectations in the credit market

Byström, Hans N. E. - In: International review of financial analysis 56 (2018), pp. 85-92

Persistent link: https://www.econbiz.de/10012006222

Credit risk in a pandemic

Byström, Hans N. E. - 2021

Persistent link: https://www.econbiz.de/10012698553

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

Byström, Hans N. E. - In: Global finance journal 34 (2017), pp. 89-99

Persistent link: https://www.econbiz.de/10011802972

Happiness and gold prices

Byström, Hans N. E. - In: Finance research letters 35 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012439083

Credit risk in a pandemic

Byström, Hans N. E. - In: The journal of fixed income : JFI 31 (2021) 2, pp. 48-67

Persistent link: https://www.econbiz.de/10012656057

The impact of currency movements on asset value correlations

Byström, Hans - In: Journal of International Financial Markets, … 31 (2014) C, pp. 178-186

This paper looks at the asset correlation bias resulting from firms’ assets and liabilities being denominated in different currencies. It focuses on the time-variation in the bias and on the dependency of the bias on currency movements. Overall, we find that the asset correlation bias for the...

Persistent link: https://www.econbiz.de/10011041510