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Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans N. E. (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002640666
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Does the Chinese stock market react to global news?
Byström, Hans N. E. - In: Journal of the Asia Pacific economy 16 (2011) 3, pp. 448-455
In this paper, the news aggregator Google News is used to assess the impact of worldwide news on the volatility of the Chinese stock market. Although we find a strong link between the global stock market volatility and the amount of stock market-related news available worldwide, the link between...
Persistent link: https://www.econbiz.de/10015180068
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Margin setting in credit derivatives clearing houses
Byström, Hans - In: The journal of fixed income 19 (2009/10) 4, pp. 37-43
Persistent link: https://www.econbiz.de/10003970351
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An index to evaluate fund and fund manager performance
Byström, Hans N. E. - In: Applied economics letters 18 (2011) 13/15, pp. 1311-1314
Persistent link: https://www.econbiz.de/10009348045
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An alternative way of estimating asset value correlations
Byström, Hans N. E. - In: The journal of fixed income 21 (2011) 2, pp. 30-38
Persistent link: https://www.econbiz.de/10009349767
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The impact of currency movements on asset value correlations
Byström, Hans N. E. - 2013
Persistent link: https://www.econbiz.de/10010190816
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Stock prices and stock return volatilities implied by the credit market
Byström, Hans N. E. - 2013
Persistent link: https://www.econbiz.de/10009790486
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Asset value correlation bounds for firms with foreign exchange exposure
Byström, Hans N. E. - In: The journal of fixed income 22 (2013) 4, pp. 75-89
Persistent link: https://www.econbiz.de/10009745215
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Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - 2014
Persistent link: https://www.econbiz.de/10010416703
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Language, news and volatility
Byström, Hans N. E. - 2014
Persistent link: https://www.econbiz.de/10010442383