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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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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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Blockchains, real-time accounting and the future of credit risk modeling
Byström, Hans N. E. - 2016
Persistent link: https://www.econbiz.de/10011449443
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Stock return expectations in the credit market
Byström, Hans N. E. - 2016
Persistent link: https://www.econbiz.de/10011575652
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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
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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
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The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik; Byström, Hans N. E. - 1998
Persistent link: https://www.econbiz.de/10000994651
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Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
Byström, Hans N. E. - 2001
Persistent link: https://www.econbiz.de/10001624224
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Default probabilities according to the bond market
Byström, Hans N. E. (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552437
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Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
Byström, Hans N. E. - In: International review of financial analysis 13 (2004) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10002125869