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Credit-implied forward volatility and volatility expectations

Byström, Hans N. E. - 2015

Persistent link: https://www.econbiz.de/10011389400

Credit default swaps and equity prices : the iTraxx CDS index market

Byström, Hans - In: Credit risk : models, derivatives, and management, (pp. 69-83). 2008

Persistent link: https://www.econbiz.de/10003718323

News aggregators, volatility and the stock market

Byström, Hans - 2009

Persistent link: https://www.econbiz.de/10003872583

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

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