Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
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
Cover Image
Stock prices and stock return volatilities implied by the credit market
Byström, Hans N. E. - 2013
Persistent link: https://www.econbiz.de/10009790486
Cover Image
Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - 2014
Persistent link: https://www.econbiz.de/10010416703
Cover Image
Language, news and volatility
Byström, Hans N. E. - 2014
Persistent link: https://www.econbiz.de/10010442383
Cover Image
News aggregators, volatility and the stock market
Byström, Hans - 2009
Persistent link: https://www.econbiz.de/10003872583
Cover Image
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
Cover Image
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E. - 2015
Persistent link: https://www.econbiz.de/10011389400
Cover Image
Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - In: The journal of futures markets 35 (2015) 8, pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
Cover Image
Stock prices and stock return volatilities implied by the credit market
Byström, Hans N. E. - In: The journal of fixed income 25 (2016) 4, pp. 32-54
Persistent link: https://www.econbiz.de/10011660735