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Credit-implied forward volatility and volatility expectations
Byström, Hans N. E. - 2015
Persistent link: https://www.econbiz.de/10011389400
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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
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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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Internet searches, household sentiment and credit spreads
Byström, Hans N. E. - 2019
Persistent link: https://www.econbiz.de/10012508642
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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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Using credit derivates to compute market-wide default probability term structures
Byström, Hans N. E. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003180842
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Using credit derivatives to compute marketwide default probability term structures
Byström, Hans N. E. - In: The journal of fixed income 15 (2005) 3, pp. 34-41
Persistent link: https://www.econbiz.de/10003303934