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The Age of Turbulence - Credit...
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Byström, Hans N. E.
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Nationalekonomiska Institutionen, Ekonomihögskolan
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ECONIS (ZBW)
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Finance : markets, instruments & investments
Byström, Hans N. E.
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2020
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Fourth edition
Persistent link: https://www.econbiz.de/10012197164
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Language, news and volatility
Byström, Hans N. E.
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Journal of international financial markets, …
42
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2016
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011673461
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23
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
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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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Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
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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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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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28
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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29
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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The impact of currency movements on asset value correlations
Byström, Hans N. E.
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 178-186
Persistent link: https://www.econbiz.de/10011299340
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