8
H index
8
i10 index
247
Citations
Hans Byström : Citation Profile
Lunds Universitet | RESEARCH PRODUCTION: 24 Articles 37 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1998 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hans Byström. | Is cited by:
| Cites to:
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Main data
Where Hans Byström has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Financial Markets, Institutions and Money | 4 |
| International Review of Financial Analysis | 3 |
| Journal of Futures Markets | 3 |
| Economics Bulletin | 2 |
| The European Journal of Finance | 2 |
| Finance Research Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Lund University, Department of Economics | 33 |
| Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney | 4 |
Recent works citing Hans Byström (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64. Full description at Econpapers || Download paper |
| 2023 | Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900. Full description at Econpapers || Download paper |
| 2023 | The hedging effectiveness of electricity futures in the Spanish market. (2023). Pea, Juan Ignacio. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322006833. Full description at Econpapers || Download paper |
Works by Hans Byström:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | News aggregators, volatility and the stock market In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2009 | News Aggregators, Volatility and the Stock Market.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Executive compensation based on asset values In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Executive Compensation Based on Asset Values.(2010) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Is China an optimum currency area? In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 4 |
| 2005 | Is China an Optimum Currency Area?.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Managing extreme risks in tranquil and volatile markets using conditional extreme value theory In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 27 |
| 2001 | Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory.(2001) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2007 | A simple continuous measure of credit risk In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2005 | A Simple Continuous Measure of Credit Risk.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2003 | A Simple Continuous Measure of Credit Risk.(2003) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2018 | Stock return expectations in the credit market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2016 | Stock Return Expectations in the Credit Market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Credit-implied forward volatility and volatility expectations In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Credit-Implied Forward Volatility and Volatility Expectations.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Happiness and Gold Prices In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Happiness and Gold Prices.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | The currency composition of firms balance sheets, asset value correlations, and capital requirements In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Using simulated currency rainbow options to evaluate covariance matrix forecasts In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2000 | Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts.(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | The markets view on the probability of banking sector failure: cross-country comparisons In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
| 2003 | The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2003 | The Markets View on the Probability of Banking Sector Failure: Cross-Country Comparisons.(2003) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | The impact of currency movements on asset value correlations In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2013 | The Impact of Currency Movements on Asset Value Correlations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Language, news and volatility In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2014 | Language, News and Volatility.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | Extreme value theory and extremely large electricity price changes In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 63 |
| 2001 | Extreme Value Theory and Extremely Large Electricity Price Changes.(2001) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2005 | Default risk, systematic risk and Thai firms before, during and after the Asian crisis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 14 |
| 2004 | Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis.(2004) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2008 | The Microfinance Collateralized Debt Obligation: A Modern Robin Hood? In: World Development. [Full Text][Citation analysis] | article | 10 |
| 2006 | The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1998 | The Search for Chaos and Nonlinearities in Swedish Stock Index Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998 In: Working Papers. [Citation analysis] | paper | 0 |
| 2000 | The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool In: Working Papers. [Citation analysis] | paper | 0 |
| 2000 | Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis In: Working Papers. [Citation analysis] | paper | 1 |
| 2003 | Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis.(2003) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Default Probabilities According to the Bond Market In: Working Papers. [Citation analysis] | paper | 0 |
| 2005 | Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market In: Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2005 | Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures In: Working Papers. [Citation analysis] | paper | 1 |
| 2007 | Structured Microfinance in China In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | The Age of Turbulence - Credit Derivatives Style In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Stock Prices and Stock Return Volatilities Implied by the Credit Market In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Credit?Implied Equity Volatility—Long?Term Forecasts and Alternative Fear Gauges.(2015) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2016 | The Currency Composition of Firms Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | What Drives Bitcoin Volatility? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Internet Searches, Household Sentiment and Credit Spreads In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Credit Risk in a Pandemic In: Working Papers. [Citation analysis] | paper | 1 |
| 2011 | An index to evaluate fund and fund manager performance In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | The hedging performance of electricity futures on the Nordic power exchange In: Applied Economics. [Full Text][Citation analysis] | article | 40 |
| 2004 | Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998 In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2006 | Using extreme value theory to estimate the likelihood of banking sector failure In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2011 | Does the Chinese stock market react to global news? In: Journal of the Asia Pacific Economy. [Full Text][Citation analysis] | article | 2 |
| 2003 | Merton for Dummies: A Flexible Way of Modelling Default Risk In: Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Back to the future: Futures margins in a future credit default swap index futures market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2008 | Credit risk management in Greater China In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team