Browsing All of EconStor by Author Byström, Hans
Showing results 1 to 16 of 16
Year of Publication | Title | Author(s) |
1998 | The Search for Chaos and Nonlinearities in Swedish Stock Index Returns | Amilon, Henrik; Byström, Hans |
2000 | Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market | Byström, Hans |
2000 | The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? | Amilon, Henrik; Byström, Hans |
2007 | Structured Microfinance in China | Byström, Hans |
2009 | News Aggregators, Volatility and the Stock Market | Byström, Hans |
2010 | The Age of Turbulence - Credit Derivatives Style | Byström, Hans |
2013 | The Impact of Currency Movements on Asset Value Correlations | Byström, Hans |
2014 | Language, News and Volatility | Byström, Hans |
2014 | Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges | Byström, Hans |
2015 | Credit-Implied Forward Volatility and Volatility Expectations | Byström, Hans |
2016 | The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements | Byström, Hans |
2016 | Stock Return Expectations in the Credit Market | Byström, Hans |
2016 | Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling | Byström, Hans |
2018 | What Drives Bitcoin Volatility? | Byström, Hans; Krygier, Dominika |
2019 | Internet Searches, Household Sentiment and Credit Spreads | Byström, Hans |
2020 | Happiness and Gold Prices | Byström, Hans |