The Impact of Currency Movements on Asset Value Correlations
Year of publication: |
2013
|
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Authors: | Byström, Hans |
Publisher: |
Lund : Lund University, School of Economics and Management, Department of Economics |
Subject: | asset correlation | time-variation | sensitivity | exchange rate | currency risk |
Series: | Working Paper ; 2013:33 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 770003699 [GVK] hdl:10419/260089 [Handle] RePEc:hhs:lunewp:2013_033 [RePEc] |
Classification: | F31 - Foreign Exchange ; G10 - General Financial Markets. General ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation |
Source: |
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The Impact of Currency Movements on Asset Value Correlations
Byström, Hans, (2013)
-
The impact of currency movements on asset value correlations
Byström, Hans, (2014)
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Byström, Hans, (2016)
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A Simple Continuous Measure of Credit Risk
Byström, Hans, (2003)
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Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
Byström, Hans, (2004)
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Default Probabilities According to the Bond Market
Byström, Hans, (2005)
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