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Credit risk
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Byström, Hans N. E.
66
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60
Kwon, Oh Kang
7
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6
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3
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3
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Nationalekonomiska Institutionen, Ekonomihögskolan
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ECONIS (ZBW)
66
RePEc
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EconStor
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OLC EcoSci
10
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1
The market's view on the probability of banking sector failure : cross-country comparisons
Byström, Hans N. E.
-
2003
Persistent link: https://www.econbiz.de/10002250837
Saved in:
2
Merton for dummies : a flexible way of modelling default risk
Byström, Hans N. E.
-
2003
Persistent link: https://www.econbiz.de/10002250947
Saved in:
3
Estimating default probabilities using stock prices : the Swedish banking sector during 1990s banking crisis
Byström, Hans N. E.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260493
Saved in:
4
Using extreme value theory to estimate the likelihood of banking sector failure
Byström, Hans N. E.
- In:
The European journal of finance
12
(
2006
)
4
,
pp. 303-312
Persistent link: https://www.econbiz.de/10003338136
Saved in:
5
The microfinance collateralized debt obligation : a modern Robin Hood?
Byström, Hans N. E.
- In:
World development : the multi-disciplinary …
36
(
2008
)
11
,
pp. 2109-2126
Persistent link: https://www.econbiz.de/10003797979
Saved in:
6
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
Saved in:
7
Back to the future : futures margins in a future credit default swap index futures market
Byström, Hans N. E.
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
Saved in:
8
Executive compensation based on asset values
Byström, Hans N. E.
-
2010
Persistent link: https://www.econbiz.de/10008655578
Saved in:
9
The market's view on the probability of banking sector failure : cross-country comparisons
Byström, Hans N. E.
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 419-438
Persistent link: https://www.econbiz.de/10002186647
Saved in:
10
Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
Byström, Hans N. E.
- In:
International review of financial analysis
13
(
2004
)
2
,
pp. 133-152
Persistent link: https://www.econbiz.de/10002125869
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