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Information about:
Hans Ne Byström

Personal Details | Affiliation | Works
This is information that was supplied by Hans Byström in registering through RePEc. If you are Hans Ne Byström , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Hans
Middle Name: Ne
Last Name: Byström
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RePEc Short-ID: pby2

Email: [This author has chosen not to make the email address public]
Homepage: http://www.nek.lu.se/NEKHBY/Default.htm
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  4. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Byström, Hans, 2009. "News Aggregators, Volatility and the Stock Market," Working Papers 2009:11, Lund University, Department of Economics. [Downloadable!]

  2. Byström, Hans, 2008. "The Age of Turbulence - Credit Derivatives Style," Working Papers 2008:16, Lund University, Department of Economics. [Downloadable!]

  3. Byström, Hans, 2007. "Structured Microfinance in China," Working Papers 2007:18, Lund University, Department of Economics. [Downloadable!]

  4. Byström, Hans, 2006. "The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?," Working Papers 2006:14, Lund University, Department of Economics, revised 21 Aug 2006.
    Published as:

  5. Byström, Hans, 2005. "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers 2005:44, Lund University, Department of Economics.

  6. Byström, Hans & Olofsdotter , Karin & Söderström, Lars, 2005. "Is China an Optimum Currency Area?," Working Papers 2005:6, Lund University, Department of Economics.

  7. Byström , Hans & Kwon, Oh Kang, 2005. "Default Probabilities According to the Bond Market," Working Papers 2005:7, Lund University, Department of Economics.

  8. Byström, Hans N. E., 2005. "Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market," Working Papers 2005:24, Lund University, Department of Economics, revised 15 May 2005. [Downloadable!]

  9. Byström , Hans & Worasinchai , Lugkana & Chongsithipol , Srisuda, 2004. "Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis," Working Papers 2005:5, Lund University, Department of Economics.

  10. Byström, Hans, 2003. "The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Working Papers 2003:2, Lund University, Department of Economics.
    Other versions:

  11. Byström, Hans & Kwon, Oh Kang, 2003. "A Simple Continuous Measure of Credit Risk," Working Papers 2003:14, Lund University, Department of Economics, revised 18 Jan 2005.
    Other versions:

  12. Byström, Hans, 2003. "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Working Papers 2003:1, Lund University, Department of Economics.
    Other versions:

  13. Hans Byström, 2003. "Merton for Dummies: A Flexible Way of Modelling Default Risk," Research Paper Series 112, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  14. Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.

  15. Byström, Hans, 2001. "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers 2001:18, Lund University, Department of Economics.

  16. Byström , Hans, 2000. "The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool," Working Papers 2000:15, Lund University, Department of Economics.

  17. Byström , Hans, 2000. "Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market," Working Papers 2000:16, Lund University, Department of Economics. [Downloadable!]

  18. Amilon , Henrik & Byström , Hans, 2000. "The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?," Working Papers 2000:18, Lund University, Department of Economics. [Downloadable!]

  19. Byström, Hans, 2000. "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers 2000:14, Lund University, Department of Economics.

  20. Byström, Hans, 2000. "Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts," Working Papers 2000:17, Lund University, Department of Economics.

  21. Amilon, Henrik & Byström, Hans, 1998. "The Search for Chaos and Nonlinearities in Swedish Stock Index Returns," Working Papers 1998:6, Lund University, Department of Economics. [Downloadable!]

Articles

  1. Byström, Hans N.E., 2008. "The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?," World Development, Elsevier, vol. 36(11), pages 2109-2126, November. [Downloadable!] (restricted)
    Other versions:

  2. Hans Byström, 2006. "Using extreme value theory to estimate the likelihood of banking sector failure," European Journal of Finance, Taylor and Francis Journals, vol. 12(4), pages 303-312, June. [Downloadable!] (restricted)

  3. Hans Byström, 2004. "Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998," European Journal of Finance, Taylor and Francis Journals, vol. 10(1), pages 44-67, February. [Downloadable!] (restricted)

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (3) 2003-03-19 2003-11-09 2005-02-01
  2. NEP-CNA: China (1) 2007-12-08
  3. NEP-DEV: Development (2) 2006-07-02 2007-12-08
  4. NEP-ECM: Econometrics (3) 2000-11-14 2001-10-22 2001-10-22
  5. NEP-EEC: European Economics (2) 2003-03-19 2005-12-01
  6. NEP-ENE: Energy Economics (1) 2000-11-20
  7. NEP-ENT: Entrepreneurship (1) 2006-07-02
  8. NEP-ETS: Econometric Time Series (1) 2001-04-11
  9. NEP-FIN: Finance (9) 2001-04-11 2003-03-19 2003-11-09 2004-06-02 2004-06-02 2005-02-01 2005-03-20 2005-12-01 2006-07-02 Author is listed
  10. NEP-FMK: Financial Markets (15) 2000-11-14 2000-11-14 2000-11-14 2000-11-14 2000-11-14 2001-04-11 2001-10-22 2003-03-19 2003-03-19 2003-11-09 2005-02-01 2005-03-20 2005-12-01 2006-07-02 2009-08-30 Author is listed
  11. NEP-IAS: Insurance Economics (2) 2001-10-22 2001-10-22
  12. NEP-IFN: International Finance (1) 2004-06-02
  13. NEP-MFD: Microfinance (1) 2007-12-08
  14. NEP-MIC: Microeconomics (1) 2001-10-22
  15. NEP-MON: Monetary Economics (1) 2005-02-01
  16. NEP-RMG: Risk Management (6) 2003-03-19 2003-03-19 2003-11-09 2005-12-01 2006-07-02 2008-12-07 Author is listed
  17. NEP-SEA: South East Asia (3) 2004-06-02 2005-02-01 2005-02-01
  18. NEP-TRA: Transition Economics (2) 2005-02-01 2007-12-08
  19. NEP-URE: Urban & Real Estate Economics (1) 2008-12-07
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This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.