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Hans Byström
(Hans Bystroem)

Personal Details

First Name:Hans
Middle Name:
Last Name:Bystroem
Suffix:
RePEc Short-ID:pby2
[This author has chosen not to make the email address public]
http://hansbystrom.weebly.com/
Terminal Degree:2000 Nationalekonomiska Institutionen; Ekonomihögskolan; Lunds Universitet (from RePEc Genealogy)

Affiliation

Nationalekonomiska Institutionen
Ekonomihögskolan
Lunds Universitet

Lund, Sweden
http://www.nek.lu.se/
RePEc:edi:delunse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Byström, Hans, 2021. "Credit Risk in a Pandemic," Working Papers 2021:1, Lund University, Department of Economics.
  2. Byström, Hans, 2020. "Happiness and Gold Prices," Working Papers 2020:1, Lund University, Department of Economics.
  3. Byström, Hans, 2019. "Internet Searches, Household Sentiment and Credit Spreads," Working Papers 2019:15, Lund University, Department of Economics.
  4. Byström, Hans & Krygier, Dominika, 2018. "What Drives Bitcoin Volatility?," Working Papers 2018:24, Lund University, Department of Economics.
  5. Byström, Hans, 2016. "Stock Return Expectations in the Credit Market," Working Papers 2016:26, Lund University, Department of Economics.
  6. Byström, Hans, 2016. "Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling," Working Papers 2016:4, Lund University, Department of Economics.
  7. Byström, Hans, 2016. "The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements," Working Papers 2016:1, Lund University, Department of Economics.
  8. Byström, Hans, 2015. "Credit-Implied Forward Volatility and Volatility Expectations," Working Papers 2015:34, Lund University, Department of Economics.
  9. Byström, Hans, 2014. "Language, News and Volatility," Working Papers 2014:41, Lund University, Department of Economics.
  10. Byström, Hans, 2014. "Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges," Working Papers 2014:34, Lund University, Department of Economics.
  11. Byström, Hans, 2013. "The Impact of Currency Movements on Asset Value Correlations," Working Papers 2013:33, Lund University, Department of Economics.
  12. Byström, Hans, 2013. "Stock Prices and Stock Return Volatilities Implied by the Credit Market," Working Papers 2013:25, Lund University, Department of Economics, revised 14 Feb 2014.
  13. Byström, Hans, 2010. "Executive Compensation Based on Asset Values," Working Papers 2010:9, Lund University, Department of Economics.
  14. Byström, Hans, 2009. "News Aggregators, Volatility and the Stock Market," Working Papers 2009:11, Lund University, Department of Economics.
  15. Byström, Hans, 2008. "The Age of Turbulence - Credit Derivatives Style," Working Papers 2008:16, Lund University, Department of Economics, revised 16 Jun 2010.
  16. Byström, Hans, 2007. "Structured Microfinance in China," Working Papers 2007:18, Lund University, Department of Economics.
  17. 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.
  18. Byström , Hans & Kwon, Oh Kang, 2005. "Default Probabilities According to the Bond Market," Working Papers 2005:7, Lund University, Department of Economics.
  19. 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.
  20. Byström, Hans, 2005. "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers 2005:44, Lund University, Department of Economics.
  21. Byström, Hans & Olofsdotter , Karin & Söderström, Lars, 2005. "Is China an Optimum Currency Area?," Working Papers 2005:6, Lund University, Department of Economics.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.
  28. 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.
  29. Byström, Hans, 2000. "Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts," Working Papers 2000:17, Lund University, Department of Economics.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.

Articles

  1. Byström, Hans, 2020. "Happiness and Gold Prices," Finance Research Letters, Elsevier, vol. 35(C).
  2. Byström, Hans, 2018. "Stock return expectations in the credit market," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 85-92.
  3. Byström, Hans, 2017. "The currency composition of firms' balance sheets, asset value correlations, and capital requirements," Global Finance Journal, Elsevier, vol. 34(C), pages 89-99.
  4. Byström, Hans, 2016. "Language, news and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 139-154.
  5. Byström, Hans, 2016. "Credit-implied forward volatility and volatility expectations," Finance Research Letters, Elsevier, vol. 16(C), pages 132-138.
  6. Hans Byström, 2015. "Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(8), pages 753-775, August.
  7. Byström, Hans, 2014. "The impact of currency movements on asset value correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 178-186.
  8. Hans Bystrom, 2012. "Executive compensation based on asset values," Economics Bulletin, AccessEcon, vol. 32(2), pages 1504-1508.
  9. Hans Byström, 2011. "Does the Chinese stock market react to global news?," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(3), pages 448-455.
  10. Hans Bystrom, 2011. "An index to evaluate fund and fund manager performance," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1311-1314.
  11. Hans Byström, 2009. "News aggregators, volatility and the stock market," Economics Bulletin, AccessEcon, vol. 29(4), pages 2673-2682.
  12. Byström, Hans N.E., 2008. "The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?," World Development, Elsevier, vol. 36(11), pages 2109-2126, November.
  13. Hans Byström, 2008. "Credit risk management in Greater China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(6), pages 582-597, June.
  14. Bystrom, Hans & Kwon, Oh Kang, 2007. "A simple continuous measure of credit risk," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 508-523.
  15. Hans N. E. Byström, 2007. "Back to the future: Futures margins in a future credit default swap index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(1), pages 85-104, January.
  16. Hans Byström, 2006. "CreditGrades and the iTraxx CDS Index Market," Financial Analysts Journal, Taylor & Francis Journals, vol. 62(6), pages 65-76, November.
  17. Hans Bystrom, 2006. "Using extreme value theory to estimate the likelihood of banking sector failure," The European Journal of Finance, Taylor & Francis Journals, vol. 12(4), pages 303-312.
  18. Bystrom, Hans N.E. & Olofsdotter, Karin & Soderstrom, Lars, 2005. "Is China an optimum currency area?," Journal of Asian Economics, Elsevier, vol. 16(4), pages 612-634, August.
  19. Bystrom, Hans N. E., 2005. "Extreme value theory and extremely large electricity price changes," International Review of Economics & Finance, Elsevier, vol. 14(1), pages 41-55.
  20. Bystrom, Hans & Worasinchai, Lugkana & Chongsithipol, Srisuda, 2005. "Default risk, systematic risk and Thai firms before, during and after the Asian crisis," Research in International Business and Finance, Elsevier, vol. 19(1), pages 95-110, March.
  21. Bystrom, Hans N. E., 2004. "Managing extreme risks in tranquil and volatile markets using conditional extreme value theory," International Review of Financial Analysis, Elsevier, vol. 13(2), pages 133-152.
  22. Hans Bystrom, 2004. "Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 44-67.
  23. Bystrom, Hans N. E., 2004. "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 419-438, December.
  24. H. N. E. BystrOm, 2003. "The hedging performance of electricity futures on the Nordic power exchange," Applied Economics, Taylor & Francis Journals, vol. 35(1), pages 1-11.
  25. Bystrom, Hans N. E., 2002. "Using simulated currency rainbow options to evaluate covariance matrix forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(3), pages 216-230, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (19) 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 2013-09-28 2014-11-12 2016-10-16 2021-01-18. Author is listed
  2. NEP-RMG: Risk Management (10) 2003-03-19 2003-03-19 2003-11-09 2005-12-01 2006-07-02 2008-12-07 2013-09-28 2016-03-29 2020-03-02 2021-01-18. Author is listed
  3. 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
  4. NEP-CFN: Corporate Finance (6) 2003-03-19 2003-11-09 2005-02-01 2010-08-21 2016-02-17 2021-01-18. Author is listed
  5. NEP-BAN: Banking (4) 2010-08-21 2016-02-17 2016-03-29 2021-01-18
  6. NEP-ECM: Econometrics (3) 2000-11-14 2001-10-22 2001-10-22
  7. NEP-SEA: South East Asia (3) 2004-06-02 2005-02-01 2005-02-01
  8. NEP-TRA: Transition Economics (3) 2005-02-01 2007-12-08 2015-01-03
  9. NEP-CNA: China (2) 2007-12-08 2015-01-03
  10. NEP-DEV: Development (2) 2006-07-02 2007-12-08
  11. NEP-EEC: European Economics (2) 2003-03-19 2005-12-01
  12. NEP-IAS: Insurance Economics (2) 2001-10-22 2001-10-22
  13. NEP-MFD: Microfinance (2) 2006-07-02 2007-12-08
  14. NEP-BEC: Business Economics (1) 2010-08-21
  15. NEP-CWA: Central and Western Asia (1) 2021-01-18
  16. NEP-ENE: Energy Economics (1) 2000-11-20
  17. NEP-ENT: Entrepreneurship (1) 2006-07-02
  18. NEP-ETS: Econometric Time Series (1) 2001-04-11
  19. NEP-FOR: Forecasting (1) 2014-11-12
  20. NEP-HAP: Economics of Happiness (1) 2020-03-02
  21. NEP-ICT: Information and Communication Technologies (1) 2018-10-15
  22. NEP-IFN: International Finance (1) 2004-06-02
  23. NEP-LAB: Labour Economics (1) 2010-08-21
  24. NEP-MIC: Microeconomics (1) 2001-10-22
  25. NEP-MON: Monetary Economics (1) 2005-02-01
  26. NEP-PAY: Payment Systems and Financial Technology (1) 2018-10-15
  27. NEP-URE: Urban and Real Estate Economics (1) 2008-12-07

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