Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis

Research output: Working paper/Preprint › Working paper

Original language	English
Publisher	Department of Economics, Lund University
Publication status	Published - 2003

Name	Working Papers. Department of Economics, Lund University
No.	1

Subject classification (UKÄ)

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title = "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis",

keywords = "banking crisis, default, credit risk, extreme value theory",

author = "Hans Bystr{\"o}m",

year = "2003",

language = "English",

series = "Working Papers. Department of Economics, Lund University",

publisher = "Department of Economics, Lund University",

number = "1",

type = "WorkingPaper",

institution = "Department of Economics, Lund University",

}

TY - UNPB

T1 - Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis

AU - Byström, Hans

PY - 2003

Y1 - 2003

KW - banking crisis

KW - default

KW - credit risk

KW - extreme value theory

M3 - Working paper

T3 - Working Papers. Department of Economics, Lund University

BT - Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis

PB - Department of Economics, Lund University

ER -