Journal of Fixed Income, 1059-8596

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  1. 2016
  2. Stock Prices and Stock Return Volatilities Implied by the Credit Market

    Hans Byström, 2016 May 1, In : Journal of Fixed Income. 25, 4, p. 32-54 23 p.

    Research output: Contribution to journalArticle

  3. 2013
  4. Asset Value Correlation Bounds for Firms with Foreign Exchange Exposure

    Hans Byström, 2013, In : Journal of Fixed Income. 22, 4, p. 75-89

    Research output: Contribution to journalArticle

  5. 2011
  6. An alternative way of estimating asset values and asset value correlations

    Hans Byström, 2011, In : Journal of Fixed Income. 21, 2, p. 30-38

    Research output: Contribution to journalArticle

  7. 2010
  8. Margin Setting in Credit Derivatives Clearing Houses

    Hans Byström, 2010, In : Journal of Fixed Income. 19, 4, p. 37-43

    Research output: Contribution to journalArticle

  9. 2008
  10. An Empirical Analysis of Factors Driving the Swap Spread

    Hossein Asgharian & Carlsson, S., 2008, In : Journal of Fixed Income. 18, p. 41-56

    Research output: Contribution to journalArticle

  11. 2007
  12. Instantaneous Credit Risk Correlation

    Hans Byström, 2007, In : Journal of Fixed Income. 17, 2, p. 5-12

    Research output: Contribution to journalArticle

  13. 2005
  14. Using Credit Derivatives to Compute Market Wide Default Probability Term Structures

    Hans Byström, 2005, In : Journal of Fixed Income. 15, December, p. 34-41

    Research output: Contribution to journalArticle