Hans Byström

1.1k total citations
43 papers, 625 citations indexed

About

Hans Byström is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Hans Byström has authored 43 papers receiving a total of 625 indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 18 papers in Economics and Econometrics and 10 papers in Accounting. Recurrent topics in Hans Byström's work include Credit Risk and Financial Regulations (24 papers), Banking stability, regulation, efficiency (17 papers) and Financial Risk and Volatility Modeling (12 papers). Hans Byström is often cited by papers focused on Credit Risk and Financial Regulations (24 papers), Banking stability, regulation, efficiency (17 papers) and Financial Risk and Volatility Modeling (12 papers). Hans Byström collaborates with scholars based in Sweden, Australia and Thailand. Hans Byström's co-authors include Oh Kang Kwon and Lars Söderström and has published in prestigious journals such as SHILAP Revista de lepidopterología, World Development and Finance research letters.

In The Last Decade

Hans Byström

39 papers receiving 575 citations

Peers

Hans Byström
Craig Pirrong United States
Michael Frömmel Belgium
Ángel León Spain
George Milunovich Australia
Ilias Kampouris United Arab Emirates
Antonio Gargano United States
Jui‐Cheng Hung Taiwan
Andrea Tamoni United States
Aslihan Altay‐Salih Türkiye
Fred R. Kaen United States
Craig Pirrong United States
Hans Byström
Citations per year, relative to Hans Byström Hans Byström (= 1×) peers Craig Pirrong

Countries citing papers authored by Hans Byström

Since Specialization
Citations

This map shows the geographic impact of Hans Byström's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hans Byström with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hans Byström more than expected).

Fields of papers citing papers by Hans Byström

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hans Byström. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hans Byström. The network helps show where Hans Byström may publish in the future.

Co-authorship network of co-authors of Hans Byström

This figure shows the co-authorship network connecting the top 25 collaborators of Hans Byström. A scholar is included among the top collaborators of Hans Byström based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hans Byström. Hans Byström is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Byström, Hans. (2021). Credit Risk in a Pandemic. The Journal of Fixed Income. 31(2). 48–67. 2 indexed citations
2.
Byström, Hans. (2020). Happiness and Gold Prices. Finance research letters. 35. 101599–101599. 7 indexed citations
3.
Byström, Hans. (2016). Stock Prices and Stock Return Volatilities Implied by the Credit Market. The Journal of Fixed Income.
4.
Byström, Hans. (2014). The impact of currency movements on asset value correlations. Journal of International Financial Markets Institutions and Money. 31. 178–186. 5 indexed citations
5.
Byström, Hans. (2011). Executive Compensation Based on Asset Values. SSRN Electronic Journal.
6.
Byström, Hans. (2011). Does the Chinese stock market react to global news?. Journal of the Asia Pacific Economy. 16(3). 448–455. 4 indexed citations
7.
Byström, Hans. (2009). News Aggregators, Volatility and the Stock Market. Economics bulletin. 29(4). 2673–2682. 4 indexed citations
8.
Byström, Hans. (2008). Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market. RePEc: Research Papers in Economics. 6(24). 57 indexed citations
9.
Byström, Hans. (2008). The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?. World Development. 36(11). 2109–2126. 24 indexed citations
10.
Byström, Hans. (2007). Finance: Markets, Instruments & Investments.
11.
Byström, Hans. (2006). CreditGrades and the iTraxx CDS Index Market. SSRN Electronic Journal. 6 indexed citations
12.
Byström, Hans. (2006). CreditGrades and the iTraxx CDS Index Market. Financial Analysts Journal. 62(6). 65–76. 73 indexed citations
13.
Byström, Hans. (2006). Using extreme value theory to estimate the likelihood of banking sector failure. European Journal of Finance. 12(4). 303–312. 2 indexed citations
14.
Byström, Hans. (2005). Teaching Evaluations at the Introductory Finance Course at Lund University: a Comparison of the Course Experience Questionnaire and a Traditional Evaluation Approach. Lund University Publications (Lund University). 1 indexed citations
15.
Byström, Hans & Oh Kang Kwon. (2005). Default Probabilities According to the Bond Market. RePEc: Research Papers in Economics. 9(5). 15–26. 2 indexed citations
16.
Byström, Hans. (2005). Using Credit Derivatives to Compute Marketwide Default Probability Term Structures. The Journal of Fixed Income. 15(3). 34–41. 6 indexed citations
17.
Byström, Hans, et al.. (2005). Default risk, systematic risk and Thai firms before, during and after the Asian crisis. Research in International Business and Finance. 19(1). 95–110. 21 indexed citations
18.
Byström, Hans. (2003). The hedging performance of electricity futures on the Nordic power exchange. Applied Economics. 35(1). 1–11. 74 indexed citations
19.
Byström, Hans. (2002). Using simulated currency rainbow options to evaluate covariance matrix forecasts. Journal of International Financial Markets Institutions and Money. 12(3). 216–230. 8 indexed citations
20.
Byström, Hans. (2000). Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998. European Journal of Finance. 10(4). 44–67. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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