Access Statistics for Dennis F.M. Bams

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An Evaluation Framework for Alternative VaR Models	0	0	0	271	0	0	3	745
Credit risk characteristics of US small business portfolios	0	0	1	51	0	0	3	141
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models	0	0	0	81	0	1	2	315
Evaluating Option Pricing Model Performance Using Model Uncertainty	0	0	0	53	0	0	1	123
Loss Functions in Option Valuation: A Framework for Model Selection	0	0	0	101	0	0	0	274
Loss Functions in Option Valuation: A Framework for Selection	0	0	0	56	0	1	3	196
Modeling default correlation in a US retail loan portfolio	0	0	1	55	0	0	1	123
Modeling default correlation in a US retail loan portfolio	0	0	1	80	0	0	3	193
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market	0	0	0	99	0	0	1	351
Ripple effects from industry defaults	1	1	1	35	1	1	4	66
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach	0	0	0	114	0	0	1	323
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach	0	0	0	0	0	0	1	408
Trade credit: Elusive insurance of firm growth	0	0	0	68	1	1	3	216
Total Working Papers	1	1	4	1,064	2	4	26	3,474

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An evaluation framework for alternative VaR-models	0	0	0	90	0	1	2	264
Are capital requirements on small business loans flawed?	0	0	0	4	0	1	3	29
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models	0	0	0	49	0	1	3	169
Does oil and gold price uncertainty matter for the stock market?	0	0	1	18	0	0	4	86
Empirical Issues in Value-at-Risk*	0	0	1	3	0	0	1	11
European Mutual Fund Performance	0	0	1	173	1	1	10	482
How to measure mutual fund performance: economic versus statistical relevance	1	1	2	151	2	2	9	501
Loss Functions in Option Valuation: A Framework for Selection	0	0	1	17	0	0	2	76
More evidence on the dollar risk premium in the foreign exchange market	0	0	0	47	0	0	1	153
Risk premia in the term structure of interest rates: a panel data approach	0	0	1	36	0	0	3	113
Spillovers to small business credit risk	0	0	1	6	0	0	6	29
The Performance of Local versus Foreign Mutual Fund Managers	0	0	1	25	0	1	7	163
VIX and liquidity premium	0	0	2	11	0	1	4	48
Volatility measures and Value-at-Risk	0	1	15	70	2	5	35	195
Total Journal Articles	1	2	26	700	5	13	90	2,319

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Statistics updated 2025-10-06