Access Statistics for Dennis F.M. Bams

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 4 745
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models 0 0 0 81 0 0 1 314
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 0 0 274
Modeling default correlation in a US retail loan portfolio 0 1 1 80 0 2 3 193
Modeling default correlation in a US retail loan portfolio 0 1 1 55 0 1 2 123
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 0 1 351
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
Total Working Papers 0 2 2 801 0 3 13 2,731


Journal Article File Downloads Abstract Views
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 0 1 263
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models 0 0 0 49 1 1 2 168
European Mutual Fund Performance 0 0 1 173 2 2 13 481
How to measure mutual fund performance: economic versus statistical relevance 0 1 2 150 0 1 9 499
Loss Functions in Option Valuation: A Framework for Selection 0 1 1 17 0 1 2 76
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 47 1 1 1 153
Risk premia in the term structure of interest rates: a panel data approach 0 0 1 36 0 0 3 113
The Performance of Local versus Foreign Mutual Fund Managers 0 1 1 25 0 2 7 162
Total Journal Articles 0 3 6 587 4 8 38 1,915


Statistics updated 2025-07-04