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 1 272 0 4 13 758
Credit risk characteristics of US small business portfolios 0 0 0 51 0 2 12 153
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models 0 0 0 81 0 3 10 324
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 4 10 133
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 1 16 290
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 1 3 198
Modeling default correlation in a US retail loan portfolio 0 0 0 55 0 1 14 137
Modeling default correlation in a US retail loan portfolio 0 0 0 80 2 2 13 206
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 2 7 358
Ripple effects from industry defaults 0 0 1 35 2 7 13 78
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 1 115 1 3 13 336
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 3 8 416
Trade credit: Elusive insurance of firm growth 0 0 0 68 0 4 10 225
Total Working Papers 0 0 3 1,066 5 37 142 3,612
1 registered items for which data could not be found

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 1 91 0 2 10 273
Are capital requirements on small business loans flawed? 0 0 0 4 0 2 7 35
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models 0 0 0 49 0 2 10 177
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 2 7 13 99
Empirical Issues in Value-at-Risk* 0 0 0 3 1 4 6 17
European Mutual Fund Performance 0 3 3 176 0 7 20 499
How to measure mutual fund performance: economic versus statistical relevance 0 0 2 152 0 3 9 508
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 0 6 9 85
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 47 0 2 7 159
Risk premia in the term structure of interest rates: a panel data approach 0 0 1 37 0 2 12 125
Spillovers to small business credit risk 0 0 0 6 0 8 17 46
The Performance of Local versus Foreign Mutual Fund Managers 0 0 0 25 0 2 7 169
VIX and liquidity premium 0 0 1 12 0 2 9 56
Volatility measures and Value-at-Risk 1 10 19 86 2 19 46 234
Total Journal Articles 1 13 27 723 5 68 182 2,482

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Statistics updated 2026-06-04