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 1 1 272 2 9 9 754
Credit risk characteristics of US small business portfolios 0 0 1 51 0 8 11 151
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models 0 0 0 81 2 6 7 321
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 3 6 129
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 6 13 15 289
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 1 2 197
Modeling default correlation in a US retail loan portfolio 0 0 1 55 1 10 14 136
Modeling default correlation in a US retail loan portfolio 0 0 1 80 0 10 13 204
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 5 6 356
Ripple effects from industry defaults 0 0 1 35 0 3 6 71
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 1 1 115 0 6 10 333
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 4 5 413
Trade credit: Elusive insurance of firm growth 0 0 0 68 0 3 6 221
Total Working Papers 0 2 6 1,066 11 81 110 3,575
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 1 1 91 0 7 8 271
Are capital requirements on small business loans flawed? 0 0 0 4 0 4 5 33
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models 0 0 0 49 1 4 8 175
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 1 4 7 92
Empirical Issues in Value-at-Risk* 0 0 0 3 0 2 2 13
European Mutual Fund Performance 0 0 0 173 1 7 14 492
How to measure mutual fund performance: economic versus statistical relevance 0 0 3 152 1 3 8 505
Loss Functions in Option Valuation: A Framework for Selection 0 0 1 17 0 1 4 79
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 47 0 4 5 157
Risk premia in the term structure of interest rates: a panel data approach 0 0 1 37 1 6 10 123
Spillovers to small business credit risk 0 0 0 6 1 7 13 38
The Performance of Local versus Foreign Mutual Fund Managers 0 0 1 25 0 4 9 167
VIX and liquidity premium 1 1 1 12 2 3 7 54
Volatility measures and Value-at-Risk 0 1 21 76 2 13 54 215
Total Journal Articles 1 3 29 710 10 69 154 2,414

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Statistics updated 2026-03-04