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 |
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