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 4 6 13 758
Credit risk characteristics of US small business portfolios 0 0 0 51 2 2 12 153
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models 0 0 0 81 3 5 10 324
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 4 4 10 133
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 1 7 16 290
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 1 1 3 198
Modeling default correlation in a US retail loan portfolio 0 0 0 80 0 0 12 204
Modeling default correlation in a US retail loan portfolio 0 0 0 55 1 2 14 137
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 2 2 7 358
Ripple effects from industry defaults 0 0 1 35 5 5 11 76
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 1 115 1 2 12 335
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 1 3 8 416
Trade credit: Elusive insurance of firm growth 0 0 0 68 3 4 10 225
Total Working Papers 0 0 3 1,066 28 43 138 3,607
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 2 2 10 273
Are capital requirements on small business loans flawed? 0 0 0 4 2 2 7 35
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models 0 0 0 49 1 3 10 177
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 4 6 11 97
Empirical Issues in Value-at-Risk* 0 0 0 3 3 3 5 16
European Mutual Fund Performance 1 3 3 176 3 8 20 499
How to measure mutual fund performance: economic versus statistical relevance 0 0 2 152 3 4 9 508
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 6 6 9 85
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 47 1 2 7 159
Risk premia in the term structure of interest rates: a panel data approach 0 0 1 37 0 3 12 125
Spillovers to small business credit risk 0 0 0 6 8 9 18 46
The Performance of Local versus Foreign Mutual Fund Managers 0 0 0 25 2 2 8 169
VIX and liquidity premium 0 1 1 12 0 4 9 56
Volatility measures and Value-at-Risk 9 9 18 85 16 19 45 232
Total Journal Articles 10 13 26 722 51 73 180 2,477

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Statistics updated 2026-05-06