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 3 736
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models 0 1 1 81 0 1 3 312
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 1 100 0 0 5 271
Modeling default correlation in a US retail loan portfolio 0 0 0 36 0 4 10 86
Modeling default correlation in a US retail loan portfolio 0 0 0 77 0 0 6 174
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 0 2 345
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 0 114 0 0 3 319
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 0 4 401
Total Working Papers 0 1 2 778 0 5 36 2,644


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 5 86 0 1 13 247
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models 0 0 1 49 0 0 1 162
European Mutual Fund Performance 1 3 10 151 5 14 38 397
How to measure mutual fund performance: economic versus statistical relevance 0 1 6 134 4 7 22 455
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 1 4 8 71
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 46 0 1 6 149
Risk premia in the term structure of interest rates: a panel data approach 0 0 0 34 0 0 1 105
The Performance of Local versus Foreign Mutual Fund Managers 0 0 0 23 0 1 2 146
Total Journal Articles 1 4 22 539 10 28 91 1,732


Statistics updated 2021-01-03