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 0 13 758
Credit risk characteristics of US small business portfolios 0 0 0 51 12 12 24 165
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models 0 0 0 81 0 0 9 324
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 0 10 133
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 2 18 292
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 0 2 198
Modeling default correlation in a US retail loan portfolio 0 0 0 55 0 1 15 138
Modeling default correlation in a US retail loan portfolio 0 0 0 80 1 1 14 207
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 1 2 9 360
Ripple effects from industry defaults 0 0 1 35 0 1 14 79
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 1 115 1 1 14 337
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 1 1 9 417
Trade credit: Elusive insurance of firm growth 0 0 0 68 1 1 11 226
Total Working Papers 0 0 3 1,066 17 22 162 3,634
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 0 9 273
Are capital requirements on small business loans flawed? 0 0 0 4 0 1 7 36
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models 0 0 0 49 0 0 8 177
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 0 4 17 103
Empirical Issues in Value-at-Risk* 0 0 0 3 1 2 8 19
European Mutual Fund Performance 0 1 4 177 1 3 21 502
How to measure mutual fund performance: economic versus statistical relevance 0 0 2 152 1 1 10 509
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 1 2 11 87
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 47 0 0 6 159
Risk premia in the term structure of interest rates: a panel data approach 0 0 1 37 0 1 13 126
Spillovers to small business credit risk 0 0 0 6 0 1 18 47
The Performance of Local versus Foreign Mutual Fund Managers 0 0 0 25 0 1 7 170
VIX and liquidity premium 0 0 1 12 0 1 9 57
Volatility measures and Value-at-Risk 1 1 17 87 1 1 42 235
Total Journal Articles 1 2 26 725 5 18 186 2,500

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Statistics updated 2026-09-10