Access Statistics for Dennis F.M. Bams

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	745
Credit risk characteristics of US small business portfolios	0	0	1	51	1	2	4	143
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models	0	0	0	81	0	0	1	315
Evaluating Option Pricing Model Performance Using Model Uncertainty	0	0	0	53	1	3	4	126
Loss Functions in Option Valuation: A Framework for Model Selection	0	0	0	101	1	2	2	276
Loss Functions in Option Valuation: A Framework for Selection	0	0	0	56	0	0	3	196
Modeling default correlation in a US retail loan portfolio	0	0	1	80	1	1	4	194
Modeling default correlation in a US retail loan portfolio	0	0	1	55	2	3	4	126
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market	0	0	0	99	0	0	1	351
Ripple effects from industry defaults	0	1	1	35	1	3	5	68
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach	0	0	0	114	2	4	4	327
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach	0	0	0	0	1	1	2	409
Trade credit: Elusive insurance of firm growth	0	0	0	68	1	3	5	218
Total Working Papers	0	1	4	1,064	11	22	42	3,494

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	264
Are capital requirements on small business loans flawed?	0	0	0	4	0	0	2	29
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models	0	0	0	49	2	2	4	171
Does oil and gold price uncertainty matter for the stock market?	0	0	0	18	1	2	5	88
Empirical Issues in Value-at-Risk*	0	0	0	3	0	0	0	11
European Mutual Fund Performance	0	0	0	173	1	4	11	485
How to measure mutual fund performance: economic versus statistical relevance	1	2	3	152	1	3	7	502
Loss Functions in Option Valuation: A Framework for Selection	0	0	1	17	2	2	4	78
More evidence on the dollar risk premium in the foreign exchange market	0	0	0	47	0	0	1	153
Risk premia in the term structure of interest rates: a panel data approach	0	1	2	37	2	4	7	117
Spillovers to small business credit risk	0	0	1	6	0	2	8	31
The Performance of Local versus Foreign Mutual Fund Managers	0	0	1	25	0	0	6	163
VIX and liquidity premium	0	0	2	11	2	3	7	51
Volatility measures and Value-at-Risk	5	5	20	75	5	9	42	202
Total Journal Articles	6	8	30	707	16	31	106	2,345

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Statistics updated 2025-12-06