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 5 9 754
Credit risk characteristics of US small business portfolios 0 0 0 51 0 7 10 151
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models 0 0 0 81 0 3 7 321
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 3 6 129
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 10 15 289
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 1 2 197
Modeling default correlation in a US retail loan portfolio 0 0 1 55 0 10 14 136
Modeling default correlation in a US retail loan portfolio 0 0 1 80 0 5 13 204
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 3 5 356
Ripple effects from industry defaults 0 0 1 35 0 1 6 71
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 1 115 1 3 11 334
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 2 2 7 415
Trade credit: Elusive insurance of firm growth 0 0 0 68 1 4 7 222
Total Working Papers 0 0 5 1,066 4 57 112 3,579
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 3 8 271
Are capital requirements on small business loans flawed? 0 0 0 4 0 4 5 33
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models 0 0 0 49 1 3 9 176
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 1 5 8 93
Empirical Issues in Value-at-Risk* 0 0 0 3 0 2 2 13
European Mutual Fund Performance 2 2 2 175 4 11 17 496
How to measure mutual fund performance: economic versus statistical relevance 0 0 3 152 0 3 7 505
Loss Functions in Option Valuation: A Framework for Selection 0 0 1 17 0 1 4 79
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 47 1 2 6 158
Risk premia in the term structure of interest rates: a panel data approach 0 0 1 37 2 8 12 125
Spillovers to small business credit risk 0 0 0 6 0 6 11 38
The Performance of Local versus Foreign Mutual Fund Managers 0 0 1 25 0 4 7 167
VIX and liquidity premium 0 1 1 12 2 5 9 56
Volatility measures and Value-at-Risk 0 0 21 76 1 6 55 216
Total Journal Articles 2 3 31 712 12 63 160 2,426

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Statistics updated 2026-04-09