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	1	1	1	272	4	4	7	749
Credit risk characteristics of US small business portfolios	0	0	1	51	1	3	5	144
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models	0	0	0	81	3	3	4	318
Evaluating Option Pricing Model Performance Using Model Uncertainty	0	0	0	53	0	3	4	126
Loss Functions in Option Valuation: A Framework for Model Selection	0	0	0	101	3	5	5	279
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	55	0	3	4	126
Modeling default correlation in a US retail loan portfolio	0	0	1	80	5	6	8	199
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market	0	0	0	99	2	2	3	353
Ripple effects from industry defaults	0	0	1	35	2	4	7	70
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach	1	1	1	115	4	8	8	331
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach	0	0	0	0	4	5	6	413
Trade credit: Elusive insurance of firm growth	0	0	0	68	0	2	4	218
Total Working Papers	2	2	6	1,066	28	48	68	3,522

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	1	1	1	91	4	4	6	268
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	4	6	173
Does oil and gold price uncertainty matter for the stock market?	0	0	0	18	0	2	4	88
Empirical Issues in Value-at-Risk*	0	0	0	3	0	0	0	11
European Mutual Fund Performance	0	0	0	173	0	3	8	485
How to measure mutual fund performance: economic versus statistical relevance	0	1	3	152	0	1	6	502
Loss Functions in Option Valuation: A Framework for Selection	0	0	1	17	0	2	4	78
More evidence on the dollar risk premium in the foreign exchange market	0	0	0	47	3	3	4	156
Risk premia in the term structure of interest rates: a panel data approach	0	1	1	37	0	4	5	117
Spillovers to small business credit risk	0	0	1	6	1	3	8	32
The Performance of Local versus Foreign Mutual Fund Managers	0	0	1	25	0	0	6	163
VIX and liquidity premium	0	0	1	11	0	3	6	51
Volatility measures and Value-at-Risk	1	6	21	76	8	15	49	210
Total Journal Articles	2	9	30	709	18	44	114	2,363

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Statistics updated 2026-01-09