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 | 2 | 742 |
| Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models | 0 | 0 | 0 | 81 | 1 | 1 | 1 | 314 |
| Loss Functions in Option Valuation: A Framework for Model Selection | 0 | 0 | 1 | 101 | 0 | 0 | 3 | 274 |
| Modeling default correlation in a US retail loan portfolio | 0 | 0 | 0 | 54 | 0 | 1 | 3 | 122 |
| Modeling default correlation in a US retail loan portfolio | 0 | 0 | 0 | 79 | 0 | 0 | 0 | 190 |
| More Evidence on the Dollar Risk Premium in the Foreign Exchange Market | 0 | 0 | 0 | 99 | 0 | 0 | 0 | 350 |
| Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach | 0 | 0 | 0 | 114 | 1 | 1 | 1 | 323 |
| Risk Premia in Term Structure of Interest Rates: A Panel Data Approach | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 407 |
| Total Working Papers | 0 | 0 | 1 | 799 | 2 | 3 | 11 | 2,722 |
| 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 | 90 | 0 | 0 | 4 | 262 |
| Direct estimation of the risk neutral factor dynamics of Gaussian term structure models | 0 | 0 | 0 | 49 | 0 | 1 | 1 | 167 |
| European Mutual Fund Performance | 0 | 1 | 1 | 173 | 1 | 5 | 8 | 474 |
| How to measure mutual fund performance: economic versus statistical relevance | 0 | 0 | 3 | 149 | 3 | 4 | 12 | 495 |
| Loss Functions in Option Valuation: A Framework for Selection | 0 | 0 | 0 | 16 | 0 | 0 | 0 | 74 |
| More evidence on the dollar risk premium in the foreign exchange market | 0 | 0 | 1 | 47 | 0 | 0 | 1 | 152 |
| Risk premia in the term structure of interest rates: a panel data approach | 0 | 0 | 1 | 35 | 0 | 0 | 1 | 110 |
| The Performance of Local versus Foreign Mutual Fund Managers | 0 | 0 | 0 | 24 | 0 | 1 | 4 | 157 |
| Total Journal Articles | 0 | 1 | 7 | 583 | 4 | 11 | 31 | 1,891 |
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