Dennis F.M. Bams
Names
| first: |
Dennis |
| middle: |
F.M. |
| last: |
Bams |
Identifer
Contact
Affiliations
-
Maastricht University
/ School of Business and Economics (weight: 50%)
-
Maastricht University
/ School of Business and Economics
/ Graduate School of Business and Economics (GSBE) (weight: 50%)
Research profile
author of:
- How to measure mutual fund performance: economic versus statistical relevance (repec:bla:acctfi:v:44:y:2004:i:2:p:203-222)
by Rogér Otten & Dennis Bams - The Performance of Local versus Foreign Mutual Fund Managers (repec:bla:eufman:v:13:y:2007:i:4:p:702-720)
by Rogér Otten & Dennis Bams - European Mutual Fund Performance (repec:bla:eufman:v:8:y:2002:i:1:p:75-101)
by Roger Otten & Dennis Bams - Credit risk characteristics of US small business portfolios (repec:cpr:ceprdp:10889)
by Wolff, Christian & Bams, Dennis & Pisa, Magdalena - Ripple effects from industry defaults (repec:cpr:ceprdp:10891)
by Wolff, Christian & Bams, Dennis & Pisa, Magdalena - Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models (repec:cpr:ceprdp:2034)
by Bams, Dennis & Schotman, Peter C - Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach (repec:cpr:ceprdp:2392)
by Wolff, Christian & Bams, Dennis - An Evaluation Framework for Alternative VaR Models (repec:cpr:ceprdp:3403)
by Wolff, Christian & Bams, Dennis & Lehnert, Thorsten - More Evidence on the Dollar Risk Premium in the Foreign Exchange Market (repec:cpr:ceprdp:3726)
by Wolff, Christian & Bams, Dennis & Walkowiak, Kim - Loss Functions in Option Valuation: A Framework for Model Selection (repec:cpr:ceprdp:4960)
by Wolff, Christian & Bams, Dennis & Lehnert, Thorsten - Modeling default correlation in a US retail loan portfolio (repec:cpr:ceprdp:9205)
by Wolff, Christian & Bams, Dennis & Pisa, Magdalena - Loss Functions in Option Valuation: A Framework for Selection (repec:crf:wpaper:08-11)
by Christian Wolff & Dennis Bams & Thorsten Lehnert - Modeling default correlation in a US retail loan portfolio (repec:crf:wpaper:12-19)
by Magdalena Pisa & Dennis Bams & Christian Wolff - Evaluating Option Pricing Model Performance Using Model Uncertainty (repec:crf:wpaper:14-06)
by Thorsten Lehnert & Gildas Blanchard & Dennis Bams - Empirical Issues in Value-at-Risk (repec:cup:astinb:v:31:y:2001:i:02:p:299-315_00)
by Bams, Dennis & Wielhouwer, Jacco L. - Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (repec:eee:econom:v:117:y:2003:i:1:p:179-206)
by Bams, Dennis & Schotman, Peter C. - Does oil and gold price uncertainty matter for the stock market? (repec:eee:empfin:v:44:y:2017:i:c:p:270-285)
by Bams, Dennis & Blanchard, Gildas & Honarvar, Iman & Lehnert, Thorsten - Are capital requirements on small business loans flawed? (repec:eee:empfin:v:52:y:2019:i:c:p:255-274)
by Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P. - VIX and liquidity premium (repec:eee:finana:v:74:y:2021:i:c:s1057521920302945)
by Bams, Dennis & Honarvar, Iman - Risk premia in the term structure of interest rates: a panel data approach (repec:eee:intfin:v:13:y:2003:i:3:p:211-236)
by Bams, Dennis & Wolff, Christian C. P. - Volatility measures and Value-at-Risk (repec:eee:intfor:v:33:y:2017:i:4:p:848-863)
by Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten - More evidence on the dollar risk premium in the foreign exchange market (repec:eee:jimfin:v:23:y:2004:i:2:p:271-282)
by Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P. - An evaluation framework for alternative VaR-models (repec:eee:jimfin:v:24:y:2005:i:6:p:944-958)
by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P. - Risk Premia in Term Structure of Interest Rates: A Panel Data Approach (repec:fth:socabu:98-50)
by Bams, D. & Wolff, C. - Loss Functions in Option Valuation: A Framework for Selection (repec:inm:ormnsc:v:55:y:2009:i:5:p:853-862)
by Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff - Spillovers to small business credit risk (repec:kap:sbusec:v:57:y:2021:i:1:d:10.1007_s11187-019-00308-9)
by Dennis Bams & Magdalena Pisa & Christian C. P. Wolff - Modeling default correlation in a US retail loan portfolio (repec:luc:wpaper:12-19)
by Magdalena Pisa & Dennis Bams & Christian Wolff - Trade credit: Elusive insurance of firm growth (repec:unm:umagsb:2016029)
by Bams, Dennis & Bos, Jaap & Pisa, Magdalena