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Risk premia in the term structure of interest rates : a panel data approach
Bams, Dennis - 2000
Persistent link: https://www.econbiz.de/10013423017
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An evaluation framework for alternative VaR models
Bams, Dennis - 2002
Persistent link: https://www.econbiz.de/10013423989
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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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Spillovers to small business credit risk
Bams, Dennis; Pisa, Magdalena; Wolff, Christiaan … - In: Small business economics : an international journal 57 (2021) 1, pp. 323-352
Persistent link: https://www.econbiz.de/10012582632
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Are capital requirements on small business loans flawed?
Bams, Dennis; Pisa, Magdalena; Wolff, Christiaan … - In: Journal of empirical finance 52 (2019), pp. 255-274
Persistent link: https://www.econbiz.de/10012171145
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Trading in style : retail investors vs. institutions
Wolff, Christiaan Cornelis Petrus - 2017
Persistent link: https://www.econbiz.de/10011819201
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Time variation in term premia : international evidence
Jongen, Ron; Verschoor, Willem F. C.; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754760
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Forecasting the spot exchange rate with the term structure of forward premia : multivariate threshold cointegration
Tol, Michel R. van; Wolff, Christiaan Cornelis Petrus - 2005
Persistent link: https://www.econbiz.de/10002754770
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de/10012820984