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Volatility measures and Value-at-Risk
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - In: International journal of forecasting 33 (2017) 4, pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
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Does oil and gold price uncertainty matter for the stock market?
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - In: Journal of empirical finance 44 (2017), pp. 270-285
Persistent link: https://www.econbiz.de/10011818031
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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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An evaluation framework for alternative VaR models
Bams, Dennis - 2002
Persistent link: https://www.econbiz.de/10013423989
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Modeling default correlation in a US retail loan portfolio
Bams, Dennis; Willems-Pisarek, Magdalena; Wolff, … - 2012
Persistent link: https://www.econbiz.de/10009679894
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Credit risk characterisitics of US small business portfolios
Bams, Dennis; Pisa, Magdalena; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011398509
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Ripple effects from industry defaults
Bams, Dennis; Pisa, Magdalena; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011398583
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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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VIX and liquidity premium
Bams, Dennis; Honarvar, Iman - In: International review of financial analysis 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803753