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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

An evaluation framework for alternative VaR models

Bams, Dennis - 2002

Persistent link: https://www.econbiz.de/10013423989

More evidence on the dollar risk premium in the foreign exchange market

Bams, Dennis; Walkowiak, Kim; Wolff, Christiaan … - 2002

Persistent link: https://www.econbiz.de/10001780776

Risk premia in the term structure of interest rates : a panel data approach

Bams, Dennis; Wolff, Christiaan Cornelis Petrus - In: Journal of international financial markets, … 13 (2003) 3, pp. 211-236

Persistent link: https://www.econbiz.de/10001754268

More evidence on the dollar risk premium in the foreign exchange market

Bams, Dennis; Walkowiak, Kim; Wolff, Christiaan … - In: Journal of international money and finance 23 (2004) 2, pp. 271-282

Persistent link: https://www.econbiz.de/10001957071

An evaluation framework for alternative VaR-models

Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Journal of international money and finance 24 (2005) 6, pp. 944-958

Persistent link: https://www.econbiz.de/10003114006

Loss functions in option valuation : a framework for model selection

Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005

Persistent link: https://www.econbiz.de/10002754751

Loss functions in option valuation : a framework for selection

Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862

Persistent link: https://www.econbiz.de/10003860372

Ripple effects from industry defaults

Bams, Dennis; Pisa, Magdalena; Wolff, Christiaan … - 2015

Persistent link: https://www.econbiz.de/10011565458

Are Capital Requirements on Small Business Loans Flawed?

Bams, Dennis - 2018

We explore an inconsistency in the Basel Committee's Internal Ratings Based (IRB) rules: the IRB rules on corporate loans were calibrated to loan-level data, while the IRB rules on small business loans were calibrated with little, if any, information on small business loans. We argue that the...

Persistent link: https://www.econbiz.de/10012936672