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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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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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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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Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis - 1998
Persistent link: https://www.econbiz.de/10013422670
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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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More evidence on the dollar risk premium in the foreign exchange market
Bams, Dennis - 2003
Persistent link: https://www.econbiz.de/10013424262