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An evaluation framework for al...
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1
An evaluation framework for alternative VaR models
Bams, Dennis
-
2002
Persistent link: https://www.econbiz.de/10013423989
Saved in:
2
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
Saved in:
3
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
4
Risk premia in the term structure of interest rates : a panel data approach
Bams, Dennis
-
2000
Persistent link: https://www.econbiz.de/10013423017
Saved in:
5
Ripple effects from industry defaults
Bams, Dennis
;
Pisa, Magdalena
;
Wolff, Christiaan …
-
2015
Persistent link: https://www.econbiz.de/10011565458
Saved in:
6
Modeling default correlation in a US retail loan portfolio
Bams, Dennis
;
Willems-Pisarek, Magdalena
;
Wolff, …
-
2012
Persistent link: https://www.econbiz.de/10009679894
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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