Dennis F.M. Bams
Personal Details
First Name: | Dennis |
Middle Name: | F.M. |
Last Name: | Bams |
Suffix: | |
RePEc Short-ID: | pba780 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) School of Business and Economics
Maastricht University
Maastricht, Netherlandshttp://www.maastrichtuniversity.nl/sbe
RePEc:edi:femaanl (more details at EDIRC)
(50%) Graduate School of Business and Economics (GSBE)
School of Business and Economics
Maastricht University
Maastricht, Netherlandshttp://www.maastrichtuniversity.nl/SBE
RePEc:edi:meteonl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Bams, Dennis & Bos, Jaap & Pisa, Magdalena, 2016. "Trade credit: Elusive insurance of firm growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Credit risk characteristics of US small business portfolios," CEPR Discussion Papers 10889, C.E.P.R. Discussion Papers.
- Thorsten Lehnert & Gildas Blanchard & Dennis Bams, 2014. "Evaluating Option Pricing Model Performance Using Model Uncertainty," LSF Research Working Paper Series 14-06, Luxembourg School of Finance, University of Luxembourg.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2012.
"Modeling default correlation in a US retail loan portfolio,"
CEPR Discussion Papers
9205, C.E.P.R. Discussion Papers.
- Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," LSF Research Working Paper Series 12-19, Luxembourg School of Finance, University of Luxembourg.
- Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," DEM Discussion Paper Series 12-19, Department of Economics at the University of Luxembourg.
- Christian Wolff & Dennis Bams & Thorsten Lehnert, 2008.
"Loss Functions in Option Valuation: A Framework for Selection,"
LSF Research Working Paper Series
08-11, Luxembourg School of Finance, University of Luxembourg.
- Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff, 2009. "Loss Functions in Option Valuation: A Framework for Selection," Management Science, INFORMS, vol. 55(5), pages 853-862, May.
- Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2005. "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers 4960, C.E.P.R. Discussion Papers.
- Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003.
"More Evidence on the Dollar Risk Premium in the Foreign Exchange Market,"
CEPR Discussion Papers
3726, C.E.P.R. Discussion Papers.
- Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004. "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 271-282, March.
- Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002.
"An Evaluation Framework for Alternative VaR Models,"
CEPR Discussion Papers
3403, C.E.P.R. Discussion Papers.
- Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
- Wolff, Christian & Bams, Dennis, 2000.
"Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach,"
CEPR Discussion Papers
2392, C.E.P.R. Discussion Papers.
- Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
- Bams, D. & Wolff, C., 1998. "Risk Premia in Term Structure of Interest Rates: A Panel Data Approach," Papers 98-50, Southern California - School of Business Administration.
- Bams, Dennis & Schotman, Peter C, 1998. "Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models," CEPR Discussion Papers 2034, C.E.P.R. Discussion Papers.
Articles
- Bams, Dennis & Honarvar, Iman, 2021. "VIX and liquidity premium," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Dennis Bams & Magdalena Pisa & Christian C. P. Wolff, 2021. "Spillovers to small business credit risk," Small Business Economics, Springer, vol. 57(1), pages 323-352, June.
- Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P., 2019. "Are capital requirements on small business loans flawed?," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 255-274.
- Bams, Dennis & Blanchard, Gildas & Honarvar, Iman & Lehnert, Thorsten, 2017. "Does oil and gold price uncertainty matter for the stock market?," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 270-285.
- Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten, 2017. "Volatility measures and Value-at-Risk," International Journal of Forecasting, Elsevier, vol. 33(4), pages 848-863.
- Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff, 2009.
"Loss Functions in Option Valuation: A Framework for Selection,"
Management Science, INFORMS, vol. 55(5), pages 853-862, May.
- Christian Wolff & Dennis Bams & Thorsten Lehnert, 2008. "Loss Functions in Option Valuation: A Framework for Selection," LSF Research Working Paper Series 08-11, Luxembourg School of Finance, University of Luxembourg.
- Rogér Otten & Dennis Bams, 2007. "The Performance of Local versus Foreign Mutual Fund Managers," European Financial Management, European Financial Management Association, vol. 13(4), pages 702-720, September.
- Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005.
"An evaluation framework for alternative VaR-models,"
Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
- Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers.
- Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004.
"More evidence on the dollar risk premium in the foreign exchange market,"
Journal of International Money and Finance, Elsevier, vol. 23(2), pages 271-282, March.
- Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers.
- Rogér Otten & Dennis Bams, 2004. "How to measure mutual fund performance: economic versus statistical relevance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(2), pages 203-222, July.
- Bams, Dennis & Schotman, Peter C., 2003. "Direct estimation of the risk neutral factor dynamics of Gaussian term structure models," Journal of Econometrics, Elsevier, vol. 117(1), pages 179-206, November.
- Bams, Dennis & Wolff, Christian C. P., 2003.
"Risk premia in the term structure of interest rates: a panel data approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
- Bams, D. & Wolff, C., 1998. "Risk Premia in Term Structure of Interest Rates: A Panel Data Approach," Papers 98-50, Southern California - School of Business Administration.
- Wolff, Christian & Bams, Dennis, 2000. "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers 2392, C.E.P.R. Discussion Papers.
- Roger Otten & Dennis Bams, 2002. "European Mutual Fund Performance," European Financial Management, European Financial Management Association, vol. 8(1), pages 75-101, March.
- Bams, Dennis & Wielhouwer, Jacco L., 2001. "Empirical Issues in Value-at-Risk," ASTIN Bulletin, Cambridge University Press, vol. 31(2), pages 299-315, November.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (7) 2003-02-18 2003-04-09 2005-06-14 2012-11-17 2013-12-15 2015-10-25 2015-10-25. Author is listed
- NEP-FMK: Financial Markets (4) 2003-02-18 2003-04-09 2005-06-14 2015-10-25
- NEP-ECM: Econometrics (3) 2003-02-26 2005-06-14 2014-11-22
- NEP-FIN: Finance (3) 2003-02-18 2003-04-09 2005-06-14
- NEP-BAN: Banking (2) 2012-11-17 2013-12-15
- NEP-IFN: International Finance (2) 2003-02-18 2003-04-09
- NEP-BEC: Business Economics (1) 2015-10-25
- NEP-CFN: Corporate Finance (1) 2003-02-18
- NEP-ETS: Econometric Time Series (1) 2005-06-14
- NEP-IAS: Insurance Economics (1) 2016-10-30
- NEP-IND: Industrial Organization (1) 2015-10-25
- NEP-MAC: Macroeconomics (1) 2016-10-30
- NEP-ORE: Operations Research (1) 2014-11-22
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