Dennis Bams

Latest Institution: Maastricht University

All Institutions: Maastricht University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Risk Premia in the Term Structure of Interest Rates: A Panel Data Approach

Year: 2000
Journal: Journal of International Financial Markets, Institutions and Money
Authors: Dennis Bams; Christian C.P. Wolff

An Evaluation Framework for Alternative VAR Models

Year: 2002
Journal: Journal of International Money and Finance
Authors: Dennis Bams; Thorsten Lehnert; Christian C. Wolff

More Evidence on the Dollar Risk Premium in the Foreign Exchange Market

Year: 2003
Journal: Journal of International Money and Finance
Authors: Dennis Bams; Kim Walkowiak; Christian C. Wolff

Loss Functions in Option Valuation: A Framework for Model Selection

Year: 2005
Journal: No Journal Matched
Authors: Dennis Bams; Thorsten Lehnert; Christian C. Wolff

Modeling Default Correlation in a US Retail Loan Portfolio

Year: 2012
Journal: No Journal Matched
Authors: Dennis Bams; Magdalena Pisa; Christian C. Wolff

Credit Risk Characteristics of US Small Business Portfolios

Year: 2015
Journal: No Journal Matched
Authors: Dennis Bams; Magdalena Pisa; Christian Wolff

Ripple Effects from Industry Defaults

Year: 2015
Journal: No Journal Matched
Authors: Dennis Bams; Magdalena Pisa; Christian Wolff


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