19992020

Research output per year

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Research Output

2020

Spillovers to small business credit risk

Bams, D., Pisa, M. & Wolff, C. C. P., 4 Jan 2020, In : Small Business Economics. 30 p.

Research output: Contribution to journalArticleAcademicpeer-review

2019

Are Capital Requirements on Small Business Loans Flawed?

Bams, D., Pisa, M. & Wolff, C., Jun 2019, In : Journal of Empirical Finance. 52, p. 255 – 274 20 p.

Research output: Contribution to journalArticleAcademicpeer-review

Model Uncertainty and Pricing Performance in Option Valuation

Bams, D., Blanchard, G. & Lehnert, T., 2019, In : Journal of derivatives. 27, 2, p. 31-49 19 p.

Research output: Contribution to journalArticleAcademicpeer-review

2018

Investor clientele and style changing behavior in mutual funds

Bams, D., Otten, R. & Ramezanifar, E., 2018, p. 36.

Research output: Contribution to conferencePaperAcademic

Open Access
2017

Does oil and gold price uncertainty matter for the stock market?

Bams, D., Blanchard, G., Honarvar, I. & Lehnert, T., Dec 2017, In : Journal of Empirical Finance. 44, p. 270-285 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

Volatility measures and Value-at-Risk

Bams, D., Blanchard, G. & Lehnert, T., 2017, In : International Journal of Forecasting. 33, 4, p. 848-863

Research output: Contribution to journalArticleAcademicpeer-review

2016

Trade credit: Elusive insurance of firm growth

Bams, D., Bos, J. & Pisa, M., 2016, Maastricht University, Graduate School of Business and Economics, (GSBE Research Memoranda; No. 029).

Research output: Working paperProfessional

Open Access
File
502 Downloads (Pure)
2015

Investment style misclassification and mutual fund performance

Bams, D., Otten, R. & Ramezanifar, E., 2015. 32 p.

Research output: Contribution to conferencePaperProfessional

Open Access
2009

Loss Functions in Option Valuation: A Framework for Selection

Bams, W. F. M., Lehnert, T. & Wolff, C. C. P., 1 Jan 2009, In : Management Science. 55, 5, p. 853-862 10 p.

Research output: Contribution to journalArticleAcademicpeer-review

8 Citations (Scopus)
2007

The Performance of Local versus Foreign Mutual Fund Managers

Otten, R. R. A. E. & Bams, W. F. M., 1 Sep 2007, In : European Financial Management. 13, 4, p. 702-720 19 p.

Research output: Contribution to journalArticleAcademicpeer-review

12 Citations (Scopus)
2005

An Evaluation Framework for Alternative VaR Models

Bams, W. F. M., Lehnert, T. & Wolff, C. C. P., 1 Jan 2005, In : Journal of International Money and Finance. 24, 6, p. 944-958

Research output: Contribution to journalArticleAcademicpeer-review

20 Citations (Scopus)
2004

How to measure mutual fund performance?

Otten, R. R. A. E. & Bams, W. F. M., 1 Jan 2004, In : Accounting and Finance. 44, 2004, 2, p. 203-222

Research output: Contribution to journalArticleAcademicpeer-review

24 Citations (Scopus)

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

Bams, W. F. M., Walkowiak, K. & Wolff, C. C. P., 1 Jan 2004, In : Journal of International Money and Finance. 2004, 23, p. 271-282 11 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
13 Citations (Scopus)
186 Downloads (Pure)
2003

Direct Estimation of the risk neutral factor dynamics of affine term structure models

Bams, W. F. M. & Schotman, P. C., 1 Jan 2003, In : Journal of Econometrics. 117, p. 179-206 27 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
191 Downloads (Pure)

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

Wolff, C. C. P. & Bams, W. F. M., 1 Jan 2003, In : Journal of International Financial Markets, Institutions & Money. 13, p. 211-236 25 p.

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)
2002

European Mutual Fund Performance

Otten, R. R. A. E. & Bams, W. F. M., 1 Jan 2002, In : European Financial Management. 8, 1, p. 75-101

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
3889 Downloads (Pure)

Markowitz beleggingsportefeuilles: robuust omgaan met onzekerheid in verwacht rendement

Bams, W. F. M., 1 Jan 2002, In : Bedrijfskunde. 4, p. 48-54

Research output: Contribution to journalArticleAcademic

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

Wolff, C. C. P. & Bams, W. F. M., 1 Jan 2002, In : Journal of International Financial Markets, Institutions & Money. 12, 6, p. 1-25

Research output: Contribution to journalArticleAcademicpeer-review

2001

Empirical Issues in Value-at-Risk

Bams, W. F. M. & Wielhouwer, J. L., 1 Jan 2001, In : Astin Bulletin. 13, 2, p. 299-316

Research output: Contribution to journalArticleAcademicpeer-review

1999

Een tijdreeksmodel voor de Nederlandse rente

Bams, W. F. M., 1 Jan 1999, In : De Actuaris. november

Research output: Contribution to journalArticleAcademicpeer-review

The term structure of interest rates : a panel data analysis

Bams, W. F. M., 1 Jan 1999, Maastricht: Universiteit Maastricht.

Research output: ThesisDoctoral ThesisInternal

Open Access
File
297 Downloads (Pure)