Discussion paper DP10889 Credit risk characteristics of US small business portfolios Christian Wolff Dennis Bams Magdalena Pisa 18 Oct 2015 Financial Economics G17 L14 L25
Discussion paper DP10891 Ripple effects from industry defaults Christian Wolff Dennis Bams Magdalena Pisa 18 Oct 2015 Financial Economics G17 L14 L25
Discussion paper DP9205 Modeling default correlation in a US retail loan portfolio Christian Wolff Dennis Bams Magdalena Pisa 4 Nov 2012 Financial Economics G2 G3
Discussion paper DP4960 Loss Functions in Option Valuation: A Framework for Model Selection Christian Wolff Dennis Bams Thorsten Lehnert 23 Mar 2005 Financial Economics G12
Discussion paper DP3726 More Evidence on the Dollar Risk Premium in the Foreign Exchange Market Christian Wolff Dennis Bams Kim Walkowiak 23 Jan 2003 Financial Economics International Macroeconomics F31 G15
Discussion paper DP3403 An Evaluation Framework for Alternative VaR Models Christian Wolff Dennis Bams Thorsten Lehnert 20 Jun 2002 Financial Economics C22 C52 G10
Discussion paper DP2392 Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach Christian Wolff Dennis Bams 29 Feb 2000 Financial Economics E43 G12
Discussion paper DP2034 Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Peter C Schotman Dennis Bams 18 Dec 1998 Financial Economics C33 G13