Dennis Bams
3 published titles
Direct estimation of the risk neutral factor dynamics of affine term structure models
1 edition
- Centre for Economic Policy Research
- 1998
- Details
More evidence on the dollar risk premium in the foreign exchange market
1 edition
- Centre for Economic Policy Research
- 2003
- Details
Modeling default correlation in a US retail loan portfolio
1 edition
- Centre for Economic Policy Research
- Details
