20172019
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Personal profile

External positions

Maastricht University

Fingerprint Dive into the research topics where Dennis Bams is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Cross section Business & Economics
Stock market Business & Economics
Gold price Business & Economics
Oil prices Business & Economics
Implied volatility Business & Economics
Industry Business & Economics
Value at risk Business & Economics
Price uncertainty Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2017 2019

Are capital requirements on small business loans flawed?

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

Research output: Contribution to journalArticleAcademicpeer-review

Capital requirements
Small business loans
Loans
Internal ratings
Discrepancy

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

Option valuation
Option pricing model
Cross section
Model uncertainty
Pricing

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

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

Research output: Contribution to journalArticleAcademicpeer-review

Price uncertainty
Stock market
Gold price
Oil prices
Industry

Volatility measures and Value-at-Risk

Bams, W. F. M., Blanchard, G. & Lehnert, T., 2017, In : International Journal of Forecasting. 33, 4, p. 848-863 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

Value at risk
Implied volatility
Volatility models
Historical volatility
Volatility risk premium

Prizes

Beste paper award IFBBE 2017

Dennis Bams (Recipient), M. Pisa (Recipient) & CCP Wolff (Recipient), 18 Apr 2017

Prize: Prize (including medals and awards)Academic

Credit
Small business

Best Paper Award European Financial Management Association 2019

Dennis Bams (Recipient), Roger Otten (Recipient) & Ehsan Ramezanifar (Recipient), 2019

Prize: Prize (including medals and awards)Academic

Investment style
Portugal
Mutual funds
Financial management
Investor sophistication

Best Paper Award in Banking and Insurance AFFI 2016

Dennis Bams (Recipient), M. Pisa (Recipient) & CCP Wolff (Recipient), 2016

Prize: Prize (including medals and awards)Academic

Credit
Insurance
Small business
Banking

Press / Media

Ripples of Risk

Dennis Bams, M. Pisa & CCP Wolff

2/05/16

1 Media contribution

Press/MediaPopular