Why are you passing DateTime values (sensible) and then converting them to the Sql default format (yyyy-MM-dd) and then trying to convert them back to a datetime as if they were in ANSI format (yy.MM.dd)?
Just use them directly as in your comments, or use CAST to remove the time portion:
WHERE GLD_JOURNAL_ENTRIES.TRANSFER_DATE BETWEEN CAST(@DateFrom AS DATE) AND CAST(@DateTo AS DATE)