Access Statistics for Natalie Packham

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit dynamics in a first passage time model with jumps 0 0 0 26 2 3 10 119
Credit gap risk in a first passage time model with jumps 0 0 8 99 1 14 46 565
Default probabilities and default correlations under stress 0 0 0 22 0 0 6 43
Determinants of the onshore and offshore Chinese Government yield curves 0 0 1 91 3 5 8 289
Incentive schemes, private information and the double-edged role of competition for agents 0 0 0 44 0 1 6 61
Latin hypercube sampling with dependence and applications in finance 0 2 11 87 4 11 58 373
Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall 0 0 1 48 4 7 15 165
Total Working Papers 0 2 21 417 14 41 149 1,615


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Competition, Bonuses, and Risk-taking in the Banking Industry 0 2 4 98 2 9 21 272
Credit gap risk in a first passage time model with jumps 0 0 0 7 1 1 1 31
Total Journal Articles 0 2 4 105 3 10 22 303


Statistics updated 2021-01-03