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 27 2 10 18 147
Credit gap risk in a first passage time model with jumps 0 0 0 107 2 4 10 612
Default probabilities and default correlations under stress 0 0 0 24 2 4 12 60
Determinants of the onshore and offshore Chinese Government yield curves 0 0 0 95 5 14 26 337
Incentive schemes, private information and the double-edged role of competition for agents 0 0 0 45 3 4 9 86
Latin hypercube sampling with dependence and applications in finance 0 0 2 99 7 19 37 479
Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall 0 0 1 57 1 2 7 191
Total Working Papers 0 0 3 454 22 57 119 1,912


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 0 0 117 1 3 15 334
Credit gap risk in a first passage time model with jumps 0 0 0 7 2 3 8 68
Total Journal Articles 0 0 0 124 3 6 23 402


Statistics updated 2026-05-06