Natalie Packham
Personal Details
First Name: | Natalie |
Middle Name: | |
Last Name: | Packham |
Suffix: | |
RePEc Short-ID: | ppa854 |
[This author has chosen not to make the email address public] | |
http://fs.de/packham | |
Affiliation
Frankfurt School of Finance and Management
Frankfurt, Germanyhttp://www.frankfurt-school.de/
RePEc:edi:hfbfide (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Packham, Natalie & Kalkbrener, Michael & Overbeck, Ludger, 2014. "Default probabilities and default correlations under stress," Frankfurt School - Working Paper Series 211, Frankfurt School of Finance and Management.
- Bannier, Christina E. & Feess, Eberhard & Packham, Natalie, 2014.
"Incentive schemes, private information and the double-edged role of competition for agents,"
CFS Working Paper Series
475, Center for Financial Studies (CFS).
- Christina Bannier & Eberhard Feess & Natalie Packham & Markus Walzl, 2016. "Incentive schemes, private information and the double-edged role of competition for agents," Working Papers 2016-20, Faculty of Economics and Statistics, Universität Innsbruck.
- Loechel, Horst & Packham, Natalie & Walisch, Fabian, 2013. "Determinants of the onshore and offshore Chinese Government yield curves," Frankfurt School - Working Paper Series 202, Frankfurt School of Finance and Management.
- Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012. "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series 192, Frankfurt School of Finance and Management.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009.
"Credit gap risk in a first passage time model with jumps,"
CPQF Working Paper Series
22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013. "Credit gap risk in a first passage time model with jumps," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit dynamics in a first passage time model with jumps," CPQF Working Paper Series 21, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Packham, Natalie & Schmidt, Wolfgang M., 2008. "Latin hypercube sampling with dependence and applications in finance," CPQF Working Paper Series 15, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
Articles
- Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013.
"Credit gap risk in a first passage time model with jumps,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit gap risk in a first passage time model with jumps," CPQF Working Paper Series 22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Christina E. Bannier & Eberhard Feess & Natalie Packham, 2013. "Competition, Bonuses, and Risk-taking in the Banking Industry," Review of Finance, European Finance Association, vol. 17(2), pages 653-690.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Packham, Natalie & Kalkbrener, Michael & Overbeck, Ludger, 2014.
"Default probabilities and default correlations under stress,"
Frankfurt School - Working Paper Series
211, Frankfurt School of Finance and Management.
Cited by:
- Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015. "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers 46/2015, Deutsche Bundesbank.
- Cai, Zongwu & Fang, Ying & Lin, Ming & Su, Jia, 2018. "Inferences for a Partially Varying Coefficient Model With Endogenous Regressors," IRTG 1792 Discussion Papers 2018-047, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Wang, Honglin & Yu, Fan & Zhou, Yinggang, 2018. "Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach," IRTG 1792 Discussion Papers 2018-051, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Yan, Ji Gao, 2018. "Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables," IRTG 1792 Discussion Papers 2018-040, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Zhong, Wei & Liu, Xi & Ma, Shuangge, 2018. "Variable selection and direction estimation for single-index models via DC-TGDR method," IRTG 1792 Discussion Papers 2018-050, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Guo, Shaojun & Li, Dong & Li, Muyi, 2018. "Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models," IRTG 1792 Discussion Papers 2018-049, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Xiaojia Bao & Qingliang Fan, 2020.
"The impact of temperature on gaming productivity: evidence from online games,"
Empirical Economics, Springer, vol. 58(2), pages 835-867, February.
- Bao, Xiaojia & Fan, Qingliang, 2018. "The impact of temperature on gaming productivity: evidence from online games," IRTG 1792 Discussion Papers 2018-053, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Kuczmaszewska, Anna & Yan, Ji Gao, 2018. "On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables," IRTG 1792 Discussion Papers 2018-041, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Yatracos, Yannis G., 2018. "Residual'S Influence Index (Rinfin), Bad Leverage And Unmasking In High Dimensional L2-Regression," IRTG 1792 Discussion Papers 2018-060, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Nasekin, Sergey & Chen, Cathy Yi-Hsuan, 2018. "Deep learning-based cryptocurrency sentiment construction," IRTG 1792 Discussion Papers 2018-066, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl, 2018. "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes," IRTG 1792 Discussion Papers 2018-039, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Bannier, Christina E. & Feess, Eberhard & Packham, Natalie, 2014.
"Incentive schemes, private information and the double-edged role of competition for agents,"
CFS Working Paper Series
475, Center for Financial Studies (CFS).
- Christina Bannier & Eberhard Feess & Natalie Packham & Markus Walzl, 2016. "Incentive schemes, private information and the double-edged role of competition for agents," Working Papers 2016-20, Faculty of Economics and Statistics, Universität Innsbruck.
Cited by:
- Roland Bénabou & Jean Tirole, 2016.
"Bonus Culture: Competitive Pay, Screening and Multitasking,"
Post-Print
hal-04527031, HAL.
- Bénabou, Roland & Tirole, Jean, 2012. "Bonus Culture: Competitive Pay, Screening and Multitasking," IDEI Working Papers 756, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2013.
- Roland Bénabou & Jean Tirole, 2013. "Bonus Culture: Competitive Pay, Screening, and Multitasking," NBER Working Papers 18936, National Bureau of Economic Research, Inc.
- Benabou, Roland & Tirole, Jean, 2013. "Bonus Culture: Competitive Pay, Screening, and Multitasking," IZA Discussion Papers 7321, Institute of Labor Economics (IZA).
- Roland Bénabou & Jean Tirole, 2016. "Bonus Culture: Competitive Pay, Screening, and Multitasking," Journal of Political Economy, University of Chicago Press, vol. 124(2), pages 305-370.
- Bénabou, Roland & Tirole, Jean, 2012. "Bonus Culture: Competitive Pay, Screening and Multitasking," IAST Working Papers 12-03, Institute for Advanced Study in Toulouse (IAST), revised Mar 2013.
- Bénabou, Roland & Tirole, Jean, 2012. "Bonus Culture: Competitive Pay, Screening and Multitasking," TSE Working Papers 12-367, Toulouse School of Economics (TSE), revised Mar 2013.
- Tirole, Jean & Bénabou, Roland, 2013. "Bonus Culture: Competitive Pay, Screening, and Multitasking," CEPR Discussion Papers 9419, C.E.P.R. Discussion Papers.
- Packham, Natalie, 2018. "Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present," IRTG 1792 Discussion Papers 2018-033, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- N. Packham, 2018. "Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present," Papers 1801.04080, arXiv.org.
- Loechel, Horst & Packham, Natalie & Walisch, Fabian, 2013.
"Determinants of the onshore and offshore Chinese Government yield curves,"
Frankfurt School - Working Paper Series
202, Frankfurt School of Finance and Management.
Cited by:
- Makram El-Shagi & Lunan Jiang, 2017. "China Monetary Policy Transmission in China: Dual Shocks with Dual Bond Markets," CFDS Discussion Paper Series 2017/2, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Feng, Xunan & Johansson, Anders C., 2018. "Firm Ownership, Political Participation, and Access to Finance through Public Bond Offerings in China," Stockholm School of Economics Asia Working Paper Series 2018-50, Stockholm School of Economics, Stockholm China Economic Research Institute.
- Han, Liyan & Xu, Yang & Yin, Libo, 2018. "Forecasting the CNY-CNH pricing differential: The role of investor attention," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 232-247.
- Odermann, Alexander & Cremers, Heinz, 2013. "Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress," Frankfurt School - Working Paper Series 204, Frankfurt School of Finance and Management.
- Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012.
"Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall,"
Frankfurt School - Working Paper Series
192, Frankfurt School of Finance and Management.
Cited by:
- Inklaar, Robert & Koetter, Michael & Noth, Felix, 2012. "Who's afraid of big bad banks? Bank competition, SME, and industry growth," Frankfurt School - Working Paper Series 197, Frankfurt School of Finance and Management.
- Boeing, Philipp & Mueller, Elisabeth & Sandner, Philipp, 2012. "What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge," Frankfurt School - Working Paper Series 196, Frankfurt School of Finance and Management.
- Böing, Philipp & Müller, Elisabeth, 2012. "Technological Capabilities of Chinese Enterprises: Who is Going to Compete Abroad?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62081, Verein für Socialpolitik / German Economic Association.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009.
"Credit gap risk in a first passage time model with jumps,"
CPQF Working Paper Series
22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013. "Credit gap risk in a first passage time model with jumps," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
Cited by:
- Inklaar, Robert & Koetter, Michael & Noth, Felix, 2012. "Who's afraid of big bad banks? Bank competition, SME, and industry growth," Frankfurt School - Working Paper Series 197, Frankfurt School of Finance and Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2013.
"What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies,"
CEP Discussion Papers
dp1193, Centre for Economic Performance, LSE.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2013. "What are the channels for technology sourcing? Panel data evidence from German companies," LSE Research Online Documents on Economics 51524, London School of Economics and Political Science, LSE Library.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2012. "What are the channels for technology sourcing? Panel data evidence from German companies," Frankfurt School - Working Paper Series 187, Frankfurt School of Finance and Management.
- Harhoff, Dietmar, 2012. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Discussion Papers in Business Administration 14327, University of Munich, Munich School of Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2014. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(1), pages 204-224, March.
- Boeing, Philipp & Mueller, Elisabeth & Sandner, Philipp, 2012. "What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge," Frankfurt School - Working Paper Series 196, Frankfurt School of Finance and Management.
- Martin Hellmich & Stefan Kassberger & Wolfgang M. Schmidt, 2013. "Credit Modeling Under Jump Diffusions With Exponentially Distributed Jumps — Stable Calibration, Dynamics And Gap Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-26.
- Jessen, Cathrine & Lando, David, 2015. "Robustness of distance-to-default," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 493-505.
- Kostka, Genia & Moslener, Ulf & Andreas, Jan G., 2011. "Barriers to energy efficiency improvement: Empirical evidence from small-and-medium sized enterprises in China," Frankfurt School - Working Paper Series 178, Frankfurt School of Finance and Management.
- Libman, Alexander & Kozlov, Vladimir & Schultz, André, 2012.
"Roving bandits in action: Outside option and governmental predation in autocracies,"
Frankfurt School - Working Paper Series
190, Frankfurt School of Finance and Management.
- Alexander Libman & Vladimir Kozlov & André Schultz, 2012. "Roving Bandits in Action: Outside Option and Governmental Predation in Autocracies," Kyklos, Wiley Blackwell, vol. 65(4), pages 526-562, November.
- Yu, Xiaofan, 2011. "A spatial interpretation of the persistency of China's provincial inequality," Frankfurt School - Working Paper Series 171, Frankfurt School of Finance and Management.
- Detering, Nils & Packham, Natalie, 2018. "Model risk of contingent claims," IRTG 1792 Discussion Papers 2018-036, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Tang, Qihe & Tong, Zhiwei & Yang, Yang, 2021. "Large portfolio losses in a turbulent market," European Journal of Operational Research, Elsevier, vol. 292(2), pages 755-769.
- Böing, Philipp & Müller, Elisabeth, 2012. "Technological Capabilities of Chinese Enterprises: Who is Going to Compete Abroad?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62081, Verein für Socialpolitik / German Economic Association.
- Cantia, Catalin & Tunaru, Radu, 2017. "A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 21-35.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009.
"Credit dynamics in a first passage time model with jumps,"
CPQF Working Paper Series
21, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
Cited by:
- Inklaar, Robert & Koetter, Michael & Noth, Felix, 2012. "Who's afraid of big bad banks? Bank competition, SME, and industry growth," Frankfurt School - Working Paper Series 197, Frankfurt School of Finance and Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2013.
"What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies,"
CEP Discussion Papers
dp1193, Centre for Economic Performance, LSE.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2013. "What are the channels for technology sourcing? Panel data evidence from German companies," LSE Research Online Documents on Economics 51524, London School of Economics and Political Science, LSE Library.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2012. "What are the channels for technology sourcing? Panel data evidence from German companies," Frankfurt School - Working Paper Series 187, Frankfurt School of Finance and Management.
- Harhoff, Dietmar, 2012. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Discussion Papers in Business Administration 14327, University of Munich, Munich School of Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2014. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(1), pages 204-224, March.
- Boeing, Philipp & Mueller, Elisabeth & Sandner, Philipp, 2012. "What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge," Frankfurt School - Working Paper Series 196, Frankfurt School of Finance and Management.
- Kostka, Genia & Moslener, Ulf & Andreas, Jan G., 2011. "Barriers to energy efficiency improvement: Empirical evidence from small-and-medium sized enterprises in China," Frankfurt School - Working Paper Series 178, Frankfurt School of Finance and Management.
- Libman, Alexander & Kozlov, Vladimir & Schultz, André, 2012.
"Roving bandits in action: Outside option and governmental predation in autocracies,"
Frankfurt School - Working Paper Series
190, Frankfurt School of Finance and Management.
- Alexander Libman & Vladimir Kozlov & André Schultz, 2012. "Roving Bandits in Action: Outside Option and Governmental Predation in Autocracies," Kyklos, Wiley Blackwell, vol. 65(4), pages 526-562, November.
- Yu, Xiaofan, 2011. "A spatial interpretation of the persistency of China's provincial inequality," Frankfurt School - Working Paper Series 171, Frankfurt School of Finance and Management.
- Böing, Philipp & Müller, Elisabeth, 2012. "Technological Capabilities of Chinese Enterprises: Who is Going to Compete Abroad?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62081, Verein für Socialpolitik / German Economic Association.
- Packham, Natalie & Schmidt, Wolfgang M., 2008.
"Latin hypercube sampling with dependence and applications in finance,"
CPQF Working Paper Series
15, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
Cited by:
- Inklaar, Robert & Koetter, Michael & Noth, Felix, 2012. "Who's afraid of big bad banks? Bank competition, SME, and industry growth," Frankfurt School - Working Paper Series 197, Frankfurt School of Finance and Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2013.
"What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies,"
CEP Discussion Papers
dp1193, Centre for Economic Performance, LSE.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2013. "What are the channels for technology sourcing? Panel data evidence from German companies," LSE Research Online Documents on Economics 51524, London School of Economics and Political Science, LSE Library.
- Harhoff, Dietmar & Mueller, Elisabeth & Van Reenen, John, 2012. "What are the channels for technology sourcing? Panel data evidence from German companies," Frankfurt School - Working Paper Series 187, Frankfurt School of Finance and Management.
- Harhoff, Dietmar, 2012. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Discussion Papers in Business Administration 14327, University of Munich, Munich School of Management.
- Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2014. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(1), pages 204-224, March.
- Boeing, Philipp & Mueller, Elisabeth & Sandner, Philipp, 2012. "What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge," Frankfurt School - Working Paper Series 196, Frankfurt School of Finance and Management.
- Packham, Natalie & Woebbeking, Fabian, 2021. "Correlation scenarios and correlation stress testing," IRTG 1792 Discussion Papers 2021-012, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Jangho Park & Rebecca Stockbridge & Güzin Bayraksan, 2021. "Variance reduction for sequential sampling in stochastic programming," Annals of Operations Research, Springer, vol. 300(1), pages 171-204, May.
- N. Packham & F. Woebbeking, 2021. "Correlation scenarios and correlation stress testing," Papers 2107.06839, arXiv.org, revised Sep 2022.
- Kostka, Genia & Moslener, Ulf & Andreas, Jan G., 2011. "Barriers to energy efficiency improvement: Empirical evidence from small-and-medium sized enterprises in China," Frankfurt School - Working Paper Series 178, Frankfurt School of Finance and Management.
- Libman, Alexander & Kozlov, Vladimir & Schultz, André, 2012.
"Roving bandits in action: Outside option and governmental predation in autocracies,"
Frankfurt School - Working Paper Series
190, Frankfurt School of Finance and Management.
- Alexander Libman & Vladimir Kozlov & André Schultz, 2012. "Roving Bandits in Action: Outside Option and Governmental Predation in Autocracies," Kyklos, Wiley Blackwell, vol. 65(4), pages 526-562, November.
- Yu, Xiaofan, 2011. "A spatial interpretation of the persistency of China's provincial inequality," Frankfurt School - Working Paper Series 171, Frankfurt School of Finance and Management.
- Markus Hofer & Maria Rita Iacò, 2014. "Optimal Bounds for Integrals with Respect to Copulas and Applications," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 999-1011, June.
- Georg Mainik, 2015. "Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions," Papers 1508.02749, arXiv.org.
- Arbenz, Philipp & Hummel, Christoph & Mainik, Georg, 2012. "Copula based hierarchical risk aggregation through sample reordering," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 122-133.
- Böing, Philipp & Müller, Elisabeth, 2012. "Technological Capabilities of Chinese Enterprises: Who is Going to Compete Abroad?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62081, Verein für Socialpolitik / German Economic Association.
Articles
- Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013.
"Credit gap risk in a first passage time model with jumps,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
See citations under working paper version above.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit gap risk in a first passage time model with jumps," CPQF Working Paper Series 22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Christina E. Bannier & Eberhard Feess & Natalie Packham, 2013.
"Competition, Bonuses, and Risk-taking in the Banking Industry,"
Review of Finance, European Finance Association, vol. 17(2), pages 653-690.
Cited by:
- Vithessonthi, Chaiporn & Tongurai, Jittima, 2016. "Financial markets development, business cycles, and bank risk in South America," Research in International Business and Finance, Elsevier, vol. 36(C), pages 472-484.
- Thanassoulis, John, 2014.
"Bank pay caps, bank risk, and macroprudential regulation,"
Journal of Banking & Finance, Elsevier, vol. 48(C), pages 139-151.
- John Thanassoulis, 2012. "Bank Pay Caps, Bank Risk, and Macroprudential Regulation," Economics Series Working Papers 636, University of Oxford, Department of Economics.
- Axel Wieneke, 2016. "Better Financial Innovation via Innovative Finance of Supervisors," Economic Papers, The Economic Society of Australia, vol. 35(1), pages 16-23, March.
- Gietl, Daniel, 2018. "Overconfidence and Bailouts," Rationality and Competition Discussion Paper Series 132, CRC TRR 190 Rationality and Competition.
- Hendrik Hakenes & Isabel Schnabel, 2013.
"Bank Bonuses and Bail-Outs,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2013_03, Max Planck Institute for Research on Collective Goods.
- Hendrik Hakenes & Isabel Schnabel, 2014. "Bank Bonuses and Bailouts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 259-288, February.
- Schnabel, Isabel & Hakenes, Hendrik, 2012. "Bank Bonuses and Bail-outs," CEPR Discussion Papers 8852, C.E.P.R. Discussion Papers.
- Larry D. Wall, 2020.
"Is stricter regulation of incentive compensation the missing piece?,"
Journal of Banking Regulation, Palgrave Macmillan, vol. 21(1), pages 82-94, March.
- Larry D. Wall, 2019. "Is Stricter Regulation of Incentive Compensation the Missing Piece?," FRB Atlanta Working Paper 2019-6, Federal Reserve Bank of Atlanta.
- Josef Falkinger & Michel A. Habib, 2021. "Managerial discretion and shareholder capital at risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(7-8), pages 1215-1245, July.
- Bannier, Christina E. & Feess, Eberhard & Packham, Natalie, 2014.
"Incentive schemes, private information and the double-edged role of competition for agents,"
CFS Working Paper Series
475, Center for Financial Studies (CFS).
- Christina Bannier & Eberhard Feess & Natalie Packham & Markus Walzl, 2016. "Incentive schemes, private information and the double-edged role of competition for agents," Working Papers 2016-20, Faculty of Economics and Statistics, Universität Innsbruck.
- Christina E. Bannier & Eberhard Feess & Natalie Packham & Markus Walzl, 2021.
"Differentiation and Risk Aversion in Imperfectly Competitive Labor Markets,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 177(1), pages 1-27.
- Christina E. Bannier & Eberhard Feess & Natalie Packham & Markus Walzl, 2020. "Differentiation and Risk-Aversion in Imperfectly Competitive Labor Markets," Working Papers 2020-15, Faculty of Economics and Statistics, Universität Innsbruck.
- Sakalauskaite, Ieva & Harris, Qun, 2022. "Measuring the effects of bank remuneration rules: evidence from the UK," Bank of England working papers 1008, Bank of England.
- Gietl, Daniel & Haufler, Andreas, 2018.
"Bonus taxes and international competition for bank managers,"
European Economic Review, Elsevier, vol. 110(C), pages 41-60.
- Daniel Gietl & Andreas Haufler, 2017. "Bonus Taxes and International Competition for Bank Managers," CESifo Working Paper Series 6495, CESifo.
- Gietl, Daniel & Haufler, Andreas, 2016. "Bonus Taxes and International Competition for Bank Managers," VfS Annual Conference 2016 (Augsburg): Demographic Change 145615, Verein für Socialpolitik / German Economic Association.
- Gietl, Daniel & Haufler, Andreas, 2017. "Bonus Taxes and International Competition for Bank Managers," Rationality and Competition Discussion Paper Series 34, CRC TRR 190 Rationality and Competition.
- Carlos Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2013.
"Revenge of the steamroller: ABCP as a window on risk choices,"
International Finance Discussion Papers
1076, Board of Governors of the Federal Reserve System (U.S.).
- Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter, 2020. "Revenge of the Steamroller: ABCP as a Window on Risk Choices," Review of Finance, European Finance Association, vol. 24(3), pages 497-528.
- Hau, Harald & Steinbrecher, Johannes & Kampkötter, Patrick & Efing, Matthias, 2014.
"Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks,"
CEPR Discussion Papers
10217, C.E.P.R. Discussion Papers.
- Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," CESifo Working Paper Series 4984, CESifo.
- Matthias EFING & Harald HAU & Patrick KAMPKÖTTER & Johannes STEINBRECHER, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," Swiss Finance Institute Research Paper Series 14-55, Swiss Finance Institute, revised Dec 2014.
- Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," NBER Working Papers 20468, National Bureau of Economic Research, Inc.
- Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Steinbrecher, Johannes, 2015. "Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks," Journal of International Economics, Elsevier, vol. 96(S1), pages 123-140.
- Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2014, pages 123-140, National Bureau of Economic Research, Inc.
- Eberhard Feess & Ansgar Wohlschlegel, 2018.
"Bank capital requirements and mandatory deferral of compensation,"
Journal of Regulatory Economics, Springer, vol. 53(2), pages 206-242, April.
- Feess, Eberhard & Wohlschlegel, Ansgar, 2014. "Bank Capital Requirements and Mandatory Deferral of Compensation," MPRA Paper 59456, University Library of Munich, Germany.
- Hendrik Hakenes & Isabel Schnabel, 2012. "Bank Bonuses and Bail-outs," Working Papers 1203, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Jennifer Kunz & Mathias Heitz, 2021. "Banks’ risk culture and management control systems: A systematic literature review," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 32(4), pages 439-493, December.
- Guoping Liu & Jerry Sun, 2024. "Independent legal directors’ attitudes toward bank CEO stock option awards," European Journal of Law and Economics, Springer, vol. 58(1), pages 149-173, August.
- Vithessonthi, Chaiporn, 2023.
"The consequences of bank loan growth: Evidence from Asia,"
International Review of Economics & Finance, Elsevier, vol. 83(C), pages 252-270.
- Chaiporn Vithessonthi, 2016. "Consequences of Bank Loan Growth: Evidence from Asia," PIER Discussion Papers 19, Puey Ungphakorn Institute for Economic Research.
- Woon Sau Leung & Wei Song & Jie Chen, 2018. "Does Bank Stakeholder Orientation Enhance Financial Stability? Evidence from a Natural Experiment," Working Papers 2018-14, Swansea University, School of Management.
- Shah, Syed Zulfiqar Ali & Akbar, Saeed & Liu, Jia & Liu, Ziyu & Cao, Sichen, 2017. "CEO compensation and banks’ risk-taking during pre and post financial crisis periods," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1489-1503.
- Gietl, Daniel & Kassner, Bernhard, 2020.
"Managerial Overconfidence and Bank Bailouts,"
Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 202-222.
- Gietl, Daniel & Kassner, Bernhard, 2020. "Managerial Overconfidence and Bank Bailouts," Munich Reprints in Economics 84745, University of Munich, Department of Economics.
- Lee, Chien-Chiang & Wang, Chih-Wei & Wu, Yu-Ching, 2023. "CEO inside debt and downside risk: Evidence from internal and external environments," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Maximilian von Ehrlich & Doina Radulescu, 2017. "The taxation of bonuses and its effect on executive compensation and risk‐taking: Evidence from the UK experience," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 26(3), pages 712-731, September.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (2) 2012-09-03 2014-06-02
- NEP-BAN: Banking (1) 2012-09-03
- NEP-BEC: Business Economics (1) 2014-12-03
- NEP-CTA: Contract Theory and Applications (1) 2014-12-03
- NEP-ECM: Econometrics (1) 2012-09-03
- NEP-GER: German Papers (1) 2012-09-03
- NEP-HRM: Human Capital and Human Resource Management (1) 2014-12-03
- NEP-IFN: International Finance (1) 2013-09-28
- NEP-MAC: Macroeconomics (1) 2013-09-28
- NEP-MIC: Microeconomics (1) 2014-12-03
- NEP-ORE: Operations Research (1) 2012-09-03
- NEP-TRA: Transition Economics (1) 2013-09-28
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Natalie Packham should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.