Access Statistics for Philipp Koziol

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 risk stress testing and copulas: Is the Gaussian copula better than its reputation? 0 0 0 96 3 5 11 331
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 18 0 1 2 47
Evaluation of minimum capital requirements for bank loans to SMEs 0 0 0 105 0 0 1 406
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks 0 0 0 38 0 0 4 204
Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors 0 0 1 28 0 3 7 104
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 0 17 1 1 3 69
Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 1 3 5 103
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 1 2 5 157
The term structure of currency hedge ratios 1 1 1 30 1 1 2 159
Total Working Papers 1 1 2 444 7 16 40 1,580


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An analysis of the consistency of banks’ internal ratings 0 0 1 60 0 0 7 170
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 13 2 2 2 55
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth 0 0 0 20 1 1 3 106
Many a little makes a mickle: Stress testing small and medium-sized German banks 0 0 3 25 0 1 5 78
Market discipline across bank governance models: Empirical evidence from German depositors 0 1 1 11 2 5 6 60
Negative default dependence in supplier networks 0 0 0 9 0 0 0 72
Supplier default dependencies: Empirical evidence from the automotive industry 0 0 0 59 1 1 5 229
THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS 0 0 0 1 0 0 1 10
Total Journal Articles 0 1 5 198 6 10 29 780


Statistics updated 2025-12-06