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 4 96 1 2 14 322
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 18 1 1 1 46
Evaluation of minimum capital requirements for bank loans to SMEs 0 0 0 105 1 1 2 406
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks 0 0 3 38 1 3 10 203
Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors 0 0 0 27 0 1 2 98
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 0 17 1 1 3 67
Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans 0 0 2 56 1 2 6 100
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans 0 0 2 56 2 3 8 155
The term structure of currency hedge ratios 0 0 0 29 0 0 3 157
Total Working Papers 0 0 11 442 8 14 49 1,554


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 3 59 0 3 12 166
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 13 0 0 0 53
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth 0 0 2 20 1 1 4 104
Many a little makes a mickle: Stress testing small and medium-sized German banks 0 1 4 23 0 2 5 75
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 1 10 0 0 1 54
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 2 59 0 1 9 225
THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS 0 0 0 1 0 0 0 9
Total Journal Articles 0 1 12 194 1 7 31 758


Statistics updated 2025-03-03