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 0 4 10 331
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 18 1 1 3 48
Evaluation of minimum capital requirements for bank loans to SMEs 0 0 0 105 2 2 3 408
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks 0 0 0 38 0 0 2 204
Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors 0 0 1 28 0 1 7 104
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 0 17 1 2 4 70
Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 1 3 6 104
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 2 4 7 159
The term structure of currency hedge ratios 0 1 1 30 1 2 3 160
Total Working Papers 0 1 2 444 8 19 45 1,588


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 6 170
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 13 1 3 3 56
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth 0 0 0 20 3 4 6 109
Many a little makes a mickle: Stress testing small and medium-sized German banks 0 0 3 25 1 2 6 79
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 1 11 2 6 8 62
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 4 5 9 233
THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS 0 0 0 1 1 1 2 11
Total Journal Articles 0 0 5 198 12 21 40 792


Statistics updated 2026-01-09