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 6 13 27 350
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 18 1 2 7 53
Evaluation of minimum capital requirements for bank loans to SMEs 0 0 1 106 1 2 9 415
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks 0 0 0 38 4 9 13 216
Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors 0 0 1 28 3 5 14 113
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 0 17 4 6 13 80
Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 1 4 13 113
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 3 5 13 168
The term structure of currency hedge ratios 0 0 1 30 3 4 8 165
Total Working Papers 0 0 3 445 26 50 117 1,673


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 0 60 2 10 18 186
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 13 0 1 7 60
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth 0 0 0 20 3 5 14 118
Many a little makes a mickle: Stress testing small and medium-sized German banks 0 0 1 25 4 8 20 96
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 2 12 5 7 17 71
Negative default dependence in supplier networks 0 0 0 9 1 1 2 74
Supplier default dependencies: Empirical evidence from the automotive industry 1 1 1 60 2 5 14 239
THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS 0 0 0 1 2 2 5 15
Total Journal Articles 1 1 4 200 19 39 97 859


Statistics updated 2026-05-06