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 2 4 28 354
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 18 0 0 7 53
Evaluation of minimum capital requirements for bank loans to SMEs 0 0 1 106 0 2 11 417
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks 0 0 0 38 0 1 13 217
Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors 0 0 0 28 0 2 15 115
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 0 17 0 1 13 81
Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 0 5 18 118
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 0 2 15 170
The term structure of currency hedge ratios 0 0 1 30 0 1 8 166
Total Working Papers 0 0 2 445 2 18 128 1,691


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 0 1 19 187
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 13 0 0 7 60
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth 0 0 0 20 0 0 14 118
Many a little makes a mickle: Stress testing small and medium-sized German banks 0 0 1 25 0 2 22 98
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 2 12 1 1 18 72
Negative default dependence in supplier networks 0 0 0 9 0 0 2 74
Supplier default dependencies: Empirical evidence from the automotive industry 0 0 1 60 2 4 17 243
THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS 0 0 0 1 1 2 7 17
Total Journal Articles 0 0 4 200 4 10 106 869


Statistics updated 2026-08-07