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 1 96 1 2 9 327
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 18 1 1 2 47
Evaluation of minimum capital requirements for bank loans to SMEs 0 0 0 105 0 0 2 406
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks 0 0 1 38 0 0 6 204
Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors 0 0 1 28 2 3 6 103
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 0 17 0 1 2 68
Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 1 1 3 101
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 0 0 3 155
The term structure of currency hedge ratios 0 0 0 29 0 1 3 158
Total Working Papers 0 0 3 443 5 9 36 1,569


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 2 60 0 2 10 170
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 0 20 0 1 3 105
Many a little makes a mickle: Stress testing small and medium-sized German banks 0 1 3 25 0 1 4 77
Market discipline across bank governance models: Empirical evidence from German depositors 1 1 1 11 1 2 2 56
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 0 3 5 228
THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS 0 0 0 1 0 0 1 10
Total Journal Articles 1 2 6 198 1 9 25 771


Statistics updated 2025-10-06