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 3 9 18 340
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 18 0 4 5 51
Evaluation of minimum capital requirements for bank loans to SMEs 0 1 1 106 1 8 8 414
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks 0 0 0 38 2 5 6 209
Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors 0 0 1 28 1 5 11 109
Market discipline across bank governance models: Empirical evidence from German depositors 0 0 0 17 1 6 8 75
Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 2 8 11 111
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans 0 0 0 56 1 7 9 164
The term structure of currency hedge ratios 0 0 1 30 1 3 5 162
Total Working Papers 0 1 3 445 12 55 81 1,635


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 1 7 11 177
Do correlated defaults matter for CDS premia? An empirical analysis 0 0 0 13 1 5 7 60
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth 0 0 0 20 2 9 11 115
Many a little makes a mickle: Stress testing small and medium-sized German banks 0 0 2 25 1 11 14 89
Market discipline across bank governance models: Empirical evidence from German depositors 0 1 2 12 0 4 10 64
Negative default dependence in supplier networks 0 0 0 9 0 1 1 73
Supplier default dependencies: Empirical evidence from the automotive industry 0 0 0 59 0 5 9 234
THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS 0 0 0 1 0 3 4 13
Total Journal Articles 0 1 5 199 5 45 67 825


Statistics updated 2026-03-04