Access Statistics for Kasper Roszbach
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 |
| Bank Lending Policy, Credit Scoring and Value at Risk |
0 |
0 |
0 |
613 |
0 |
0 |
1 |
2,084 |
| Bank Lending Policy, Credit Scoring and Value at Risk |
0 |
0 |
2 |
2,308 |
0 |
0 |
4 |
7,380 |
| Bank Lending Policy, Credit Scoring and the Survival of Loans |
0 |
0 |
0 |
815 |
1 |
2 |
6 |
2,063 |
| Bank Lending Policy, Credit Scoring and the Survival of Loans |
0 |
0 |
0 |
1,479 |
1 |
2 |
3 |
6,122 |
| Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy |
0 |
0 |
0 |
1,732 |
2 |
2 |
4 |
5,024 |
| Collateral damage? On collateral, corporate financing and performance |
0 |
0 |
0 |
30 |
1 |
1 |
3 |
119 |
| Collateral damaged? Priority structure, credit supply, and firm performance |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
22 |
| Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
| Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment |
0 |
0 |
2 |
64 |
1 |
2 |
8 |
190 |
| Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
68 |
| Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment |
0 |
0 |
0 |
62 |
0 |
1 |
3 |
216 |
| Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
14 |
| Credit Ratings and Bank Monitoring Ability |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
63 |
| Credit Ratings and Bank Monitoring Ability |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
| Credit Ratings and Bank Monitoring Ability |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Credit Ratings, Private Information, and Bank Monitoring Ability |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
97 |
| Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? |
0 |
0 |
0 |
1,363 |
1 |
1 |
5 |
5,150 |
| Credit ratings and bank monitoring ability |
0 |
0 |
0 |
127 |
1 |
1 |
1 |
480 |
| Credit ratings and bank monitoring ability |
0 |
0 |
0 |
54 |
1 |
2 |
3 |
158 |
| Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk |
0 |
0 |
0 |
261 |
1 |
1 |
2 |
989 |
| Duration of consumer loans and bank lending policy: dormancy versus default risk |
0 |
0 |
0 |
646 |
2 |
3 |
4 |
3,067 |
| Exploring Interactions between Real Activity and the Financial Stance |
0 |
0 |
0 |
228 |
0 |
0 |
0 |
621 |
| Firm Default and Aggregate Fluctuations |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
156 |
| Firm Default and Aggregate Fluctuations |
0 |
0 |
0 |
113 |
0 |
0 |
4 |
299 |
| Firm default and aggregate fluctuations |
0 |
0 |
0 |
65 |
1 |
2 |
3 |
179 |
| Firm default and aggregate fluctuations |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
300 |
| Governing the Governors: A Clinical Study of Central Banks |
0 |
0 |
0 |
116 |
1 |
2 |
6 |
314 |
| Governing the Governors: A Clinical Study of Central Banks |
0 |
0 |
1 |
223 |
1 |
1 |
5 |
553 |
| Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies |
0 |
0 |
0 |
587 |
0 |
0 |
0 |
1,606 |
| Is Firm Interdependence within Industries Important for Portfolio Credit Risk? |
0 |
0 |
0 |
183 |
0 |
0 |
1 |
894 |
| Reaction Function Estimation when Central Banks Face Adjustment Costs |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
973 |
| Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy |
0 |
0 |
1 |
63 |
0 |
0 |
1 |
1,388 |
| Total Working Papers |
0 |
0 |
6 |
11,358 |
15 |
24 |
75 |
40,612 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Bank Lending Policy, Credit Scoring, and the Survival of Loans |
0 |
0 |
0 |
567 |
2 |
2 |
7 |
2,893 |
| Bank lending policy, credit scoring and value-at-risk |
0 |
0 |
0 |
198 |
1 |
1 |
6 |
555 |
| Collateralization, Bank Loan Rates, and Monitoring |
0 |
0 |
3 |
61 |
0 |
2 |
9 |
198 |
| Corporate credit risk modeling and the macroeconomy |
0 |
1 |
6 |
385 |
1 |
4 |
10 |
930 |
| Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? |
0 |
0 |
0 |
153 |
0 |
1 |
3 |
604 |
| Credit ratings, private information, and bank monitoring ability |
0 |
0 |
2 |
23 |
2 |
2 |
7 |
112 |
| Dormancy risk and expected profits of consumer loans |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
282 |
| Exploring interactions between real activity and the financial stance |
0 |
0 |
0 |
117 |
2 |
4 |
7 |
333 |
| FIRM DEFAULT AND AGGREGATE FLUCTUATIONS |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
130 |
| Finance and growth: Time series evidence on causality |
0 |
0 |
1 |
85 |
0 |
0 |
6 |
310 |
| Financial Stability and Central Bank Governance |
0 |
0 |
1 |
33 |
0 |
1 |
4 |
151 |
| Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies |
0 |
0 |
1 |
129 |
2 |
2 |
7 |
494 |
| Total Journal Articles |
0 |
1 |
14 |
1,882 |
10 |
20 |
69 |
6,992 |
|
|
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