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Details about Philipp Koziol

Homepage:http://www.bundesbank.de/research_philipp_koziol
Workplace:European Central Bank, (more information at EDIRC)
Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)
Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Georg-August-Universität Göttingen (University of Gottingen), (more information at EDIRC)

Access statistics for papers by Philipp Koziol.

Last updated 2019-03-11. Update your information in the RePEc Author Service.

Short-id: pko460


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Working Papers

2016

  1. Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans
    Débats économiques et financiers, Banque de France Downloads View citations (5)
    Also in Discussion Papers, Deutsche Bundesbank (2016) Downloads View citations (8)

2015

  1. Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
  2. Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks
    Discussion Papers, Deutsche Bundesbank Downloads
  3. Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (1)
    Also in Discussion Papers, Deutsche Bundesbank (2015) Downloads View citations (1)

    See also Journal Article in The Quarterly Review of Economics and Finance (2016)

2014

  1. Do correlated defaults matter for CDS premia? An empirical analysis
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
    See also Journal Article in Review of Derivatives Research (2015)

2013

  1. Evaluation of minimum capital requirements for bank loans to SMEs
    Discussion Papers, Deutsche Bundesbank Downloads View citations (7)

2009

  1. The term structure of currency hedge ratios
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) Downloads
    See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2011)

Journal Articles

2018

  1. Many a little makes a mickle: Stress testing small and medium-sized German banks
    The Quarterly Review of Economics and Finance, 2018, 68, (C), 237-253 Downloads View citations (1)

2017

  1. An analysis of the consistency of banks’ internal ratings
    Journal of Banking & Finance, 2017, 78, (C), 27-41 Downloads View citations (13)

2016

  1. Market discipline across bank governance models: Empirical evidence from German depositors
    The Quarterly Review of Economics and Finance, 2016, 61, (C), 126-138 Downloads View citations (7)
    See also Working Paper (2015)

2015

  1. Do correlated defaults matter for CDS premia? An empirical analysis
    Review of Derivatives Research, 2015, 18, (3), 191-224 Downloads View citations (3)
    See also Working Paper (2014)

2014

  1. Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth
    The Quarterly Review of Economics and Finance, 2014, 54, (4), 459-472 Downloads

2011

  1. Negative default dependence in supplier networks
    International Journal of Production Economics, 2011, 134, (2), 398-406 Downloads View citations (2)
  2. THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS
    International Journal of Theoretical and Applied Finance (IJTAF), 2011, 14, (04), 525-557 Downloads
    See also Working Paper (2009)

2009

  1. Supplier default dependencies: Empirical evidence from the automotive industry
    European Journal of Operational Research, 2009, 199, (1), 150-161 Downloads View citations (15)
 
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