Details about Kasper Roszbach
Access statistics for papers by Kasper Roszbach.
Last updated 2020-08-31. Update your information in the RePEc Author Service.
Short-id: pro102
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Working Papers
2019
- Collateral damaged? Priority structure, credit supply, and firm performance
Working Paper, Norges Bank
2016
- Collateral damage? On collateral, corporate financing and performance
Working Paper Series, European Central Bank View citations (4)
- Credit Ratings, Private Information, and Bank Monitoring Ability
Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
See also Journal Article in Journal of Financial Intermediation (2018)
2013
- Credit ratings and bank monitoring ability
Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010)  Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (1) Other publications TiSEM, Tilburg University, School of Economics and Management (2010)  Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (6)
2012
- Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
2012 Meeting Papers, Society for Economic Dynamics 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011)  Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2012) View citations (2) Other publications TiSEM, Tilburg University, School of Economics and Management (2011)  Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (6)
2011
- Firm default and aggregate fluctuations
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (12) Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) View citations (8) Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (8)
See also Journal Article in Journal of the European Economic Association (2013)
2008
- Governing the Governors: A Clinical Study of Central Banks
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (4)
2005
- Exploring Interactions between Real Activity and the Financial Stance
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (45)
See also Journal Article in Journal of Financial Stability (2005)
2004
- Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)
See also Journal Article in Journal of Financial Services Research (2005)
- Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (8)
2003
- Bank Lending Policy, Credit Scoring and the Survival of Loans
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (19)
Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (1)
See also Journal Article in The Review of Economics and Statistics (2004)
- Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (1)
See also Journal Article in Journal of Banking & Finance (2006)
2002
- Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (14)
1998
- Bank Lending Policy, Credit Scoring and Value at Risk
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (4)
Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (5)
See also Journal Article in Journal of Banking & Finance (2003)
- Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (2)
Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (2)
- Eurodynamics in the Netherlands: results of the seventh DNB euro survey
WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department
1997
- Reaction Function Estimation when Central Banks Face Adjustment Costs
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
1995
- Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (7)
Journal Articles
2018
- Credit ratings, private information, and bank monitoring ability
Journal of Financial Intermediation, 2018, 36, (C), 58-73 View citations (2)
See also Working Paper (2016)
2016
- Collateralization, Bank Loan Rates, and Monitoring
Journal of Finance, 2016, 71, (3), 1295-1322 View citations (37)
2015
- Finance and growth: Time series evidence on causality
Journal of Financial Stability, 2015, 19, (C), 105-118 View citations (41)
2014
- Financial Stability and Central Bank Governance
International Journal of Central Banking, 2014, 10, (4), 31-68 View citations (9)
2013
- FIRM DEFAULT AND AGGREGATE FLUCTUATIONS
Journal of the European Economic Association, 2013, 11, (4), 945-972 View citations (19)
See also Working Paper (2011)
2007
- Corporate credit risk modeling and the macroeconomy
Journal of Banking & Finance, 2007, 31, (3), 845-868 View citations (94)
2006
- Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies
Journal of Banking & Finance, 2006, 30, (7), 1899-1926 View citations (34)
See also Working Paper (2003)
2005
- Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Journal of Financial Services Research, 2005, 28, (1), 43-75 View citations (29)
See also Working Paper (2004)
- Exploring interactions between real activity and the financial stance
Journal of Financial Stability, 2005, 1, (3), 308-341 View citations (50)
See also Working Paper (2005)
2004
- Bank Lending Policy, Credit Scoring, and the Survival of Loans
The Review of Economics and Statistics, 2004, 86, (4), 946-958 View citations (30)
See also Working Paper (2003)
2003
- Bank lending policy, credit scoring and value-at-risk
Journal of Banking & Finance, 2003, 27, (4), 615-633 View citations (29)
See also Working Paper (1998)
2001
- Dormancy risk and expected profits of consumer loans
Journal of Banking & Finance, 2001, 25, (4), 717-739 View citations (8)
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