Details about Kasper Roszbach
Access statistics for papers by Kasper Roszbach.
Last updated 2022-10-24. 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 (5)
- Credit Ratings, Private Information, and Bank Monitoring Ability
Working Papers, Federal Reserve Bank of Philadelphia View citations (6)
See also Journal Article Credit ratings, private information, and bank monitoring ability, Journal of Financial Intermediation, Elsevier (2018) View citations (11) (2018)
2013
- Credit ratings and bank monitoring ability
Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (8) Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (4) Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (4) Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (4)
2012
- Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)
Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (6) Other publications TiSEM, Tilburg University, School of Economics and Management (2011) View citations (6) Other publications TiSEM, Tilburg University, School of Economics and Management (2011) View citations (6) 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (3)
2011
- Firm default and aggregate fluctuations
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (8) 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)
See also Journal Article FIRM DEFAULT AND AGGREGATE FLUCTUATIONS, Journal of the European Economic Association, European Economic Association (2013) View citations (29) (2013)
2008
- Governing the Governors: A Clinical Study of Central Banks
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (14)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (14)
2005
- Exploring Interactions between Real Activity and the Financial Stance
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (49)
See also Journal Article Exploring interactions between real activity and the financial stance, Journal of Financial Stability, Elsevier (2005) View citations (55) (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 Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?, Journal of Financial Services Research, Springer (2005) View citations (33) (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 (26)
Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (2)
See also Journal Article Bank Lending Policy, Credit Scoring, and the Survival of Loans, The Review of Economics and Statistics, MIT Press (2004) View citations (40) (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 Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies, Journal of Banking & Finance, Elsevier (2006) View citations (40) (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 (16)
1998
- Bank Lending Policy, Credit Scoring and Value at Risk
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (5)
Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (5)
See also Journal Article Bank lending policy, credit scoring and value-at-risk, Journal of Banking & Finance, Elsevier (2003) View citations (38) (2003)
- Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)
Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (3)
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 (8)
Journal Articles
2018
- Credit ratings, private information, and bank monitoring ability
Journal of Financial Intermediation, 2018, 36, (C), 58-73 View citations (11)
See also Working Paper Credit Ratings, Private Information, and Bank Monitoring Ability, Working Papers (2016) View citations (6) (2016)
2016
- Collateralization, Bank Loan Rates, and Monitoring
Journal of Finance, 2016, 71, (3), 1295-1322 View citations (98)
2015
- Finance and growth: Time series evidence on causality
Journal of Financial Stability, 2015, 19, (C), 105-118 View citations (64)
2014
- Financial Stability and Central Bank Governance
International Journal of Central Banking, 2014, 10, (4), 31-68 View citations (10)
2013
- FIRM DEFAULT AND AGGREGATE FLUCTUATIONS
Journal of the European Economic Association, 2013, 11, (4), 945-972 View citations (29)
See also Working Paper Firm default and aggregate fluctuations, International Finance Discussion Papers (2011) View citations (4) (2011)
2007
- Corporate credit risk modeling and the macroeconomy
Journal of Banking & Finance, 2007, 31, (3), 845-868 View citations (122)
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 (40)
See also Working Paper Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies, Working Paper Series (2003) View citations (1) (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 (33)
See also Working Paper Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?, Working Paper Series (2004) View citations (3) (2004)
- Exploring interactions between real activity and the financial stance
Journal of Financial Stability, 2005, 1, (3), 308-341 View citations (55)
See also Working Paper Exploring Interactions between Real Activity and the Financial Stance, Working Paper Series (2005) View citations (49) (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 (40)
See also Working Paper Bank Lending Policy, Credit Scoring and the Survival of Loans, Working Paper Series (2003) View citations (26) (2003)
2003
- Bank lending policy, credit scoring and value-at-risk
Journal of Banking & Finance, 2003, 27, (4), 615-633 View citations (38)
See also Working Paper Bank Lending Policy, Credit Scoring and Value at Risk, Working Paper Series (1998) View citations (5) (1998)
2001
- Dormancy risk and expected profits of consumer loans
Journal of Banking & Finance, 2001, 25, (4), 717-739 View citations (9)
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