Philipp Koziol : Citation Profile


Are you Philipp Koziol?

European Central Bank (98% share)
Deutsche Bundesbank (1% share)
Georg-August-Universität Göttingen (1% share)

5

H index

2

i10 index

58

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 6
   Journals where Philipp Koziol has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (4.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko460
   Updated: 2020-11-28    RAS profile: 2019-03-11    
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Relations with other researchers


Works with:

Dietsch, Michel (2)

DIETSCH, Michel (2)

fraisse, henri (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philipp Koziol.

Is cited by:

Billio, Monica (2)

Rodriguez-Moreno, Maria (2)

Pelizzon, Loriana (2)

Abbassi, Puriya (2)

Mayordomo, Sergio (2)

Ambrocio, Gene (1)

Foos, Daniel (1)

Pliszka, Kamil (1)

Borel-Mathurin, Fabrice (1)

Parisi, Laura (1)

Lé, Mathias (1)

Cites to:

Svensson, Lars (10)

Kick, Thomas (9)

Lepetit, Laetitia (8)

TARAZI, Amine (8)

NYS, Emmanuelle (7)

Gordy, Michael (5)

Schuermann, Til (5)

Duffie, Darrell (5)

Dietsch, Michel (4)

Drehmann, Mathias (4)

Engle, Robert (4)

Main data


Where Philipp Koziol has published?


Journals with more than one article published# docs
The Quarterly Review of Economics and Finance3

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank6

Recent works citing Philipp Koziol (2020 and 2019)


YearTitle of citing document
2019Asset correlation estimation for inhomogeneous exposure pools. (2019). Wunderer, Christoph . In: Papers. RePEc:arx:papers:1701.02028.

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2020The impact of the IRB approach on the relationship between the cost of credit for public companies and financial market conditions. (2020). Gallo, Raffaele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1290_20.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

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2019Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment. (2019). Lé, Mathias ; fraisse, henri ; Dietsch, Michel ; Le, Mathias ; Lecarpentier, Sandrine. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-12.

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2019Behind the scenes of the beauty contest: window dressing and the G-SIB framework. (2019). Wedow, Michael ; Parisi, Laura ; Mangiante, Giacomo ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192298.

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2020Deposit structure, market discipline, and ownership type: Evidence from Indonesia. (2020). TARAZI, Amine ; Ariefianto, Mochammad Doddy ; Pamungkas, Putra ; Trinugroho, Irwan. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518304692.

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2020Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. (2020). Andreeva, Galina ; Crook, Jonathan ; Wang, Zheqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:725-738.

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2019Supervisory enforcement actions and bank deposits. (2019). Delis, Manthos ; Staikouras, Panagiotis K ; Tsoumas, Chris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:110-123.

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2019Credit Scoring in SME Asset-Backed Securities: An Italian Case Study. (2019). Billio, Monica ; Pelizzon, Loriana ; Costola, Michele ; Bedin, Andrea. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:89-:d:232160.

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2020Model and estimation risk in credit risk stress tests. (2020). Grundke, Peter ; Tuchscherer, Michael ; Pliszka, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00840-5.

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2019Globalization, regulation and profitability of banks: a comparative analysis of Europe, United States, India and China. (2019). Paulet, Elisabeth ; Mavoori, Hareesh . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:16:y:2019:i:2:p:127-170.

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2019Model and estimation risk in credit risk stress tests. (2019). Pliszka, Kamil ; Tuchscherer, Michael ; Grundke, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092019.

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2020Does greater transparency discipline the loan loss provisioning of privately held banks?. (2020). Riepe, Jan ; Foos, Daniel ; Bischof, Jannis. In: Discussion Papers. RePEc:zbw:bubdps:402020.

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2019Credit scoring in SME asset-backed securities: An Italian case study. (2019). Billio, Monica ; Pelizzon, Loriana ; Costola, Michele ; Bedin, Andrea. In: SAFE Working Paper Series. RePEc:zbw:safewp:262.

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Works by Philipp Koziol:


YearTitleTypeCited
2016Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans In: Débats économiques et financiers.
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paper8
2016Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2009Supplier default dependencies: Empirical evidence from the automotive industry In: European Journal of Operational Research.
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article16
2017An analysis of the consistency of banks’ internal ratings In: Journal of Banking & Finance.
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article13
2011Negative default dependence in supplier networks In: International Journal of Production Economics.
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article2
2014Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth In: The Quarterly Review of Economics and Finance.
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article0
2016Market discipline across bank governance models: Empirical evidence from German depositors In: The Quarterly Review of Economics and Finance.
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article7
2015Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors..(2015) In: Macroeconomics and Finance Series.
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This paper has another version. Agregated cites: 7
paper
2015Market discipline across bank governance models: Empirical evidence from German depositors.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2018Many a little makes a mickle: Stress testing small and medium-sized German banks In: The Quarterly Review of Economics and Finance.
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article1
2015Do correlated defaults matter for CDS premia? An empirical analysis In: Review of Derivatives Research.
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article4
2014Do correlated defaults matter for CDS premia? An empirical analysis.(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2011THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0
2009The term structure of currency hedge ratios.(2009) In: CFR Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013Evaluation of minimum capital requirements for bank loans to SMEs In: Discussion Papers.
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paper5
2015Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks In: Discussion Papers.
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paper0
2015Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation? In: Discussion Papers.
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paper2

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