Philipp Koziol : Citation Profile


Are you Philipp Koziol?

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

4

H index

1

i10 index

45

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 5
   Journals where Philipp Koziol has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 3 (6.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko460
   Updated: 2019-07-14    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:

Rodriguez-Moreno, Maria (2)

Mayordomo, Sergio (2)

Abbassi, Puriya (2)

Kolcunová, Dominika (1)

Kirwin, Liam (1)

Garbarino, Nicola (1)

Loisel, Stéphane (1)

Hinterschweiger, Marc (1)

Pliszka, Kamil (1)

Borel-Mathurin, Fabrice (1)

Brož, Václav (1)

Cites to:

Svensson, Lars (10)

TARAZI, Amine (8)

Lepetit, Laetitia (8)

Kick, Thomas (8)

NYS, Emmanuelle (7)

Roodman, David (6)

Gordy, Michael (5)

Schuermann, Til (5)

Duffie, Darrell (5)

Barry, Thierno (4)

Coffinet, Jerome (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 (2018 and 2017)


YearTitle of citing document
2017Asset correlation estimation for inhomogeneous exposure pools. (2017). Wunderer, Christoph . In: Papers. RePEc:arx:papers:1701.02028.

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2017Did the bank capital relief induced by the supporting factor enhance SME lending?. (2017). Rodriguez-Moreno, Maria ; Mayordomo, Sergio. In: Working Papers. RePEc:bde:wpaper:1746.

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2018Listening to the buzz: social media sentiment and retail depositors trust. (2018). Accornero, Matteo ; Moscatelli, Mirko. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1165_18.

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2017Intergenerational Risk Sharing in Life Insurance: Evidence from France. (2017). Hombert, J ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:30.

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2017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Borel-Mathurin, Fabrice ; Segers, J ; Loisel, S. In: Débats économiques et financiers. RePEc:bfr:decfin:32.

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2017The Impact of the Identification of GSIBs on their Business Model. (2017). Toader, Oana ; Durant, Dominique ; Violon, Aurelien. In: Débats économiques et financiers. RePEc:bfr:decfin:33.

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2018Trustworthiness Change and Relationship Continuity after Contract Breach in Financial Supply Chains. (2018). Ta, HA ; Garciadastuge, Sebastian ; Ford, Kenneth ; Esper, Terry L. In: Journal of Supply Chain Management. RePEc:bla:jscmgt:v:54:y:2018:i:4:p:42-61.

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2017Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Latsi, Georgia ; Benetton, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:0639.

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2018Risk sensitivity and risk shifting in banking regulation. (2018). Hinterschweiger, Marc ; Saporta, Victoria ; Neumann, Tobias. In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0044.

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2018Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_016.

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2017Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis. (2017). Kolcunová, Dominika ; Brož, Václav ; Kolcunova, Dominika ; Pfeifer, Lukas ; Broz, Vaclav. In: Working Papers. RePEc:cnb:wpaper:2017/15.

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2017Testing the Gaussian and Students t copulas in a risk management framework. (2017). Lourme, Alexandre ; Maurer, Frantz. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214.

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2017Inventory pooling with environmental constraints using copulas. (2017). Silbermayr, Lena ; Kischka, Peter ; Jammernegg, Werner . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:479-492.

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2018Reliability with interdependent suppliers. (2018). Hagspiel, Simeon. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:161-173.

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2018Credit risk in European banks: The bright side of the internal ratings based approach. (2018). Cucinelli, Doriana ; Nieri, Laura ; marchese, malvina ; di Battista, Maria Luisa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:213-229.

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2018Did the bank capital relief induced by the Supporting Factor enhance SME lending?. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:36:y:2018:i:c:p:45-57.

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2018A comprehensive view on risk reporting: Evidence from supervisory data. (2018). Abbassi, Puriya ; Schmidt, Michael. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:36:y:2018:i:c:p:74-85.

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2017An assessment of supply chain disruption mitigation strategies. (2017). Kamalahmadi, Masoud ; Parast, Mahour Mellat . In: International Journal of Production Economics. RePEc:eee:proeco:v:184:y:2017:i:c:p:210-230.

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2018Building organizational resilience in the face of multiple disruptions. (2018). Sahebjamnia, Navid ; Mansouri, Afshin S ; Torabi, Ali S. In: International Journal of Production Economics. RePEc:eee:proeco:v:197:y:2018:i:c:p:63-83.

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2018Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning. (2018). Hong, Jung-Sik ; Ahn, Taeuk ; Cho, Nam-Wook ; Yeo, Hyeongyu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:70-:d:178637.

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2018The determinants of CDS spreads: evidence from the model space. (2018). Pelster, Matthias ; Vilsmeier, Johannes. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9134-6.

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2018Measuring Market Discipline in New Zealand. (2018). Haworth, Cameron ; Irrcher, Tobias ; Gillies, Liam. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2018/07.

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2018Relationship between credit default swaps, direct foreign investments and Portfolio investments: Time Series Analysis for Turkey. (2018). Kahiloaullara, Ahmet. In: Prizren Social Science Journal. RePEc:prj:publsh:v2:y:2018:i:3:p:50-62.

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2017An Overview of the Canadian Banking System: 1996 to 2015. (2017). McKeown, Robert . In: Working Papers. RePEc:qed:wpaper:1379.

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2018A comprehensive view on risk reporting: Evidence from supervisory data. (2018). Abbassi, Puriya ; Schmidt, Michael. In: Discussion Papers. RePEc:zbw:bubdps:082018.

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

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2017A stress test framework for the German residential mortgage market: Methodology and application. (2017). Siemsen, Thomas ; Vilsmeier, Johannes. In: Discussion Papers. RePEc:zbw:bubdps:372017.

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2017Market Discipline, Deposit Insurance, and Competitive Advantages: Evidence from the Financial Crisis. (2017). Kaposty, Florian ; Domikowsky, Christian ; Pfingsten, Andreas . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168146.

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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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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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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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article9
2011Negative default dependence in supplier networks In: International Journal of Production Economics.
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article1
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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article4
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: 4
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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: 4
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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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article0
2015Do correlated defaults matter for CDS premia? An empirical analysis In: Review of Derivatives Research.
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article3
2014Do correlated defaults matter for CDS premia? An empirical analysis.(2014) In: Discussion Papers.
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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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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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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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