Supplier default dependencies: Empirical evidence from the automotive industry SM Wagner, C Bode, P Koziol European Journal of Operational Research 199 (1), 150-161, 2009 | 187 | 2009 |
An analysis of the consistency of banks’ internal ratings T Berg, P Koziol Journal of Banking & Finance 78, 27-41, 2017 | 73 | 2017 |
Market discipline across bank governance models: Empirical evidence from German depositors EA Arnold, I Größl, P Koziol The Quarterly Review of Economics and Finance 61, 126-138, 2016 | 38 | 2016 |
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans M Dietsch, K Düllmann, H Fraisse, P Koziol, C Ott Bundesbank Discussion Paper, 2016 | 24 | 2016 |
Negative default dependence in supplier networks SM Wagner, C Bode, P Koziol International Journal of Production Economics 134 (2), 398-406, 2011 | 18 | 2011 |
Are SME loans less risky than regulatory capital requirements suggest? K Duellmann, P Koziol, D Bundesbank SSRN, 2019 | 15 | 2019 |
Many a little makes a mickle: Stress testing small and medium-sized German banks R Busch, P Koziol, M Mitrovic The Quarterly Review of Economics and Finance 68, 237-253, 2018 | 15 | 2018 |
Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation? P Koziol, C Schell, M Eckhardt Bundesbank Discussion Paper, 2015 | 12 | 2015 |
The term structure of currency hedge ratios O Korn, P Koziol International Journal of Theoretical and Applied Finance 14 (04), 525-557, 2011 | 9 | 2011 |
Do correlated defaults matter for CDS premia? An empirical analysis C Koziol, P Koziol, T Schön Review of derivatives research 18, 191-224, 2015 | 8 | 2015 |
Evaluation of minimum capital requirements for bank loans to SMEs K Düllmann, P Koziol Bundesbank Discussion Paper, 2013 | 8 | 2013 |
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks R Busch, P Koziol, M Mitrovic Bundesbank Discussion Paper, 2015 | 7 | 2015 |
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth P Koziol The Quarterly Review of Economics and Finance 54 (4), 459-472, 2014 | 3 | 2014 |
Auswahl von Copulas zur Bewertung von Basketkreditderivaten P Koziol Blätter der DGVFM 27 (4), 665-680, 2006 | 3 | 2006 |
Analyse der von Copulas erzeugten Ausfallabhängigkeiten und deren Auswirkungen auf das Risikomanagement P Koziol GRIN Verlag, 2007 | 2 | 2007 |
Who do borrowers borrow from? evidence from multi-bank relationships T Berg, F Brinkmann, P Koziol Unpublished working paper, Deutsche Bundesbank, 2016 | 1 | 2016 |
Statistische Methoden zur Bestimmung der Simulationslänge P Koziol GRIN Verlag, 2004 | 1 | 2004 |
Negative default dependencies: Do automotive suppliers benefit from their competitors' default? SM Wagner, C Bode, P Koziol Operations Research Proceedings 2008: Selected Papers of the Annual …, 2009 | | 2009 |
On the management of exchange rate risk: maturity effects, country effects, and instruments P Koziol WHU-Otto Beisheim School of Management, 2008 | | 2008 |
Selection of copulas pricing basket credit derivatives P Koziol Blätter der DGVFM 27, 665-680, 2006 | | 2006 |