Niko Dötz

Deutsche Bundesbank - Economics Department

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

133

CITATIONS
Rank 33,134

SSRN RANKINGS

Top 33,134

in Total Papers Citations

6

Scholarly Papers (5)

1.

What Can EMU Countries’ Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?

Deutsche Bundesbank Discussion Paper No. 11/2010
Number of pages: 44 Posted: 08 Mar 2012
Christoph A. Fischer and Niko Dötz
Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Downloads 73 (248,088)
Citation 1

Abstract:

sovereign bond spread, GARCH-in-mean, default probability

Cash Holdings of German Open-End Equity Funds: Does Ownership Matter?

Number of pages: 48 Posted: 20 Nov 2013
Niko Dötz and Mark Andreas Weth
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank - Economics Department
Downloads 26 (406,886)

Abstract:

cash holdings, equity funds, ownership, strategic complementarities, financial crisis

Cash Holdings of German Open-End Equity Funds: Does Ownership Matter?

Bundesbank Discussion Paper No. 47/2013
Number of pages: 48 Posted: 21 Jun 2016
Niko Dötz and Mark Andreas Weth
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank - Economics Department
Downloads 3 (533,192)

Abstract:

cash holdings, equity funds, ownership, strategic complementarities, financial crisis

3.

Decomposition of Country-Specific Corporate Bond Spreads

Bundesbank Discussion Paper No. 37/2014
Number of pages: 29 Posted: 21 Jun 2016
Niko Dötz
Deutsche Bundesbank - Economics Department
Downloads 0 (460,751)

Abstract:

structural models, credit spreads, risk premiums

4.

What Can Emu Countries' Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?

Bundesbank Series 1 Discussion Paper No. 2010,11
Number of pages: 44 Posted: 08 Jun 2016
Niko Dötz and Christoph A. Fischer
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 0 (480,817)
Citation 1

Abstract:

Sovereign bond spread, GARCH-in-mean, default probability

5.

Time-Varying Contributions by the Corporate Bond and CDS Markets to Credit Risk Price Discovery

Bundesbank Series 2 Discussion Paper No. 2007,08
Number of pages: 48 Posted: 08 Jun 2016
Niko Dötz
Deutsche Bundesbank - Economics Department
Downloads 0 (503,979)
Citation 4

Abstract:

price discovery, credit risk, corporate bonds, credit derivatives, Kalman filter