Niko Dötz

Deutsche Bundesbank - Economics Department

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

148

CITATIONS
Rank 33,181

SSRN RANKINGS

Top 33,181

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 (257,832)
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 28 (412,473)

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 4 (544,879)

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 (456,802)

Abstract:

structural models, credit spreads, risk premiums

4.

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 (506,999)
Citation 4

Abstract:

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

5.

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 (472,274)
Citation 1

Abstract:

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