Dominik Maltritz

Dresden University of Technology - Faculty of Economics and Business Management

Mommsenstrasse 13

Dresden, D-01062

Germany

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 36,736

in Total Papers Downloads

927

CITATIONS
Rank 45,301

SSRN RANKINGS

Top 45,301

in Total Papers Citations

3

Scholarly Papers (8)

1.

Currency Crisis Prediction Using ADR Market Data - An Options-Based Approach

EFA 2008 Athens Meetings Paper
Number of pages: 28 Posted: 08 Mar 2008
Stefan Eichler and Dominik Maltritz
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 274 (86,334)

Abstract:

Currency Crisis Prediction, ADR, Stock markets, Options approach

2.

Country Default Probabilities: Assessing and Backtesting

Number of pages: 31 Posted: 03 Mar 2007
Dresden University of Technology - Faculty of Business and Economics, Technische Universitaet Dresden, Dresden University of Technology - Faculty of Economics and Business Management and Sal. Oppenheim
Downloads 264 (84,983)
Citation 2

Abstract:

Sovereign default, Country risk, Default probability, Likelihood ratio test, Backtesting

Modelling the Dependency between Currency and Debt Crises: An Option Based Approach

Number of pages: 6 Posted: 03 Mar 2007
Dominik Maltritz
Dresden University of Technology - Faculty of Economics and Business Management
Downloads 68 (281,933)

Abstract:

financial crisis, sovereign risk, option pricing theory, crisis probability

Modelling the Dependency between Currency and Debt Crises: An Option Based Approach

Number of pages: 6 Posted: 19 Feb 2009
Dominik Maltritz
Dresden University of Technology - Faculty of Economics and Business Management
Downloads 51 (326,698)

Abstract:

Financial crisis, Sovereign risk, Option pricing theory, Crisis probability

4.

What Do Equity Markets Tell Us About the Drivers of Bank Default Risk? Evidence from Emerging Markets

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 33 Posted: 15 Sep 2011
Leibniz Universität Hannover, Technische Universitaet Dresden, Dresden University of Technology - Faculty of Economics and Business Management and Dresden University of Technology
Downloads 103 (205,632)
Citation 1

Abstract:

bank default, risk, Merton model, stock market, emerging markets

5.

Evaluation and Comparison of Market and Rating Based Country Default Risk Assessment

Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 34-59, 2010
Number of pages: 26 Posted: 18 Apr 2010
Dominik Maltritz and Alexander Karmann
Dresden University of Technology - Faculty of Economics and Business Management and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 100 (196,498)

Abstract:

sovereign risk, ratings, yield spreads, forecast accuracy, country

6.

Stock Market-Induced Currency Crises: A New Type of Twins

Review of Development Economics, Vol. 15, No. 2, pp. 223-236, 2011
Number of pages: 14 Posted: 14 Apr 2011
Stefan Eichler and Dominik Maltritz
Leibniz Universität Hannover and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 2 (530,777)

Abstract:

7.

Deriving the Term Structure of Banking Crisis Risk with a Compound Option Approach: The Case of Kazakhstan

Bundesbank Series 2 Discussion Paper No. 2010,01
Number of pages: 48 Posted: 08 Jun 2016
Stefan Eichler, Alexander Karmann and Dominik Maltritz
Leibniz Universität Hannover, Technische Universitaet Dresden and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 0 (524,404)

Abstract:

Banking crisis, bank default, option pricing theory, compound option, liability structure

8.

Sovereign Default Risk and Recovery Rates: What Government Bond Markets Expect for Greece

Review of International Economics, Vol. 20, Issue 4, pp. 723-739, 2012
Number of pages: 17 Posted: 24 Aug 2012
Alexander Karmann and Dominik Maltritz
Dresden University of Technology - Faculty of Economics and Business Management and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 0 (552,972)

Abstract: