Details about Jochen Andritzky
Access statistics for papers by Jochen Andritzky.
Last updated 2009-11-17. Update your information in the RePEc Author Service.
Short-id: pan140
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Journal Articles
Working Papers
2009
- How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis
IMF Working Papers, International Monetary Fund
- Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
IMF Working Papers, International Monetary Fund
2007
- Capital Market Development in a Small Country: The Case of Slovenia
IMF Working Papers, International Monetary Fund
2006
- The Pricing of Credit Default Swaps During Distress
IMF Working Papers, International Monetary Fund
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2005
- Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence from Recent Distress Cases
IMF Working Papers, International Monetary Fund
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- The Impact of Macroeconomic Announcements on Emerging Market Bonds
IMF Working Papers, International Monetary Fund
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See also Journal Article in Emerging Markets Review (2007)
2004
- Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002
Econometric Society 2004 Far Eastern Meetings, Econometric Society
Journal Articles
2007
- The impact of macroeconomic announcements on emerging market bonds
Emerging Markets Review, 2007, 8, (1), 20-37
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See also Working Paper (2005)