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

Working Papers

2009

1. How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis
   IMF Working Papers, International Monetary Fund
2. Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
   IMF Working Papers, International Monetary Fund

2007

3. Capital Market Development in a Small Country: The Case of Slovenia
   IMF Working Papers, International Monetary Fund

2006

4. The Pricing of Credit Default Swaps During Distress
   IMF Working Papers, International Monetary Fund View citations

2005

5. Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence from Recent Distress Cases
   IMF Working Papers, International Monetary Fund View citations
6. The Impact of Macroeconomic Announcements on Emerging Market Bonds
   IMF Working Papers, International Monetary Fund View citations
   See also Journal Article in Emerging Markets Review (2007)

2004

7. 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

1. The impact of macroeconomic announcements on emerging market bonds
   Emerging Markets Review, 2007, 8, (1), 20-37 View citations
   See also Working Paper (2005)