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Details about Jochen Andritzky

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Workplace:International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Jochen Andritzky.

Last updated 2015-02-23. Update your information in the RePEc Author Service.

Short-id: pan140


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Working Papers

2014

  1. Resolving Residential Mortgage Distress; Time to Modify?
    IMF Working Papers, International Monetary Fund Downloads View citations (4)

2013

  1. Dealing with High Debt in an Era of Low Growth
    IMF Staff Discussion Notes, International Monetary Fund Downloads View citations (9)

2012

  1. Government Bonds and their Investors; What Are the Facts and Do they Matter?
    IMF Working Papers, International Monetary Fund Downloads View citations (46)

2011

  1. Evaluating Designs for a Fiscal Rule in Bulgaria
    IMF Working Papers, International Monetary Fund Downloads View citations (3)

2010

  1. Market Response to Policy Initiatives during the Global Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    See also Journal Article in Journal of International Economics (2012)

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 Downloads View citations (25)
  2. Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
    IMF Working Papers, International Monetary Fund Downloads View citations (7)

2007

  1. Capital Market Development in a Small Country; The Case of Slovenia
    IMF Working Papers, International Monetary Fund Downloads View citations (2)

2006

  1. The Pricing of Credit Default Swaps During Distress
    IMF Working Papers, International Monetary Fund Downloads View citations (9)

2005

  1. Overpricing in Emerging Market Credit-Default-Swap Contracts; Some Evidence from Recent Distress Cases
    IMF Working Papers, International Monetary Fund Downloads View citations (4)
  2. The Impact of Macroeconomic Announcements on Emerging Market Bonds
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
    See also Journal Article in Emerging Markets Review (2007)

2004

  1. Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (3)

Journal Articles

2012

  1. Market response to policy initiatives during the global financial crisis
    Journal of International Economics, 2012, 87, (1), 162-177 Downloads View citations (52)
    See also Working Paper (2010)

2011

  1. Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets
    Journal of Banking & Finance, 2011, 35, (10), 2584-2597 Downloads View citations (20)

2007

  1. The impact of macroeconomic announcements on emerging market bonds
    Emerging Markets Review, 2007, 8, (1), 20-37 Downloads View citations (28)
    See also Working Paper (2005)
 
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