Details about Jochen Andritzky

Access statistics for papers by Jochen Andritzky.

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

Short-id: pan140

Working Papers

2010

1. Market Response to Policy Initiatives during the Global Financial Crisis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
   See also Journal Article Market response to policy initiatives during the global financial crisis, Journal of International Economics, Elsevier (2012) View citations (126) (2012)

2004

2. Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (4)

Journal Articles

2012

1. Market response to policy initiatives during the global financial crisis
   Journal of International Economics, 2012, 87, (1), 162-177 View citations (126)
   See also Working Paper Market Response to Policy Initiatives during the Global Financial Crisis, NBER Working Papers (2010) View citations (42) (2010)

2011

2. Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets
   Journal of Banking & Finance, 2011, 35, (10), 2584-2597 View citations (50)

2007

3. The impact of macroeconomic announcements on emerging market bonds
   Emerging Markets Review, 2007, 8, (1), 20-37 View citations (53)