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Details about Jochen Andritzky

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

2010

  1. Market Response to Policy Initiatives during the Global Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    See also Journal Article in Journal of International Economics (2012)

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 (85)
    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 (34)

2007

  1. The impact of macroeconomic announcements on emerging market bonds
    Emerging Markets Review, 2007, 8, (1), 20-37 Downloads View citations (39)
 
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