Dr. Jochen Andritzky – Publications

Peer Reviewed Journals

Aït-Sahalia, Y., J. Andritzky, A. Jobst, S. Nowak, and N. Tamirisa (2012), Market response to policy initiatives during the global financial crisis, Journal of International Economics 87, 162-177.

Andritzky, J., A. Jobst, S. Nowak, and N. Tamirisa (2011), Macroeconomic fundamentals, price discovery and volatility dynamics in emerging bond markets, Journal of Banking & Finance 35, 2584-2597.

Andritzky, J., G. Bannister, and N. Tamirisa (2007), The impact of announcements on emerging market bonds, Emerging Markets Review 8, 20-37.

Andritzky, J. and M. Singh (2007), The pricing of credit default swaps during distress, Journal of Investment Management 5, 1-17.

Andritzky, J. (2005), Default and recovery rates of sovereign bonds: A case study of the Argentine crisis, The Journal of Fixed Income 15, 97-108.

Book Publication

Andritzky, J. (2006), Sovereign default risk valuation, Springer, Berlin.

Discussion Papers

Andritzky, J., B. Aretz and D.I. Christofzik (2016), Influx of refugees: Integration as a key challenge, Working Paper 09/2016, German Council of Economic Experts, Wiesbaden.

Andritzky, J., D.I. Christofzik, L.P. Feld and U. Scheuering (2016) A mechanism to regulate sovereign debt restructuring in the euro area, Working Paper 04/2016, German Council of Economic Experts, Wiesbaden.

Andritzky, J. and C.M. Schmidt (2016), Wirtschaftspolitische Implikationen der Flüchtlingsmigration, ifo Schnelldienst 4/2016, 15-23.

Andritzky, J. (2014), Resolving residential mortgage distress: Time to modify?, IMF Working Paper 14/226, International Monetary Fund, Washington, DC.

Abbas, S., B. Akitoby, J. Andritzky, H. Berger, T. Komatsuzaki, and J. Tyson (2013), Dealing with high debt in an era of low growth, IMF Staff Discussion Note 13/07, International Monetary Fund, Washington, DC.

Andritzky, J. (2012), Government bonds and their investors: What are the facts and do they matter?, IMF Working Paper 12/158, International Monetary Fund, Washington, DC.

Andritzky, J. (2011), Evaluating designs for a fiscal rule in Bulgaria, IMF Working Paper 11/272, International Monetary Fund, Washington, DC.

Andritzky, J. et al. (2009), Policies to mitigate procyclicality, IMF Staff Position Note 09/09, International Monetary Fund, Washington, DC.

Andritzky, J. (2007), Capital Market Development in a small country: The case of Slovenia, IMF Working Paper 07/229, International Monetary Fund, Washington, DC.

Blogs

Andritzky, J., N. Gadatsch, T. Körner, A. Schäfer and I. Schnabel (2016), A proposal for ending the privileges for sovereign exposures in banking regulation, VoxEU.org, 4 March 2016