Dr. Jochen Andritzky – Publikationen

Referierte Fachzeitschriften

Aït-Sahalia, Y., J. Andritzky, A. Jobst, S. Nowak und 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 und 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 und N. Tamirisa (2007), The impact of Announcements on emerging market bonds, Emerging Markets Review 8, 20-37.

Andritzky, J. und 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.

Buchveröffentlichung

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

Diskussionsbeiträge

Andritzky, J., B. Aretz und D.I. Christofzik (2016), Influx of refugees: Integration as a key challenge, Arbeitspapier 09/2016, Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, Wiesbaden.

Andritzky, J., D.I. Christofzik, L.P. Feld und U. Scheuering (2016) A mechanism to regulate sovereign debt restructuring in the euro area, Arbeitspapier 04/2016, Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, Wiesbaden.

Andritzky, J. und 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, Internationaler Währungsfonds, Washington, DC.

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

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

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

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

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

Blogbeiträge

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