Jochen R. Andritzky

Universität St. Gallen

Varnbuelstr. 14

Saint Gallen, St. Gallen CH-9000

Switzerland

SCHOLARLY PAPERS

9

DOWNLOADS

1,714

SSRN CITATIONS
Rank 31,313

SSRN RANKINGS

Top 31,313

in Total Papers Citations

4

CROSSREF CITATIONS

32

Scholarly Papers (9)

1.

Leverage, Industries, and Countries: Evidence from Seven Countries

Number of pages: 35 Posted: 09 Dec 2003
Jochen R. Andritzky
Universität St. Gallen
Downloads 370 (156,816)

Abstract:

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capital structure, industry structure

2.

Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence from Recent Distress Cases

IMF Working Paper No. 05/125
Number of pages: 14 Posted: 03 Mar 2006
Manmohan Singh and Jochen R. Andritzky
International Monetary Fund (IMF) and Universität St. Gallen
Downloads 325 (180,516)

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Bonds, Credit, Debt restructuring, Emerging markets

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

IMF Working Paper No. 09/147
Number of pages: 31 Posted: 04 Aug 2009
International Monetary Fund (IMF), Universität St. Gallen, Central Bank of the UAE and International Monetary Fund (IMF)
Downloads 127 (428,864)
Citation 10

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Asset prices, Bond markets, Bonds, Economic models, Emerging markets, Private investment, Public information, Sovereign debt

4.

Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002

Number of pages: 28 Posted: 15 Nov 2003
Jochen R. Andritzky
Universität St. Gallen
Downloads 270 (218,959)
Citation 3

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Sovereign Default, Credit Risk, Eurobond

5.

The Impact of Macroeconomic Announcements on Emerging Market Bonds

IMF Working Paper No. 05/83
Number of pages: 32 Posted: 03 Mar 2006
Jochen R. Andritzky, Geoffrey J. Bannister and Natalia T. Tamirisa
Universität St. Gallen, International Monetary Fund and International Monetary Fund (IMF)
Downloads 253 (233,496)
Citation 2

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Announcement, emerging market bonds, news, crisis

6.

How to Stop a Herd of Running Bears? Market Response to Policy Initiatives During the Global Financial Crisis

IMF Working Paper No. 09/204
Number of pages: 50 Posted: 13 Oct 2009
Universität St. Gallen, Central Bank of the UAE, affiliation not provided to SSRN, National Bureau of Economic Research (NBER) and International Monetary Fund (IMF)
Downloads 200 (291,917)

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Banks, Capital markets, Central banks, Data analysis, Databases, Financial crisis, Financial sector, Monetary policy, Spillovers, Statistics

7.

Government Bonds and Their Investors: What are the Facts and Do They Matter?

IMF Working Paper No. 12/158
Number of pages: 32 Posted: 10 Aug 2012
Jochen R. Andritzky
Universität St. Gallen
Downloads 132 (414,990)
Citation 3

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Public Debt, Government Bonds, Investor Base, Advanced Market Economies, government bonds, bond, bonds, government securities, bond yields, government bond, financial institutions, financial sector, government bond market, government bonds, bond prices, government bond yields, treasury bonds, financial stability, bond markets, government bond markets, financial assets, bond market, government securities, international reserves, international capital, financial systems, bond returns, capital flows, treasury securities, risk aversion, domestic financial sector, local currency bond, debt stock, foreign bonds, marketable securities, corporate bonds, local currency bond markets, financial interme

8.

Evaluating Designs for a Fiscal Rule in Bulgaria

IMF Working Paper No. 11/272
Number of pages: 26 Posted: 20 Dec 2011
Jochen R. Andritzky
Universität St. Gallen
Downloads 37 (830,871)

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Budget deficits, Currency boards, Fiscal policy, Fiscal sustainability, Reserve management policy, Transparency

9.

The Pricing of Credit Default Swaps During Distress

Journal of Investment Management, Vol. 5, No. 5, 2007-2008
Posted: 20 Jan 2008
Jochen R. Andritzky and Manmohan Singh
Universität St. Gallen and International Monetary Fund (IMF)

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Credit Default swaps, Brazil, recovery value, default risk