Jochen R. Andritzky

German Council of Economic Experts

Secretary General

Federal Statistical Office

Gustav-Stresemann-Ring 11

Wiesbaden, Hessen 65180

Germany

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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SSRN RANKINGS

Top 33,571

in Total Papers Downloads

1,688

SSRN CITATIONS
Rank 18,460

SSRN RANKINGS

Top 18,460

in Total Papers Citations

14

CROSSREF CITATIONS

42

Scholarly Papers (10)

1.

The Pricing of Credit Default Swaps During Distress

IMF Working Paper No. 06/254
Number of pages: 25 Posted: 19 Jan 2007
Jochen R. Andritzky and Manmohan Singh
German Council of Economic Experts and International Monetary Fund (IMF)
Downloads 866 (32,633)

Abstract:

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Credit risk, Brazil, Risk premium, Bond markets, Prices

2.

Capital Market Development in a Small Country: The Case of Slovenia

IMF Working Paper No. 07/229
Number of pages: 26 Posted: 15 Oct 2007
Jochen R. Andritzky
German Council of Economic Experts
Downloads 270 (135,215)

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Working Paper, Capital markets, Slovenia, Financial integration, Small states

A Mechanism to Regulate Sovereign Debt Restructuring in the Euro Area

CESifo Working Paper Series No. 6038
Number of pages: 27 Posted: 30 Sep 2016
German Council of Economic Experts, German Council of Economic Experts, Walter Eucken Institute and German Council of Economic Experts
Downloads 119 (278,672)

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sovereign debt restructuring mechanism, no-bailout clause, creditor participation clauses, ESM

A Mechanism to Regulate Sovereign Debt Restructuring in the EURO Area

Number of pages: 27 Posted: 04 Aug 2016
German Council of Economic Experts, Walter Eucken Institute, German Council of Economic Experts and German Council of Economic Experts
Downloads 106 (302,752)
Citation 6

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public debt, sovereign debt restructuring, euro area

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

International Monetary Fund WP No. 09/147, 2009, 21st Australasian Finance and Banking Conference 2008 Paper, Time-Varying Correlation and Volatility Symposium 2008
Number of pages: 31 Posted: 25 Aug 2008 Last Revised: 25 Sep 2009
International Monetary Fund (IMF), German Council of Economic Experts, International Monetary Fund (IMF) - European Department and International Monetary Fund (IMF)
Downloads 120 (276,921)
Citation 1

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emerging markets, bond pricing, macroeconomic news, announcements, survey data, news spillovers, high-frequency data

5.

Market Response to Policy Initiatives During the Global Financial Crisis

NBER Working Paper No. w15809
Number of pages: 51 Posted: 15 Mar 2010 Last Revised: 14 Mar 2021
Princeton University - Department of Economics, German Council of Economic Experts, International Monetary Fund (IMF) - European Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 70 (387,279)
Citation 6

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6.

Resolving Residential Mortgage Distress: Time to Modify?

IMF Working Paper No. 14/226
Number of pages: 38 Posted: 06 Feb 2015
Jochen R. Andritzky
German Council of Economic Experts
Downloads 64 (406,016)
Citation 1

Abstract:

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Mortgages, Housing prices, Debt, Household consumption, Debt reduction, Cross country analysis, Debt overhang, foreclosure, housing crisis, mortgage distress, loan restructuring, household debt, arrears, insolvency, mortgage debt, debts, forbearance, assets, foreclosures, financial crisis, equity, lending, borrower, investment, borrowers, defaults, debt crisis, enforcement, insolvency procedures, high debt, debt relief, bankrupt, insolvency reforms, public debt, financial distress, debt burden, financial reporting, debt crises, negative equity, financial resources, accounting principles, estate, household debts, code of conduct, systemic crises, corporate insolvency, ownership, settlement, l

7.

Long-Term Returns in Distressed Sovereign Bond Markets: How Did Investors Fare?

IMF Working Paper No. 19/138
Number of pages: 32 Posted: 28 Jul 2019
Jochen R. Andritzky and Julian Schumacher
German Council of Economic Experts and European Central Bank (ECB)
Downloads 38 (507,251)

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International bond markets, Collective action clauses, International capital markets, Sovereign debt restructuring, Bond issues, Debt crisis, public debt, sovereign risk, sovereign default, bond restructuring, reprofiling, excess return, Sharpe ratio, annualize

8.

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

Number of pages: 30 Posted: 21 Jul 2016
Jochen R. Andritzky
German Council of Economic Experts
Downloads 34 (526,767)
Citation 3

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public debt, government bonds, investor base, advanced market economies

9.

Propagation of Changes in Demand Through International Trade: A Case Study of China

The World Economy, Vol. 42, Issue 4, pp. 1259-1285, 2019
Number of pages: 27 Posted: 03 Apr 2019
Jochen R. Andritzky, Bernhard Kassner and Wolf Heinrich Reuter
German Council of Economic Experts, Ludwig-Maximilians-Universität München and German Council of Economic Experts
Downloads 1 (757,379)
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China, input–output, shock propagation, trade channel

10.

Evaluating Designs for a Fiscal Rule in Bulgaria

IMF Working Paper, WP/11/272
Posted: 21 Jul 2016
Jochen R. Andritzky
German Council of Economic Experts

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Fiscal policy, Budget deficits, Fiscal rules, Bulgaria

Other Papers (1)

Total Downloads: 180
1.

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

International Monetary Fund, WP No. 09/204, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 50 Posted: 25 Aug 2009 Last Revised: 07 Oct 2009
Princeton University - Department of Economics, German Council of Economic Experts, International Monetary Fund (IMF) - European Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 180

Abstract:

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Crisis, policy, announcement, event, financial, liquidity, monetary, fiscal, bank