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

  • German Council of Economic Experts

  • International Monetary Fund (IMF)

SCHOLARLY PAPERS

10

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2,036

SSRN CITATIONS
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Top 20,422

in Total Papers Citations

27

CROSSREF CITATIONS

32

Scholarly Papers (10)

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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, Jochen R. Andritzky and Manmohan Singh
International Monetary Fund (IMF)German Council of Economic Experts and International Monetary Fund (IMF)
Downloads 906 (45,596)

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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 and Jochen R. Andritzky
International Monetary Fund (IMF)German Council of Economic Experts
Downloads 348 (149,285)

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

3.

A Mechanism to Regulate Sovereign Debt Restructuring in the Euro Area

Downloads 286 (183,723)
Citation 3

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
Jochen R. Andritzky, Jochen R. Andritzky, Désirée I. Christofzik, Lars P. Feld and Uwe Scheuering
International Monetary Fund (IMF)German Council of Economic Experts, German Council of Economic Experts, Walter Eucken Institute and German Council of Economic Experts
Downloads 150 (333,414)
Citation 1

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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
Jochen R. Andritzky, Jochen R. Andritzky, Lars P. Feld, Désirée I. Christofzik and Uwe Scheuering
International Monetary Fund (IMF)German Council of Economic Experts, Walter Eucken Institute, German Council of Economic Experts and German Council of Economic Experts
Downloads 136 (360,724)
Citation 6

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public debt, sovereign debt restructuring, euro area

4.

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

Downloads 151 (205,421)
Citation 9

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
Sylwia Barbara Nowak, Jochen R. Andritzky, Jochen R. Andritzky, Andreas (Andy) Jobst and Natalia T. Tamirisa
International Monetary Fund (IMF), International Monetary Fund (IMF)German Council of Economic Experts, Central Bank of the UAE and International Monetary Fund (IMF)
Downloads 151 (331,538)

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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: 13 Mar 2023
Yacine Ait-Sahalia, Jochen R. Andritzky, Jochen R. Andritzky, Andreas (Andy) Jobst, Sylwia Barbara Nowak and Natalia T. Tamirisa
Princeton University - Department of Economics, International Monetary Fund (IMF)German Council of Economic Experts, Central Bank of the UAE, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 112 (415,839)
Citation 15

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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 and Jochen R. Andritzky
International Monetary Fund (IMF)German Council of Economic Experts
Downloads 81 (514,438)
Citation 1

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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, Jochen R. Andritzky and Julian Schumacher
International Monetary Fund (IMF)German Council of Economic Experts and European Central Bank (ECB)
Downloads 68 (567,746)

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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 and Jochen R. Andritzky
International Monetary Fund (IMF)German Council of Economic Experts
Downloads 60 (604,915)
Citation 3

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

9.

How to Gain the Most from Structural Conditionality of Imf-Supported Programs

IMF Working Paper No. 2021/139
Number of pages: 56 Posted: 04 Feb 2022
Jochen R. Andritzky, Jochen R. Andritzky, Zsuzsa Munkacsi and Ke Wang
International Monetary Fund (IMF)German Council of Economic Experts, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 24 (845,027)

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10.

Evaluating Designs for a Fiscal Rule in Bulgaria

IMF Working Paper, WP/11/272
Posted: 21 Jul 2016
Jochen R. Andritzky and Jochen R. Andritzky
International Monetary Fund (IMF)German Council of Economic Experts

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Fiscal policy, Budget deficits, Fiscal rules, Bulgaria

Other Papers (1)

Total Downloads: 212
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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
Yacine Ait-Sahalia, Jochen R. Andritzky, Jochen R. Andritzky, Andreas (Andy) Jobst, Sylwia Barbara Nowak and Natalia T. Tamirisa
Princeton University - Department of Economics, International Monetary Fund (IMF)German Council of Economic Experts, Central Bank of the UAE, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 212

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