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Andreas A. Jobst

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Personal Details

First Name:Andreas
Middle Name:A.
Last Name:Jobst
Suffix:
RePEc Short-ID:pjo109
Email:
Homepage:http://www.jobst.info
Postal Address:Bermuda Monetary Authority (BMA) 43 Victoria Street Hamilton HM 12 Bermuda
Phone:+1 (441) 304 2007
Location: Hamilton, Bermuda
Homepage: http://www.bma.bm/
Email:
Phone: (441) 295-5278
Fax: (441) 292-7471
Postal: 31 Reid Street, Hamilton HM 12
Handle: RePEc:edi:bmagvbm (more details at EDIRC)
Location: Washington, District of Columbia (United States)
Homepage: http://www.imf.org/
Email:
Phone: (202) 623-7000
Fax: (202) 623-4661
Postal: 700 19th Street, N.W., Washington DC 20431
Handle: RePEc:edi:imfffus (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Islamic Ecomonics
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  1. Andreas A. Jobst & Li L. Ong & Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers 13/68, International Monetary Fund.
  2. Andreas A. Jobst & Dale F. Gray, 2013. "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers 13/54, International Monetary Fund.
  3. Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 12/209, International Monetary Fund.
  4. Juan Sole & Andreas Jobst, 2012. "Operative Principles of Islamic Derivatives: Towards a Coherent Theory," IMF Working Papers 12/63, International Monetary Fund.
  5. Mahmood Pradhan & Shanaka J. Peiris & Mangal Goswami & Dulani Seneviratne & Joshua Felman & Andreas Jobst & Simon Gray, 2011. "Asean Bond Market Development: Where Does it Stand? Where is it Going?," IMF Working Papers 11/137, International Monetary Fund.
  6. Simon Gray & Andreas Jobst & Joshua Felman & Ana Carvajal, 2011. "Developing Asean5 Bond Markets: What Still Needs to Be Done?," IMF Working Papers 11/135, International Monetary Fund.
  7. Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa, 2010. "Market Response to Policy Initiatives during the Global Financial Crisis," NBER Working Papers 15809, National Bureau of Economic Research, Inc.
  8. International Monetary Fund, 2009. "How to Stop a Herd of Running Bears? Market Response to Policy Initiatives During the Global Financial Crisis," IMF Working Papers 09/204, International Monetary Fund.
  9. Xin Long & Mangal Goswami & Andreas Jobst, 2009. "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers 09/26, International Monetary Fund.
  10. International Monetary Fund, 2009. "Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets," IMF Working Papers 09/147, International Monetary Fund.
  11. Amadou N. R. Sy & Peter Kunzel & Paul S. Mills & Andreas Jobst, 2008. "Islamic Bond Issuance: What Sovereign Debt Managers Need to Know," IMF Policy Discussion Papers 08/3, International Monetary Fund.
  12. Andreas Jobst, 2007. "Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers 07/239, International Monetary Fund.
  13. Andreas Jobst & Laura Valderrama & Ivan Guerra & Hemant Shah, 2007. "Public Debt Markets in Central America, Panama, and the Dominican Republic," IMF Working Papers 07/147, International Monetary Fund.
  14. Andreas Jobst, 2007. "The Economics of Islamic Finance and Securitization," IMF Working Papers 07/117, International Monetary Fund.
  15. Andreas Jobst, 2007. "Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection, and Loss Reporting," IMF Working Papers 07/254, International Monetary Fund.
  16. Charles Frederick Kramer & Catriona Purfield & Hiroko Oura & Andreas Jobst, 2006. "Asian Equity Markets: Growth, Opportunities, and Challenges," IMF Working Papers 06/266, International Monetary Fund.
  17. Jobst, Andreas A., 2005. "The Basle scuritisation framework explained: The regulatory treatment of asset securitisation," CFS Working Paper Series 2004/21, Center for Financial Studies (CFS).
  18. Andreas A. Jobst, 2003. "European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads," Working Paper Series: Finance and Accounting 121, Department of Finance, Goethe University Frankfurt am Main.
  19. Andreas A. Jobst, 2003. "Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität," Working Paper Series: Finance and Accounting 119, Department of Finance, Goethe University Frankfurt am Main.
  20. Jobst, Andreas A., 2002. "The Pricing puzzle: The default term structure of collateralised loan obligations," CFS Working Paper Series 2002/14, Center for Financial Studies (CFS).
  21. Andreas A. Jobst, 2002. "Collateralized Loan Obligations (CLOs) – A Primer," Working Paper Series: Finance and Accounting 96, Department of Finance, Goethe University Frankfurt am Main.
  22. Andreas Jobst, 2002. "Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation," FMG Discussion Papers dp422, Financial Markets Group.
  1. Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
  2. Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012. "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, vol. 87(1), pages 162-177.
  3. Nowak, Sylwia & Andritzky, Jochen & Jobst, Andreas & Tamirisa, Natalia, 2011. "Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2584-2597, October.
  4. Andreas A. Jobst, 2009. "Islamic securitisation: An ethical remedy to incentive problems?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 348-365.
  5. Andreas A. Jobst, 2009. "Islamic derivatives," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 254-260.
  6. Andreas Jobst & Peter Kunzel & Paul Mills & Amadou Sy, 2008. "Islamic bond issuance: what sovereign debt managers need to know," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 1(4), pages 330-344, November.
  7. Catriona Purfield & Hiroko Oura & Charles Kramer & Andreas Jobst, 2008. "Asian equity markets: growth, opportunities, and challenges," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(2), pages 227-248.
  8. Heiko Hesse & Andreas (Andy) Jobst & Juan Solé, 2008. "Trends and Challenges in Islamic Finance," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 9(2), pages 175-193, April.
  9. Andreas A. Jobst, 2007. "It's all in the data – consistent operational risk measurement and regulation," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 15(4), pages 423-449, November.
  10. Andreas Jobst, 2005. "The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 13(1), pages 15-42, February.
15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (1) 2012-03-21
  2. NEP-BAN: Banking (4) 2008-03-01 2008-03-01 2012-09-16 2013-09-24. Author is listed
  3. NEP-CBA: Central Banking (3) 2009-03-28 2009-10-10 2013-09-24
  4. NEP-CFN: Corporate Finance (2) 2003-05-18 2007-01-06
  5. NEP-DEV: Development (1) 2007-10-13
  6. NEP-FDG: Financial Development & Growth (1) 2007-01-06
  7. NEP-FMK: Financial Markets (1) 2007-01-06
  8. NEP-HPE: History & Philosophy of Economics (1) 2007-06-23
  9. NEP-IFN: International Finance (2) 2011-07-21 2011-07-21
  10. NEP-MAC: Macroeconomics (3) 2009-03-28 2009-10-10 2013-09-24
  11. NEP-MON: Monetary Economics (2) 2009-03-28 2011-07-21
  12. NEP-MST: Market Microstructure (2) 2009-10-10 2012-09-16
  13. NEP-REG: Regulation (1) 2008-03-01
  14. NEP-RMG: Risk Management (4) 2008-03-01 2008-03-01 2012-09-16 2013-09-24. Author is listed
  15. NEP-SEA: South East Asia (3) 2007-01-06 2011-07-21 2011-07-21

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