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Details about E Philip Davis

E-mail:
Homepage:http://www.ephilipdavis.com
Phone:(44) 020 7222 7665
Postal address:NIESR 2 Dean Trench Street Smith Square London SW1P 3HE
Workplace:Department of Economics and Finance, Brunel University, (more information at EDIRC)
National Institute of Economic and Social Research (NIESR), (more information at EDIRC)

Access statistics for papers by E Philip Davis.

Last updated 2014-07-22. Update your information in the RePEc Author Service.

Short-id: pda50


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Working Papers

2012

  1. Modelling and simulating the banking sectors of the US, Germany and the UK
    NIESR Discussion Papers, National Institute of Economic and Social Research Downloads

2011

  1. IS THERE A LINK FROM BANK SIZE TO RISK TAKING?
    NIESR Discussion Papers, National Institute of Economic and Social Research
  2. TIER 2 Capital and Bank Behaviour
    NIESR Discussion Papers, National Institute of Economic and Social Research

2010

  1. Asset Prices and Real Economic Activity
    OECD Economics Department Working Papers, OECD Publishing Downloads View citations (2)
  2. CALIBRATING MACROPRUDENTIAL POLICY
    NIESR Discussion Papers, National Institute of Economic and Social Research
  3. EVALUATING OFF-BALANCE SHEET EXPOSURES IN BANKING CRISIS DETERMINATION MODELS
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (3)
  4. Policy Efficacy in the Crisis, Exit Strategies and the Return of Growth
    NIESR Discussion Papers, National Institute of Economic and Social Research
  5. THE IMPACT OF GLOBAL IMBALANCES: DOES THE CURRENT ACCOUNT BALANCE HELP TO PREDICT BANKING CRISES IN OECD COUNTRIES?
    NIESR Discussion Papers, National Institute of Economic and Social Research
  6. The Effects of Banking Crises on Potential Output in OECD Countries
    NIESR Discussion Papers, National Institute of Economic and Social Research
  7. WAS THE SUBPRIME CRISIS UNIQUE? An analysis of the factors that help predict banking crises in OECD countries
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)

2009

  1. BANK REGULATION, PROPERTY PRICES AND EARLY WARNING SYSTEMS FOR BANKING CRISES IN OECD COUNTRIES
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Journal of Banking & Finance (2010)
  2. Financial Stability in the United Kingdom: Banking on Prudence
    OECD Economics Department Working Papers, OECD Publishing Downloads View citations (1)
  3. Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards
    Occasional Papers, Financial Services Authority Downloads View citations (11)

2008

  1. CONSUMER CONFIDENCE INDICES AND SHORT-TERM FORECASTING OF CONSUMPTION
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Manchester School (2009)

2007

  1. Pension fund finance and sponsoring companies: empirical evidence on theoretical hypotheses
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Journal of Pension Economics and Finance (2012)

2006

  1. SOURCES OF PRO-CYCLICALITY IN EAST ASIAN FINANCIAL SYSTEMS
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads View citations (1)

2005

  1. Commercial property prices and bank performance
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads

    See also Journal Article in The Quarterly Review of Economics and Finance (2009)
  2. EQUITY PRICES AND THE REAL ECONOMY – A VECTOR ERROR-CORRECTION APPROACH
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
  3. SAVING, FUNDING AND ECONOMIC GROWTH
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005) Downloads
  4. SHOCKS AND SHOCK ABSORBERS: THE INTERNATIONAL PROPAGATION OF EQUITY MARKET SHOCKS AND THE DESIGN OF APPROPRIATE POLICY RESPONSES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
  5. STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
  6. THE ROLE OF PENSION FUNDS AS INSTITUTIONAL INVESTORS IN EMERGING MARKETS
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads

2004

  1. Bank lending and commercial property cycles: some cross-country evidence
    BIS Working Papers, Bank for International Settlements Downloads View citations (15)
    See also Journal Article in Journal of International Money and Finance (2011)
  2. Consumption, Financial and Real Wealth in the G-5 (revised December 2004)
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
  3. Corporate Financial Structure and Financial Stability
    IMF Working Papers, International Monetary Fund Downloads View citations (27)
    See also Journal Article in Journal of Financial Stability (2004)
  4. Costs of Financial Instability, Household-Sector Balance Sheets and Consumption
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
    See also Journal Article in Journal of Financial Stability (2006)
  5. Equity Prices, Productivity Growth and 'The New Economy
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (2004) Downloads
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

    See also Journal Article in Economic Journal (2006)
  6. External Financing of Us Corporations: Are Loans and Securities Complements or Substitutes?
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads
  7. Financial Liberalisation, Consumption and Wealth Effects in 7 OECD Countries
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
  8. IS THERE A LINK BETWEEN PENSION-FUND ASSETS AND ECONOMIC GROWTH? - A CROSS-COUNTRY STUDY
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads

2003

  1. DEMOGRAPHICS AND FINANCIAL ASSET PRICES IN THE MAJOR INDUSTRIAL ECONOMIES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
  2. IS THERE A PENSIONS CRISIS IN THE UK?
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
    Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University (2003) Downloads View citations (1)

    See also Journal Article in The Geneva Papers on Risk and Insurance (2004)
  3. Institutional investors, financial market efficiency, and financial stability
    EIB Papers, European Investment Bank, Economics Department Downloads View citations (4)
  4. PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
  5. Panel Estimation of the Impact of Exchange Rate Uncertainty on Investment in the Major Industrial Co
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
  6. Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads
  7. TOWARDS A TYPOLOGY FOR SYSTEMIC FINANCIAL INSTABILITY
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

2002

  1. Investment and Uncertainty in the G7
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2005)
  2. Issues in the Regulation of Annuities Markets
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (4)

2001

  1. Disaggregate Wealth and aggregate consumption: an investigation of empirical relationships for the G
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
  2. Multiple Avenues of Intermediation, Corporate Finance and Financial Stability
    IMF Working Papers, International Monetary Fund Downloads View citations (16)
  3. Some evidence on financial factors in the determination of aggregate business investment for the G7
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (5)

2000

  1. Capital Income Taxation and Public Choice
    NIESR Discussion Papers, National Institute of Economic and Social Research
  2. Financial Stability in the Euro Area: Some Lessons from US Financial History
    FMG Special Papers, Financial Markets Group Downloads View citations (2)

1999

  1. A cross-country comparison of market structures in European banking
    Working Paper Series, European Central Bank Downloads View citations (20)
  2. An Artificial Neural Network System of Leading Indicators
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (19)
  3. The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (8)

1998

  1. Excess Capacity in EU and US Banking Sectors - Conceptual, Measurement and Policy Issues
    FMG Special Papers, Financial Markets Group Downloads View citations (6)
  2. Job creation and destruction in the corporate sector: the relative importance of births, deaths and
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
  3. Pension Fund Reform and European Financial Markets
    FMG Special Papers, Financial Markets Group Downloads View citations (3)

1997

  1. Private Pensions in OECD Countries: The United Kingdom
    OECD Labour Market and Social Policy Occasional Papers, OECD Publishing Downloads View citations (3)

1996

  1. Innovation and export behaviour at the firm level
    NIESR Discussion Papers, National Institute of Economic and Social Research
  2. Laying the foundations of numeracy: a comparison of primary school textbooks in Britain, Germany and
    NIESR Discussion Papers, National Institute of Economic and Social Research
  3. Productivity in Market Services: International Comparisons
    NIESR Discussion Papers, National Institute of Economic and Social Research
  4. Public Pension, Pension Reform and Fiscal Policy
    Working Papers, European Monetary Institute
  5. The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour
    FMG Special Papers, Financial Markets Group Downloads View citations (3)
    See also Chapter (1996)

1995

  1. Financial Fragility in the Early 1990s - What Can Be Learnt from International Experience?
    FMG Special Papers, Financial Markets Group Downloads View citations (1)
  2. Institutional Investors, Unstable Financial Markets and Monetary Policy
    FMG Special Papers, Financial Markets Group Downloads View citations (1)

1994

  1. An International Comparison of the Financing of Occupational Pensions
    FMG Special Papers, Financial Markets Group Downloads View citations (2)
    Also in Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania
  2. The Use of Financial Spreads As Indicator Variables
    IMF Working Papers, International Monetary Fund Downloads View citations (6)

1993

  1. Bank Credit Risk
    Bank of England working papers, Bank of England Downloads View citations (7)
  2. Problems of Banking Regulation: An EC Perspective
    FMG Special Papers, Financial Markets Group Downloads
  3. The structure, regulation, and performance of pension funds in nine industrial countries
    Policy Research Working Paper Series, The World Bank Downloads View citations (8)

1992

  1. Output, Productivity and Externalities - the Case of Banking
    Bank of England working papers, Bank of England Downloads View citations (1)

1991

  1. Corporate Finance in the Euromarkets and the Economics of Intermediation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)

Journal Articles

2013

  1. An Assessment of Bank Lending to UK SMEs in the wake of the crisis
    National Institute Economic Review, 2013, 225, (1), R39-R51 Downloads
  2. Credit Cycles and The Economy: Introduction
    National Institute Economic Review, 2013, 225, (1), R1-R2 Downloads
  3. Off-balance sheet exposures and banking crises in OECD countries
    Journal of Financial Stability, 2013, 9, (4), 673-681 Downloads

2012

  1. Financial Structure: Lessons from the Crisis: Introduction
    National Institute Economic Review, 2012, 221, (1), R1-R3 Downloads
  2. Pension fund finance and sponsoring companies
    Journal of Pension Economics and Finance, 2012, 11, (03), 439-463 Downloads
    See also Working Paper (2007)
  3. The Evolution of Financial Structure in the G-7 Over 1997–2010
    National Institute Economic Review, 2012, 221, (1), R11-R22 Downloads

2011

  1. Bank lending and commercial property cycles: Some cross-country evidence
    Journal of International Money and Finance, 2011, 30, (1), 1-21 Downloads View citations (8)
    See also Working Paper (2004)
  2. Financial Regulation
    National Institute Economic Review, 2011, 216, (1), F4-F9 Downloads View citations (5)
  3. How Idiosyncratic are Banking Crises in OECD Countries?
    National Institute Economic Review, 2011, 216, (1), R53-R58 Downloads View citations (1)
  4. Should multivariate early warning systems for banking crises pool across regions?
    Review of World Economics (Weltwirtschaftliches Archiv), 2011, 147, (4), 693-716 Downloads View citations (1)

2010

  1. Bank regulation, property prices and early warning systems for banking crises in OECD countries
    Journal of Banking & Finance, 2010, 34, (9), 2255-2264 Downloads View citations (28)
    See also Working Paper (2009)
  2. Frontiers in Pension Finance. Edited by Dirk Broeders, Sylvester Eijffinger, and Aerdt Houben. Edward Elgar, 2008, ISBN 978-1-84720-660-2, 360 pages
    Journal of Pension Economics and Finance, 2010, 9, (01), 144-146 Downloads
  3. MACROPRUDENTIAL REGULATION - THE MISSING POLICY PILLAR
    National Institute Economic Review, 2010, 211, (1), 67-80 Downloads
  4. MODELLING THE UK BANKING SECTOR
    National Institute Economic Review, 2010, 214, (1), F67-F72 Downloads
  5. New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption
    OECD Journal: Economic Studies, 2010, 2010, (1), 1-50 Downloads View citations (1)

2009

  1. CONSUMER CONFIDENCE INDICES AND SHORT-TERM FORECASTING OF CONSUMPTION
    Manchester School, 2009, 77, (1), 96-111 Downloads View citations (6)
    See also Working Paper (2008)
  2. Commercial property prices and bank performance
    The Quarterly Review of Economics and Finance, 2009, 49, (4), 1341-1359 Downloads View citations (6)
    See also Working Paper (2005)
  3. THE IMPACT OF EMU ON REAL EXCHANGE RATE VOLATILITY OF EU COUNTRIES
    National Institute Economic Review, 2009, 208, (1), 101-108 Downloads

2008

  1. Comparing early warning systems for banking crises
    Journal of Financial Stability, 2008, 4, (2), 89-120 Downloads View citations (73)
  2. Could Early Warning Systems Have Helped To Predict the Sub-Prime Crisis?
    National Institute Economic Review, 2008, 206, (1), 35-47 Downloads View citations (15)
  3. Does funding of pensions stimulate economic growth?
    Journal of Pension Economics and Finance, 2008, 7, (02), 221-249 Downloads View citations (8)
  4. Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries
    Journal of International Money and Finance, 2008, 27, (8), 1261-1283 Downloads View citations (2)
  5. The Evolution of the Financial Crisis of 2007—8
    National Institute Economic Review, 2008, 206, (1), 5-14 Downloads View citations (1)

2007

  1. FINANCIAL LIBERALISATION, CONSUMPTION AND WEALTH EFFECTS IN SEVEN OECD COUNTRIES
    Scottish Journal of Political Economy, 2007, 54, (2), 254-267 Downloads View citations (5)

2006

  1. Costs of financial instability, household-sector balance sheets and consumption
    Journal of Financial Stability, 2006, 2, (2), 194-216 Downloads View citations (11)
    See also Working Paper (2004)
  2. Equity Prices, Productivity Growth and 'The New Economy'
    Economic Journal, 2006, 116, (513), 791-811 Downloads View citations (23)
    See also Working Paper (2004)

2005

  1. Challenges Posed by Ageing to Financial and Monetary Stability&ast
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2005, 30, (4), 542-564 Downloads View citations (2)
  2. Financial Instability - Research, Assessment and Policy Issues
    National Institute Economic Review, 2005, 192, (1), 55-56 Downloads
  3. Investment and Uncertainty in the G7
    Review of World Economics (Weltwirtschaftliches Archiv), 2005, 141, (1), 1-32 Downloads View citations (23)
    See also Working Paper (2002)
  4. Policy Design and Macroeconomic Stability in Europe
    National Institute Economic Review, 2005, 191, (1), 94-105 Downloads View citations (2)
  5. The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries
    Oxford Bulletin of Economics and Statistics, 2005, 67, (3), 307-329 Downloads View citations (14)

2004

  1. Corporate financial structure and financial stability
    Journal of Financial Stability, 2004, 1, (1), 65-91 Downloads View citations (17)
    See also Working Paper (2004)
  2. Is there a Pensions Crisis in the U.K.?
    The Geneva Papers on Risk and Insurance, 2004, 29, (3), 343-370 Downloads View citations (4)
    Also in The Geneva Papers on Risk and Insurance - Issues and Practice, 2004, 29, (3), 343-370 (2004) Downloads View citations (1)

    See also Working Paper (2003)
  3. Permanent and temporary inflation uncertainty and investment in the United States
    Economics Letters, 2004, 85, (2), 271-277 Downloads View citations (17)

2003

  1. Comparing Bear Markets - 1973 and 2000
    National Institute Economic Review, 2003, 183, (1), 78-89 Downloads
  2. Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7
    Oxford Bulletin of Economics and Statistics, 2003, 65, (2), 197-220 Downloads View citations (19)

2002

  1. A Comparison of Balance Sheet Structures in Major EU Countries
    National Institute Economic Review, 2002, 180, (1), 83-95 Downloads View citations (6)
  2. Institutional investors, corporate governance and the performance of the corporate sector
    Economic Systems, 2002, 26, (3), 203-229 Downloads View citations (9)
  3. Le secteur européen de la gestion des pensions
    Revue d'Économie Financière, 2002, 68, (4), 229-255 Downloads
  4. Prudent person rules or quantitative restrictions? The regulation of long-term institutional investors' portfolios
    Journal of Pension Economics and Finance, 2002, 1, (02), 157-191 Downloads View citations (11)

2000

  1. Competition, contestability and market structure in European banking sectors on the eve of EMU
    Journal of Banking & Finance, 2000, 24, (6), 1045-1066 Downloads View citations (135)
  2. Regulation of private pensions: a case study of the UK
    Revue d'Économie Financière, 2000, 60, (5), 175-192 Downloads View citations (2)
  3. Réglementation des retraites privées: le cas du Royaume-Uni
    Revue d'Économie Financière, 2000, 60, (5), 175-195 Downloads

1999

  1. Institutionalization and EMU: Implications for European Financial Markets
    International Finance, 1999, 2, (1), 33-61 Downloads View citations (1)

1997

  1. Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries?
    Journal of Applied Econometrics, 1997, 12, (6), 701-14 Downloads View citations (60)

1994

  1. Banking, Corporate Finance, and Monetary Policy: An Empirical Perspective
    Oxford Review of Economic Policy, 1994, 10, (4), 49-67 View citations (2)
  2. The Role of Financial Spreads: Empirical Analysis of Spreads and Real Activity
    The Manchester School of Economic & Social Studies, 1994, 62, (4), 374-94 View citations (2)
  3. The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany
    IMF Staff Papers, 1994, 41, (3), 517-525 Downloads View citations (21)

1992

  1. Credit Quality Spreads, Bond Market Efficiency and Financial Fragility
    The Manchester School of Economic & Social Studies, 1992, 60, 21-46 View citations (4)
  2. Output and Productivity in Banking
    Scandinavian Journal of Economics, 1992, 94, S111-29 View citations (30)

1991

  1. Crises financières, théorie et témoignages
    Revue d'Économie Financière, 1991, 16, (1), 3-32 Downloads

1987

  1. A Stock-Flow Consistent Macro-econometric Model of the UK Economy--Part I
    Journal of Applied Econometrics, 1987, 2, (2), 111-32 Downloads View citations (3)
    Also in Journal of Applied Econometrics, 1987, 2, (4), 259-307 (1987) Downloads

Books

2003

  1. Financial Structure
    Cambridge Books, Cambridge University Press View citations (12)

1999

  1. Financial data needs for macroprudential surveillance - What are the key indicators of risks to domestic financial stability?
    Lectures, Centre for Central Banking Studies, Bank of England Downloads View citations (11)

1998

  1. Pension Funds: Retirement-Income Security and Capital Markets: An International Perspective
    OUP Catalogue, Oxford University Press View citations (12)

1995

  1. Debt, Financial Fragility, and Systemic Risk
    OUP Catalogue, Oxford University Press View citations (33)

Chapters

2008

  1. Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?
    A chapter in Lessons from the Financial Turmoil of 2007 and 2008, 2008 Downloads View citations (3)

2006

  1. How Will Ageing Affect the Structure of Financial Markets?
    A chapter in Demography and Financial Markets, 2006 Downloads View citations (1)

1996

  1. The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour
    A chapter in The Future of the Financial System, 1996 Downloads View citations (1)
    See also Working Paper (1996)
 
Page updated 2014-09-01