Details about E Philip Davis

E-mail:
Homepage:	http://www.ephilipdavis.com
Phone:	(44) 1895 203172
Postal address:	Department of Economics and Finance Brunel University Uxbridge Middlesex, UB8 3PH UK
Workplace:	Department of Economics and Finance, Brunel University, (more information at EDIRC) Financial Markets Group (FMG), London School of Economics (LSE), University of London, (more information at EDIRC) National Institute of Economic and Social Research (NIESR), (more information at EDIRC) Pensions Institute, Birkbeck College, University of London, (more information at EDIRC)

Access statistics for papers by E Philip Davis.

Last updated 2009-09-01. Update your information in the RePEc Author Service.

Short-id: pda50

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Working Papers

2009

1. Financial Stability in the United Kingdom: Banking on Prudence
   OECD Economics Department Working Papers, OECD, Economics Department

2008

2. 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

3. Pension fund finance and sponsoring companies: empirical evidence on theoretical hypotheses
   DNB Working Papers, Netherlands Central Bank, Research Department

2006

4. SOURCES OF PRO-CYCLICALITY IN EAST ASIAN FINANCIAL SYSTEMS
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University

2005

5. Commercial property prices and bank performance
   BIS Working Papers, Bank for International Settlements View citations
   Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
   Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) View citations
6. 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
7. SAVING, FUNDING AND ECONOMIC GROWTH
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
   Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005) View citations
8. 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
9. STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
10. 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

2004

11. Bank lending and commercial property cycles: some cross-country evidence
    BIS Working Papers, Bank for International Settlements View citations
12. Consumption, Financial and Real Wealth in the G-5 (revised December 2004)
    NIESR Discussion Papers, National Institute of Economic and Social Research
13. Corporate Financial Structure and Financial Stability
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in Journal of Financial Stability (2004)
14. Costs of Financial Instability, Household-Sector Balance Sheets and Consumption
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Journal of Financial Stability (2006)
15. Equity Prices, Productivity Growth and 'The New Economy
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (2004)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article in Economic Journal (2006)
16. 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 View citations
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) View citations
17. Financial Liberalisation, Consumption and Wealth Effects in 7 OECD Countries
    NIESR Discussion Papers, National Institute of Economic and Social Research
18. 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
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) View citations

2003

19. DEMOGRAPHICS AND FINANCIAL ASSET PRICES IN THE MAJOR INDUSTRIAL ECONOMIES
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations
20. IS THERE A PENSIONS CRISIS IN THE UK?
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article in The Geneva Papers on Risk and Insurance (2004)
21. Institutional investors, financial market efficiency, and financial stability
    EIB Papers, European Investment Bank, Economic and Financial Studies View citations
22. 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
    Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2003)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations
23. Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries
    Royal Economic Society Annual Conference 2003, Royal Economic Society
24. TOWARDS A TYPOLOGY FOR SYSTEMIC FINANCIAL INSTABILITY
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)

2002

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

2001

27. Disaggregate wealth and aggregate consumption: an investigation of empirical relationships for the G7
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
28. Multiple Avenues of Intermediation, Corporate Finance and Financial Stability
    IMF Working Papers, International Monetary Fund View citations
29. Some evidence on financial factors in the determination of aggregate business investment for the G7 countries
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations

2000

30. Financial Stability in the Euro Area: Some Lessons from US Financial History
    FMG Special Papers, Financial Markets Group View citations

1999

31. A cross-country comparison of market structures in European banking
    Working Paper Series, European Central Bank View citations

1998

32. Excess Capacity in EU and US Banking Sectors - Conceptual, Measurement and Policy Issues
    FMG Special Papers, Financial Markets Group View citations
33. Pension Fund Reform and European Financial Markets
    FMG Special Papers, Financial Markets Group View citations

1997

34. Les régimes de retraite privés dans les pays de l'OCDE: Le Royaume-Uni
    OECD Labour Market and Social Policy Occasional Papers, OECD, Directorate for Employment, Labour and Social Affairs
35. Private Pensions in OECD Countries: The United Kingdom
    OECD Labour Market and Social Policy Occasional Papers, OECD, Directorate for Employment, Labour and Social Affairs View citations

1996

36. Public Pension, Pension Reform and Fiscal Policy
    Working Papers, European Monetary Institute
37. The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour
    FMG Special Papers, Financial Markets Group View citations
    See also Chapter (1996)

1995

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

1994

40. An International Comparison of the Financing of Occupational Pensions
    FMG Special Papers, Financial Markets Group View citations
    Also in Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania
41. The Use of Financial Spreads as Indicator Variables: Evidence for the U.K. and Germany
    IMF Working Papers, International Monetary Fund View citations

1993

42. Problems of Banking Regulation: An EC Perspective
    FMG Special Papers, Financial Markets Group
43. The structure, regulation, and performance of pension funds in nine industrial countries
    Policy Research Working Paper Series, The World Bank View citations

1991

44. Corporate Finance in the Euromarkets and the Economics of Intermediation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

Undated

45. Bank Credit Risk
    Bank of England working papers, Bank of England View citations
46. Output, Productivity and Externalities - the Case of Banking
    Bank of England working papers, Bank of England View citations

Journal Articles

2009

1. CONSUMER CONFIDENCE INDICES AND SHORT-TERM FORECASTING OF CONSUMPTION
   Manchester School, 2009, 77, (1), 96-111
   See also Working Paper (2008)

2008

2. Comparing early warning systems for banking crises
   Journal of Financial Stability, 2008, 4, (2), 89-120 View citations
3. Does funding of pensions stimulate economic growth?
   Journal of Pension Economics and Finance, 2008, 7, (02), 221-249
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

2007

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

2006

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

2005

8. 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
9. Investment and Uncertainty in the G7
   Review of World Economics (Weltwirtschaftliches Archiv), 2005, 141, (1), 1-32 View citations
   See also Working Paper (2002)
10. 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 View citations

2004

11. Corporate financial structure and financial stability
    Journal of Financial Stability, 2004, 1, (1), 65-91 View citations
    See also Working Paper (2004)
12. Is there a Pensions Crisis in the U.K.?
    The Geneva Papers on Risk and Insurance, 2004, 29, (3), 343-370 View citations
    Also in The Geneva Papers on Risk and Insurance - Issues and Practice, 2004, 29, (3), 343-370 (2004)
    See also Working Paper (2003)
13. Permanent and temporary inflation uncertainty and investment in the United States
    Economics Letters, 2004, 85, (2), 271-277 View citations

2003

14. Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7
    Oxford Bulletin of Economics and Statistics, 2003, 65, (2), 197-220 View citations
    See also Working Paper (2001)

2002

15. Institutional investors, corporate governance and the performance of the corporate sector
    Economic Systems, 2002, 26, (3), 203-229 View citations
16. 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 View citations

2000

17. Competition, contestability and market structure in European banking sectors on the eve of EMU
    Journal of Banking & Finance, 2000, 24, (6), 1045-1066 View citations

1999

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

1997

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

1994

20. Banking, Corporate Finance, and Monetary Policy: An Empirical Perspective
    Oxford Review of Economic Policy, 1994, 10, (4), 49-67 View citations
21. 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

1992

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

1987

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

1984

25. The Consumption Function in Macroeconomic Models: A Comparative Study
    Applied Economics, 1984, 16, (6), 799-838 View citations

Books

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 View citations

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 View citations

2006

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

1996

3. The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour
   A chapter in The Future of the Financial System, 1996 View citations
   See also Working Paper (1996)