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 2013-04-05. Update your information in the RePEc Author Service.

Short-id: pda50

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Working Papers

2011

1. TIER 2 Capital and Bank Behaviour
   NIESR Discussion Papers, National Institute of Economic and Social Research

2010

2. Asset Prices and Real Economic Activity
   OECD Economics Department Working Papers, OECD Publishing
3. CALIBRATING MACROPRUDENTIAL POLICY
   NIESR Discussion Papers, National Institute of Economic and Social Research
4. Does the Current Account Balance Help to Predict Banking Crises in OECD Countries?
   NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
5. IS THERE A LINK FROM BANK SIZE TO RISK TAKING?
   NIESR Discussion Papers, National Institute of Economic and Social Research
6. Policy Efficacy in the Crisis, Exit Strategies and the Return of Growth
   NIESR Discussion Papers, National Institute of Economic and Social Research
7. THE EFFECTS OF BANKING CRISES ON POTENTIAL OUTPUT IN OECD COUNTRIES
   NIESR Discussion Papers, National Institute of Economic and Social Research
   Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2010)
8. 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

2009

9. BANK REGULATION, PROPERTY PRICES AND EARLY WARNING SYSTEMS FOR BANKING CRISES IN OECD COUNTRIES
   NIESR Discussion Papers, National Institute of Economic and Social Research View citations (9)
   See also Journal Article in Journal of Banking & Finance (2010)
10. Financial Stability in the United Kingdom: Banking on Prudence
    OECD Economics Department Working Papers, OECD Publishing
11. Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards
    Occasional Papers, Financial Services Authority View citations (7)

2008

12. 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

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

2006

14. SOURCES OF PRO-CYCLICALITY IN EAST ASIAN FINANCIAL SYSTEMS
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations (3)

2005

15. Commercial property prices and bank performance
    BIS Working Papers, Bank for International Settlements View citations (5)
    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 (2)
    See also Journal Article in The Quarterly Review of Economics and Finance (2009)
16. 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
17. SAVING, FUNDING AND ECONOMIC GROWTH
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations (1)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005) View citations (2)
18. 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
19. STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
20. 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 View citations (1)

2004

21. Bank lending and commercial property cycles: some cross-country evidence
    BIS Working Papers, Bank for International Settlements View citations (13)
    See also Journal Article in Journal of International Money and Finance (2011)
22. Consumption, Financial and Real Wealth in the G-5 (revised December 2004)
    NIESR Discussion Papers, National Institute of Economic and Social Research
23. Corporate Financial Structure and Financial Stability
    IMF Working Papers, International Monetary Fund View citations (20)
    See also Journal Article in Journal of Financial Stability (2004)
24. 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)
25. Equity Prices, Productivity Growth and 'The New Economy
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit
    Also in EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (2004)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations (8)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article in Economic Journal (2006)
26. 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 (1)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) View citations (1)
27. Financial Liberalisation, Consumption and Wealth Effects in 7 OECD Countries
    NIESR Discussion Papers, National Institute of Economic and Social Research
28. 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 (2)

2003

29. 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 View citations (12)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations (10)
30. IS THERE A PENSIONS CRISIS IN THE UK?
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations (1)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations (1)
    Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University (2003) View citations (1)
    See also Journal Article in The Geneva Papers on Risk and Insurance (2004)
31. Institutional investors, financial market efficiency, and financial stability
    EIB Papers, European Investment Bank, Economics Department View citations (4)
32. 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 (2)
33. Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries
    Royal Economic Society Annual Conference 2003, Royal Economic Society
34. 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

35. 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)
36. Issues in the Regulation of Annuities Markets
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (4)

2001

37. 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)
38. Multiple Avenues of Intermediation, Corporate Finance and Financial Stability
    IMF Working Papers, International Monetary Fund View citations (16)
39. 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 (5)

2000

40. Financial Stability in the Euro Area: Some Lessons from US Financial History
    FMG Special Papers, Financial Markets Group View citations (1)

1999

41. A cross-country comparison of market structures in European banking
    Working Paper Series, European Central Bank View citations (19)

1998

42. Excess Capacity in EU and US Banking Sectors - Conceptual, Measurement and Policy Issues
    FMG Special Papers, Financial Markets Group View citations (5)
43. Pension Fund Reform and European Financial Markets
    FMG Special Papers, Financial Markets Group View citations (5)

1997

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

1996

45. Public Pension, Pension Reform and Fiscal Policy
    Working Papers, European Monetary Institute
46. The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour
    FMG Special Papers, Financial Markets Group View citations (3)
    See also Chapter (1996)

1995

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

1994

49. An International Comparison of the Financing of Occupational Pensions
    FMG Special Papers, Financial Markets Group View citations (2)
    Also in Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania
50. The Use of Financial Spreads as Indicator Variables: Evidence for the U.K. and Germany
    IMF Working Papers, International Monetary Fund View citations (6)

1993

51. Bank Credit Risk
    Bank of England working papers, Bank of England View citations (9)
52. Problems of Banking Regulation: An EC Perspective
    FMG Special Papers, Financial Markets Group
53. The structure, regulation, and performance of pension funds in nine industrial countries
    Policy Research Working Paper Series, The World Bank View citations (8)

1992

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

1991

55. Corporate Finance in the Euromarkets and the Economics of Intermediation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

Journal Articles

2012

1. Financial Structure: Lessons from the Crisis: Introduction
   National Institute Economic Review, 2012, 221, (1), R1-R3
2. Pension fund finance and sponsoring companies
   Journal of Pension Economics and Finance, 2012, 11, (03), 439-463
   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

2011

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

2010

8. Bank regulation, property prices and early warning systems for banking crises in OECD countries
   Journal of Banking & Finance, 2010, 34, (9), 2255-2264 View citations (13)
   See also Working Paper (2009)
9. 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
10. MACROPRUDENTIAL REGULATION - THE MISSING POLICY PILLAR
    National Institute Economic Review, 2010, 211, (1), R3-R16 View citations (5)
11. New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption
    OECD Journal: Economic Studies, 2010, 2010, (1), 1-50

2009

12. CONSUMER CONFIDENCE INDICES AND SHORT-TERM FORECASTING OF CONSUMPTION
    Manchester School, 2009, 77, (1), 96-111 View citations (5)
    See also Working Paper (2008)
13. Commercial property prices and bank performance
    The Quarterly Review of Economics and Finance, 2009, 49, (4), 1341-1359 View citations (3)
    See also Working Paper (2005)
14. THE IMPACT OF EMU ON REAL EXCHANGE RATE VOLATILITY OF EU COUNTRIES
    National Institute Economic Review, 2009, 208, (1), 101-108

2008

15. Comparing early warning systems for banking crises
    Journal of Financial Stability, 2008, 4, (2), 89-120 View citations (43)
16. Could Early Warning Systems Have Helped To Predict the Sub-Prime Crisis?
    National Institute Economic Review, 2008, 206, (1), 35-47 View citations (6)
17. Does funding of pensions stimulate economic growth?
    Journal of Pension Economics and Finance, 2008, 7, (02), 221-249 View citations (2)
18. Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries
    Journal of International Money and Finance, 2008, 27, (8), 1261-1283 View citations (1)
19. The Evolution of the Financial Crisis of 2007—8
    National Institute Economic Review, 2008, 206, (1), 5-14

2007

20. FINANCIAL LIBERALISATION, CONSUMPTION AND WEALTH EFFECTS IN SEVEN OECD COUNTRIES
    Scottish Journal of Political Economy, 2007, 54, (2), 254-267 View citations (3)

2006

21. Costs of financial instability, household-sector balance sheets and consumption
    Journal of Financial Stability, 2006, 2, (2), 194-216 View citations (6)
    See also Working Paper (2004)
22. Equity Prices, Productivity Growth and 'The New Economy'
    Economic Journal, 2006, 116, (513), 791-811 View citations (16)
    See also Working Paper (2004)

2005

23. 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 View citations (2)
24. Financial Instability - Research, Assessment and Policy Issues
    National Institute Economic Review, 2005, 192, (1), 55-56
25. Investment and Uncertainty in the G7
    Review of World Economics (Weltwirtschaftliches Archiv), 2005, 141, (1), 1-32 View citations (20)
    See also Working Paper (2002)
26. Policy Design and Macroeconomic Stability in Europe
    National Institute Economic Review, 2005, 191, (1), 94-105 View citations (2)
27. 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 (15)

2004

28. Corporate financial structure and financial stability
    Journal of Financial Stability, 2004, 1, (1), 65-91 View citations (14)
    See also Working Paper (2004)
29. Is there a Pensions Crisis in the U.K.?
    The Geneva Papers on Risk and Insurance, 2004, 29, (3), 343-370 View citations (5)
    Also in The Geneva Papers on Risk and Insurance - Issues and Practice, 2004, 29, (3), 343-370 (2004) View citations (1)
    See also Working Paper (2003)
30. Permanent and temporary inflation uncertainty and investment in the United States
    Economics Letters, 2004, 85, (2), 271-277 View citations (10)

2003

31. Comparing Bear Markets - 1973 and 2000
    National Institute Economic Review, 2003, 183, (1), 78-89
32. 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 (14)
    See also Working Paper (2001)

2002

33. A Comparison of Balance Sheet Structures in Major EU Countries
    National Institute Economic Review, 2002, 180, (1), 83-95 View citations (3)
34. Institutional investors, corporate governance and the performance of the corporate sector
    Economic Systems, 2002, 26, (3), 203-229 View citations (8)
35. Le secteur européen de la gestion des pensions
    Revue d'Économie Financière, 2002, 68, (4), 229-255
36. 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 (3)

2000

37. 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 (119)
38. Regulation of private pensions: a case study of the UK
    Revue d'Économie Financière, 2000, 60, (5), 175-192 View citations (2)
39. Réglementation des retraites privées: le cas du Royaume-Uni
    Revue d'Économie Financière, 2000, 60, (5), 175-195

1999

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

1997

41. 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 (56)

1994

42. Banking, Corporate Finance, and Monetary Policy: An Empirical Perspective
    Oxford Review of Economic Policy, 1994, 10, (4), 49-67 View citations (2)
43. 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)
44. The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany
    IMF Staff Papers, 1994, 41, (3), 517-525 View citations (20)

1992

45. Credit Quality Spreads, Bond Market Efficiency and Financial Fragility
    The Manchester School of Economic & Social Studies, 1992, 60, 21-46 View citations (4)
46. Output and Productivity in Banking
    Scandinavian Journal of Economics, 1992, 94, S111-29 View citations (26)

1991

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

1987

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

Books

2003

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

1999

2. 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 (11)

1998

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

1995

4. Debt, Financial Fragility, and Systemic Risk
   OUP Catalogue, Oxford University Press View citations (28)

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 (3)

2006

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

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
   See also Working Paper (1996)