Economic Notes

2003 - 2008

from Banca Monte dei Paschi di Siena SpA
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Volume 37, issue 1, 2008

Monetary Policy Rules for a Small Open Economy pp. 1-30

Wolfram Berger

Investment under Uncertainty, Debt and Taxes pp. 31-58

Andrea Gamba, Gordon A. Sick and Carmen Aranda León

Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK pp. 59-74

Luis A. Gil-Alana, Natalia Luqui and Juncal Cunado

Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure pp. 75-117

Theofanis Archontakis and Wolfgang Lemke

Are Central Bank Preferences Asymmetric? A Comment pp. 119-126

A. Patrick L. Minford and Naveen Srinivasan

Volume 36, issue 3, 2007

The Heath, Jarrow, Morton Model pp. 205-207

Oldrich Alfons Vasicek

The Value of Relationship Lending: Small Banks in an Era of Consolidation pp. 209-230

Paola Bongini, Maria Luisa Di Battista and Emma Zavarrone

Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market pp. 231-246

Benjamin M. Tabak

The Interaction between the Central Bank and a Single Monopoly Union Revisited: Does Greater Monetary Policy Uncertainty Reduce Nominal Wages? pp. 247-258

Luigi Bonatti

Volume 36, issue 2, 2007

Household Debt and Credit: Economic Issues and Data Problems pp. 115-146

Giuseppe Bertola and Stefan Hochguertel

Lessons from the ECB Experience: Frankfurt Still Matters&excl pp. 147-170

Zeno Rotondi and Giacomo Vaciago

Does Financial Liberalization Lower Problem Loans in Banks? pp. 171-188

Saibal Ghosh

What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking? pp. 189-203

Marcella Lucchetta

Volume 36, issue 1, 2007

Dynamic Equilibrium with Overpriced Put Options pp. 1-26

Sergey Isaenko

A New Approach to Predicting Recessions pp. 27-42

Ken Nyholm

Information Technology and Productivity Changes in the Banking Industry pp. 43-76

Luca Casolaro and Giorgio Gobbi

Financial Frictions and Risky Corporate Debt pp. 77-87

Doriana Ruffino and Jonathan Treussard

Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence pp. 89-113

Samy Ben Naceur and Samir Ghazouani

Volume 35, issue 3, 2006

A Comparison of Alternative Non-parametric Estimators of the Short Rate Diffusion Coefficient pp. 227-252

Roberto Renò, Antonio Roma and Stephen Schaefer

Investor Reaction to Inter-corporate Business Contracting: Evidence and Explanation pp. 253-291

Fayez A. Elayan, Kuntara Pukthuanthong and Richard Roll

Do Upgradings and Downgradings Convey Information? An Event Study of the French Bond Market pp. 293-317

Maurizio Dallocchio, Jerome Hubler, Philippe Raimbourg and Antonio Salvi

The Number of Bank Relationships of SMEs: A Disaggregated Analysis of Changes in the Swiss Loan Market pp. 319-353

Doris Neuberger, Solvig Räthke and Christoph Schacht

Estimating the Term Structure of Credit Spreads on Euro-denominated Corporate Bonds pp. 355-375

Ombretta Terazzan

Finance, Banks and the Stability of Emerging Markets pp. 377-383

Diego Lanzi

Volume 35, issue 2, 2006

Revisiting the European Monetary System Experience: Were Some Members More Equal than Others? pp. 151-172

Lorenzo Bini Smaghi and Giovanni Ferri

Tax-induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy pp. 173-202

Roberto Savona

Credibility, Irreversibility of Investment, and Liberalization Reforms in LDCs pp. 203-218

Andrea Bassanini

Essay Review on Raghuram G. Rajan and Luigi Zingales (2003), Saving Capitalism from the Capitalists, Random House, New York pp. 219-225

Giovanni Ferri

Volume 35, issue 1, 2006

Stock Market Fluctuations and Money Demand in Italy, 1913-2003 pp. 1-47

Massimo Caruso

Bank Mergers, Information, Default and the Price of Credit pp. 49-62

Margarida Catalão-

Optimal Monetary Policy with Price and Wage Rigidities pp. 63-95

Massimiliano Marzo

Market for Information and Identity Disclosure in an Experimental Open Limit Order Book pp. 97-119

Pietro Perotti and Barbara Rindi

Do Market-based Indicators Anticipate Rating Agencies? Evidence for International Banks pp. 121-150

Antonio Di Cesare

Volume 34, issue 3, 2005

Liquidity and Twin Crises pp. 257-277

Hyun Song

Competition and Profitability in European Banking: Why Are British Banks So Profitable? pp. 279-311

David T. Llewellyn

Equilibrium Determinacy under Monetary and Fiscal Policies in an Overlapping Generations Model pp. 313-330

Alessandro Piergallini

Greek Monetary Economics in Retrospect: The Adventures of the Drachma pp. 331-370

Sophia Lazaretou

Determinants of Corporate Governance in the Italian Financial Market pp. 371-405

Emilio Barucci and Jury Falini

Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union pp. 407-427

Mark J. Holmes

Volume 34, issue 2, 2005

The Impact of the Rating Agencies' Through-the-cycle Methodology on Rating Dynamics pp. 127-154

Edward I. Altman and Herbert A. Rijken

Correlation at First Sight pp. 155-183

Andrew Friend and Ebbe Rogge

Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened pp. 185-230

Greg M. Gupton

Risk Mapping and Key Risk Indicators in Operational Risk Management pp. 231-256

Sergio Scandizzo

Volume 34, issue 1, 2005

Long-term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers pp. 1-34

John A. Doukas and Halit Gonenc

Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds pp. 35-50

Niklas Wagner, Warren Hogan and Jonathan Andrew Batten

Specification Analysis of Diffusion Models for the Italian Short Rate pp. 51-83

Monica Gentile and Roberto Renò

Does Trade Credit Substitute Bank Credit? Evidence from Firm-level Data pp. 85-112

Guido de Blasio

Finance-Growth Nexus and the P-bias: Evidence from OECD Countries pp. 113-126

Franz R. Hahn

Volume 33, issue 3, 2004

Measuring and Optimizing Portfolio Credit Risk: A Copula-based Approach pp. 325-357

Annalisa Di Clemente and Claudio Romano

Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model pp. 359-374

Martino Grasselli and Claudio Tebaldi

Integrated Risk Management with a Filtered Bootstrap Approach pp. 375-398

Claudio Marsala, Massimiliano Pallotta and Raffaele Zenti

Analytical American Option Pricing: The Flat-barrier Lower Bound pp. 399-413

Alessandro Sbuelz

Models of Capital Requirements in Static and Dynamic Settings pp. 415-435

Giacomo Scandolo

Standards, Breakwaters and Watchdogs: The Collective Governance of Financial Markets pp. 437-444

Diego Lanzi

Volume 33, issue 2, 2004

Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence pp. 183-208

Edward Altman, Andrea Resti and Andrea Sironi

The Co-initial Swap Market Model pp. 209-232

Stefano Galluccio and Christopher Hunter

Semi-analytic Approaches to Collateralized Debt Obligation Modelling pp. 233-255

Christian Bluhm and Ludger Overbeck

Preventing Systemic Crises through Bank Transparency pp. 257-273

Ari Hyytinen and Tuomas Takalo

Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data pp. 275-321

Gianluca A. Cassese and Massimo Guidolin

Volume 33, issue 1, 2004

Introduction pp. 1-2

Eduardo Schwartz and Walter Torous

How Did It Happen? pp. 3-22

Michael J. Brennan

Patents and R&D as Real Options pp. 23-54

Eduardo S. Schwartz

Optimal Dynamic Trading Strategies pp. 55-81

Douglas T. Breeden

Corporate Decisions, Information and Prices: Do Managers Move Prices or Do Prices Move Managers&quest pp. 83-110

Ronald Giammarino, Robert Heinkel, Burton Hollifield and Kai Li

Liquidity Dynamics Across Small and Large Firms pp. 111-143

Tarun Chordia, Lakshmanan Shivakumar and Avanidhar Subrahmanyam

Incomplete Information, Trading Costs and Cross-autocorrelations in Stock Returns pp. 145-181

Tarun Chordia and Bhaskaran Swaminathan