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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 Downloads
Wolfram Berger
Investment under Uncertainty, Debt and Taxes pp. 31-58 Downloads
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 Downloads
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 Downloads
Theofanis Archontakis and Wolfgang Lemke
Are Central Bank Preferences Asymmetric? A Comment pp. 119-126 Downloads
A. Patrick L. Minford and Naveen Srinivasan

Volume 36, issue 3, 2007

The Heath, Jarrow, Morton Model pp. 205-207 Downloads
Oldrich Alfons Vasicek
The Value of Relationship Lending: Small Banks in an Era of Consolidation pp. 209-230 Downloads
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 Downloads
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 Downloads
Luigi Bonatti

Volume 36, issue 2, 2007

Household Debt and Credit: Economic Issues and Data Problems pp. 115-146 Downloads
Giuseppe Bertola and Stefan Hochguertel
Lessons from the ECB Experience: Frankfurt Still Matters&excl pp. 147-170 Downloads
Zeno Rotondi and Giacomo Vaciago
Does Financial Liberalization Lower Problem Loans in Banks? pp. 171-188 Downloads
Saibal Ghosh
What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking? pp. 189-203 Downloads
Marcella Lucchetta

Volume 36, issue 1, 2007

Dynamic Equilibrium with Overpriced Put Options pp. 1-26 Downloads
Sergey Isaenko
A New Approach to Predicting Recessions pp. 27-42 Downloads
Ken Nyholm
Information Technology and Productivity Changes in the Banking Industry pp. 43-76 Downloads
Luca Casolaro and Giorgio Gobbi
Financial Frictions and Risky Corporate Debt pp. 77-87 Downloads
Doriana Ruffino and Jonathan Treussard
Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence pp. 89-113 Downloads
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 Downloads
Roberto Renò, Antonio Roma and Stephen Schaefer
Investor Reaction to Inter-corporate Business Contracting: Evidence and Explanation pp. 253-291 Downloads
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 Downloads
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 Downloads
Doris Neuberger, Solvig Räthke and Christoph Schacht
Estimating the Term Structure of Credit Spreads on Euro-denominated Corporate Bonds pp. 355-375 Downloads
Ombretta Terazzan
Finance, Banks and the Stability of Emerging Markets pp. 377-383 Downloads
Diego Lanzi

Volume 35, issue 2, 2006

Revisiting the European Monetary System Experience: Were Some Members More Equal than Others? pp. 151-172 Downloads
Lorenzo Bini Smaghi and Giovanni Ferri
Tax-induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy pp. 173-202 Downloads
Roberto Savona
Credibility, Irreversibility of Investment, and Liberalization Reforms in LDCs pp. 203-218 Downloads
Andrea Bassanini
Essay Review on Raghuram G. Rajan and Luigi Zingales (2003), Saving Capitalism from the Capitalists, Random House, New York pp. 219-225 Downloads
Giovanni Ferri

Volume 35, issue 1, 2006

Stock Market Fluctuations and Money Demand in Italy, 1913-2003 pp. 1-47 Downloads
Massimo Caruso
Bank Mergers, Information, Default and the Price of Credit pp. 49-62 Downloads
Margarida Catalão-
Optimal Monetary Policy with Price and Wage Rigidities pp. 63-95 Downloads
Massimiliano Marzo
Market for Information and Identity Disclosure in an Experimental Open Limit Order Book pp. 97-119 Downloads
Pietro Perotti and Barbara Rindi
Do Market-based Indicators Anticipate Rating Agencies? Evidence for International Banks pp. 121-150 Downloads
Antonio Di Cesare

Volume 34, issue 3, 2005

Liquidity and Twin Crises pp. 257-277 Downloads
Hyun Song
Competition and Profitability in European Banking: Why Are British Banks So Profitable? pp. 279-311 Downloads
David T. Llewellyn
Equilibrium Determinacy under Monetary and Fiscal Policies in an Overlapping Generations Model pp. 313-330 Downloads
Alessandro Piergallini
Greek Monetary Economics in Retrospect: The Adventures of the Drachma pp. 331-370 Downloads
Sophia Lazaretou
Determinants of Corporate Governance in the Italian Financial Market pp. 371-405 Downloads
Emilio Barucci and Jury Falini
Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union pp. 407-427 Downloads
Mark J. Holmes

Volume 34, issue 2, 2005

The Impact of the Rating Agencies' Through-the-cycle Methodology on Rating Dynamics pp. 127-154 Downloads
Edward I. Altman and Herbert A. Rijken
Correlation at First Sight pp. 155-183 Downloads
Andrew Friend and Ebbe Rogge
Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened pp. 185-230 Downloads
Greg M. Gupton
Risk Mapping and Key Risk Indicators in Operational Risk Management pp. 231-256 Downloads
Sergio Scandizzo

Volume 34, issue 1, 2005

Long-term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers pp. 1-34 Downloads
John A. Doukas and Halit Gonenc
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds pp. 35-50 Downloads
Niklas Wagner, Warren Hogan and Jonathan Andrew Batten
Specification Analysis of Diffusion Models for the Italian Short Rate pp. 51-83 Downloads
Monica Gentile and Roberto Renò
Does Trade Credit Substitute Bank Credit? Evidence from Firm-level Data pp. 85-112 Downloads
Guido de Blasio
Finance-Growth Nexus and the P-bias: Evidence from OECD Countries pp. 113-126 Downloads
Franz R. Hahn

Volume 33, issue 3, 2004

Measuring and Optimizing Portfolio Credit Risk: A Copula-based Approach pp. 325-357 Downloads
Annalisa Di Clemente and Claudio Romano
Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model pp. 359-374 Downloads
Martino Grasselli and Claudio Tebaldi
Integrated Risk Management with a Filtered Bootstrap Approach pp. 375-398 Downloads
Claudio Marsala, Massimiliano Pallotta and Raffaele Zenti
Analytical American Option Pricing: The Flat-barrier Lower Bound pp. 399-413 Downloads
Alessandro Sbuelz
Models of Capital Requirements in Static and Dynamic Settings pp. 415-435 Downloads
Giacomo Scandolo
Standards, Breakwaters and Watchdogs: The Collective Governance of Financial Markets pp. 437-444 Downloads
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 Downloads
Edward Altman, Andrea Resti and Andrea Sironi
The Co-initial Swap Market Model pp. 209-232 Downloads
Stefano Galluccio and Christopher Hunter
Semi-analytic Approaches to Collateralized Debt Obligation Modelling pp. 233-255 Downloads
Christian Bluhm and Ludger Overbeck
Preventing Systemic Crises through Bank Transparency pp. 257-273 Downloads
Ari Hyytinen and Tuomas Takalo
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data pp. 275-321 Downloads
Gianluca A. Cassese and Massimo Guidolin

Volume 33, issue 1, 2004

Introduction pp. 1-2 Downloads
Eduardo Schwartz and Walter Torous
How Did It Happen? pp. 3-22 Downloads
Michael J. Brennan
Patents and R&D as Real Options pp. 23-54 Downloads
Eduardo S. Schwartz
Optimal Dynamic Trading Strategies pp. 55-81 Downloads
Douglas T. Breeden
Corporate Decisions, Information and Prices: Do Managers Move Prices or Do Prices Move Managers&quest pp. 83-110 Downloads
Ronald Giammarino, Robert Heinkel, Burton Hollifield and Kai Li
Liquidity Dynamics Across Small and Large Firms pp. 111-143 Downloads
Tarun Chordia, Lakshmanan Shivakumar and Avanidhar Subrahmanyam
Incomplete Information, Trading Costs and Cross-autocorrelations in Stock Returns pp. 145-181 Downloads
Tarun Chordia and Bhaskaran Swaminathan
Page updated 2008-07-06