EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Economic Notes
2003 - 2012
from Banca Monte dei Paschi di Siena SpA
Access Statistics for this journal.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
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-Lopes 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 Doukas and Halit Gonenc Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds pp. 35-50 Niklas F Wagner , Warren Pat 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 Rudolf 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 Volume 32, issue 3 , 2003
The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index pp. 295-333 Lucio Sarno and Ibrahim Chowdhury What does Monetary Policy Reveal about a Central Bank's Preferences? pp. 335-359 Efrem Castelnuovo and Paolo Surico The Taylor Rule and Dynamic Stability in a Small Macroeconomic Model pp. 361-370 David Chappell and Paul M. Turner Macroeconomic News and the Euro/Dollar Exchange Rate pp. 371-398 Gabriele Galati and Corrinne Ho Charles Goodhart and Gerhard Illing (eds) 2002 Financial Crises, Contagion, and the Lender of Last Resort, a Reader pp. 399-402 Marcello De Cecco Ben Fine (2001) Social Capital versus Social Theory: Political Economy and Social Science at the Turn of the Millennium pp. 403-408 Fabio Sabatini Volume 32, issue 2 , 2003
Introduction pp. 143-146 Andrea Berardi and Francesco Rossi Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2001 pp. 147-176 Edward I. Altman and Jason Pompeii Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment pp. 177-195 Gianluca Oderda , Michel M Dacorogna and Tobias Jung Pricing Loans Using Default Probabilities pp. 197-217 Stuart M. Turnbull Pricing and Hedging Credit Derivatives with Copulas pp. 219-242 Umberto Cherubini and Elisa Luciano A Structural Analysis of Credit Risk With Risky Collateral: A Methodology for Haircut Determination pp. 243-282 Didier Cossin and Tomas Hricko Managing Electricity Risk pp. 283-294 Giovanni Barone-Adesi and Andrea Gigli Volume 32, issue 1 , 2003
New Economy, Old Central Banks? pp. 1-35 Jan Marc Berk Central Bank and Commercial Banks' Liquidity Management - What is the Relationship? pp. 37-66 Ulrich Bindseil , Benedict Weller and Flemming Wuertz The Choice Among Interbank Settlement Systems: The European Experience pp. 67-100 Angelo Baglioni and Rony Hamaui Roger B. Porter, Pierre SauvÈ, Arvind Subramanian and Amerito B. Zampetti (eds) (2001) Efficiency, Equity, Legitimacy: The Multilateral Trading System at the Millennium pp. 101-103 Gianpaolo Rossini Robert Gilpin (2002) The Challenge of Global Capitalism. The World Economy in the 21st Century pp. 105-106 Gianpaolo Rossini Critical Aspects in Modelling Monetary Policy pp. 107-121 Massimiliano Marzo Joseph E. Stiglitz (2002) Globalization and Its Discontents pp. 123-142 Giovanni Ferri
EconPapers is hosted by the
Örebro University School of Business.