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 London, (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 2021-10-17. Update your information in the RePEc Author Service.

Short-id: pda50

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Working Papers

2020

1. Macroprudential Policy, Monetary Policy and the Bank Interest Rate Margin
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (2)
2. The Effects of Macroprudential Policy on Banks' Profitability
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research

2019

3. Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (1)
4. The Bank Capital-Competition-Risk Nexus - A Global Perspective
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (1)
   See also Journal Article The bank capital-competition-risk nexus – A global perspective, Journal of International Financial Markets, Institutions and Money, Elsevier (2020) View citations (4) (2020)

2018

5. Implementing Macroprudential Policy in NiGEM
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (3)

2016

6. Macroprudential tools, transmission and modelling
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (5)
7. The Estimation of Financial Conditions Indices for the Major OECD Countries
   OECD Economics Department Working Papers, OECD Publishing View citations (4)

2015

8. An Economic Analysis of Pension Tax Proposals
   Discussion Papers, Centre for Macroeconomics (CFM) View citations (1)

2014

9. Exploring the Short- and Long-Run Links from Bank Competition to Risk – Reconciling Conflicting Hypotheses?
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research

2011

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

2010

11. Asset Prices and Real Economic Activity
    OECD Economics Department Working Papers, OECD Publishing View citations (10)
12. Calibrating macroprudential policy
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (7)
13. Evaluating off-balance sheet exposures in banking crisis determination models
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (14)
14. Policy Efficacy in the Crisis, Exit Strategies and the Return of Growth
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
15. The Effects of Banking Crises on Potential Output in OECD Countries
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (6)
16. The impact of global imbalances: Does the current account balance help to predict banking crises in OECD countries?
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (19)
17. Was the subprime crisis unique? An analysis of the factors that help predict banking crises in OECD countries
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research

2009

18. Bank regulation, property prices and early warning systems for banking crises in OECD countries
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (19)
    See also Journal Article Bank regulation, property prices and early warning systems for banking crises in OECD countries, Journal of Banking & Finance, Elsevier (2010) View citations (174) (2010)
19. Financial Stability in the United Kingdom: Banking on Prudence
    OECD Economics Department Working Papers, OECD Publishing View citations (2)
20. Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards
    Occasional Papers, Financial Services Authority View citations (1)

2008

21. Consumer confidence indices and short-term forecasting of consumption
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (3)
    See also Journal Article CONSUMER CONFIDENCE INDICES AND SHORT‐TERM FORECASTING OF CONSUMPTION*, Manchester School, University of Manchester (2009) View citations (16) (2009)

2006

22. 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

23. Commercial property prices and bank performance
    BIS Working Papers, Bank for International Settlements View citations (10)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    See also Journal Article Commercial property prices and bank performance, The Quarterly Review of Economics and Finance, Elsevier (2009) View citations (29) (2009)
24. 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
25. 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)
26. 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
27. STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
28. 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

29. Bank lending and commercial property cycles: some cross-country evidence
    BIS Working Papers, Bank for International Settlements View citations (36)
    See also Journal Article Bank lending and commercial property cycles: Some cross-country evidence, Journal of International Money and Finance, Elsevier (2011) View citations (47) (2011)
30. Corporate Financial Structure and Financial Stability
    IMF Working Papers, International Monetary Fund View citations (54)
    See also Journal Article Corporate financial structure and financial stability, Journal of Financial Stability, Elsevier (2004) View citations (50) (2004)
31. Equity Prices, Productivity Growth and 'The New Economy
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    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)
    See also Journal Article Equity Prices, Productivity Growth and 'The New Economy', Economic Journal, Royal Economic Society (2006) View citations (38) (2006)
32. 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
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
33. IS THERE A LINK BETWEEN PENSION-FUND ASSETS AND ECONOMIC GROWTH? - A CROSS-COUNTRY STUDY
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)

2003

34. 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
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
35. IS THERE A PENSIONS CRISIS IN THE UK?
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University (2003) View citations (1)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article Is there a Pensions Crisis in the U.K.?, The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan (2004) View citations (10) (2004)
36. Institutional investors, financial market efficiency, and financial stability
    EIB Papers, European Investment Bank, Economics Department View citations (16)
37. 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 Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
38. Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (4)
39. 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

40. Investment and Uncertainty in the G7
    MPRA Paper, University Library of Munich, Germany View citations (30)
    See also Journal Article Investment and Uncertainty in the G7, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2005) View citations (50) (2005)
41. Issues in the Regulation of Annuities Markets
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (4)

2001

42. Multiple Avenues of Intermediation, Corporate Finance and Financial Stability
    IMF Working Papers, International Monetary Fund View citations (21)

2000

43. Capital Income Taxation and Public Choice
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (3)
44. Financial Stability in the Euro Area: Some Lessons from US Financial History
    FMG Special Papers, Financial Markets Group

1999

45. A cross-country comparison of market structures in European banking
    Working Paper Series, European Central Bank View citations (24)
46. An Artificial Neural Network System of Leading Indicators
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (13)
47. The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (5)

1998

48. Excess Capacity in EU and US Banking Sectors - Conceptual, Measurement and Policy Issues
    FMG Special Papers, Financial Markets Group
49. Job creation and destruction in the corporate sector: the relative importance of births, deaths and
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (5)
50. Pension Fund Reform and European Financial Markets
    FMG Special Papers, Financial Markets Group

1997

51. Industry, regulation and the single European market
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (4)
52. Private Pensions in OECD Countries: The United Kingdom
    OECD Labour Market and Social Policy Occasional Papers, OECD Publishing View citations (4)

1996

53. Job Creation And Variations In Corporate Growth
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (2)
54. Public Pension, Pension Reform and Fiscal Policy
    Working Papers, European Monetary Institute
55. The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour
    FMG Special Papers, Financial Markets Group
    See also Chapter The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour, RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia (1996) View citations (9) (1996)

1995

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

1994

58. An International Comparison of the Financing of Occupational Pensions
    FMG Special Papers, Financial Markets Group
    Also in Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania
59. The Use of Financial Spreads As Indicator Variables: Evidence for the U.K. and Germany
    IMF Working Papers, International Monetary Fund View citations (14)

1993

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

1992

63. Output, Productivity and Externalities - the Case of Banking
    Bank of England working papers, Bank of England View citations (25)

1991

64. Corporate Finance in the Euromarkets and the Economics of Intermediation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)

Journal Articles

2020

1. The bank capital-competition-risk nexus – A global perspective
   Journal of International Financial Markets, Institutions and Money, 2020, 65, (C) View citations (4)
   See also Working Paper The Bank Capital-Competition-Risk Nexus - A Global Perspective, National Institute of Economic and Social Research (NIESR) Discussion Papers (2019) View citations (1) (2019)

2019

2. Assessing the macroeconomic impact of alternative macroprudential policies
   Economic Modelling, 2019, 80, (C), 407-428 View citations (10)
3. Exploring short‐ and long‐run links from bank competition to risk
   European Financial Management, 2019, 25, (3), 462-488 View citations (4)

2018

4. Assessing macroprudential tools in OECD countries within a cointegration framework
   Journal of Financial Stability, 2018, 37, (C), 112-130 View citations (48)

2016

5. Financial Regulation: Are We Reaching an Efficient Outcome?
   National Institute Economic Review, 2016, 235, (1), R1-R3
   Also in National Institute Economic Review, 2016, 235, R1-R3 (2016)

2014

6. Comparing Housing Booms and Mortgage Supply in the Major OECD Countries
   National Institute Economic Review, 2014, 230, R3-R15
   Also in National Institute Economic Review, 2014, 230, (1), R3-R15 (2014) View citations (2)
7. The Future of Housing Finance
   National Institute Economic Review, 2014, 230, (1), R1-R2
   Also in National Institute Economic Review, 2014, 230, R1-R2 (2014)

2013

8. An Assessment of Bank Lending to UK SMEs in the wake of the crisis
   National Institute Economic Review, 2013, 225, R39-R51 View citations (1)
   Also in National Institute Economic Review, 2013, 225, (1), R39-R51 (2013) View citations (8)
9. Credit Cycles and The Economy: Introduction
   National Institute Economic Review, 2013, 225, (1), R1-R2
   Also in National Institute Economic Review, 2013, 225, R1-R2 (2013)
10. Off-balance sheet exposures and banking crises in OECD countries
    Journal of Financial Stability, 2013, 9, (4), 673-681 View citations (29)

2012

11. Financial Structure: Lessons from the Crisis: Introduction
    National Institute Economic Review, 2012, 221, R1-R3
    Also in National Institute Economic Review, 2012, 221, (1), R1-R3 (2012)
12. Pension fund finance and sponsoring companies*
    Journal of Pension Economics and Finance, 2012, 11, (3), 439-463 View citations (6)
13. The Evolution of Financial Structure in the G-7 Over 1997–2010
    National Institute Economic Review, 2012, 221, (1), R11-R22
14. The Evolution of Financial Structure in the G-7 Over 1997–2010
    National Institute Economic Review, 2012, 221, R11-R22

2011

15. Bank lending and commercial property cycles: Some cross-country evidence
    Journal of International Money and Finance, 2011, 30, (1), 1-21 View citations (47)
    See also Working Paper Bank lending and commercial property cycles: some cross-country evidence, BIS Working Papers (2004) View citations (36) (2004)
16. FINANCIAL REGULATION
    National Institute Economic Review, 2011, 216, (1), F4-F9 View citations (5)
17. HOW IDIOSYNCRATIC ARE BANKING CRISES IN OECD COUNTRIES?
    National Institute Economic Review, 2011, 216, (1), R53-R58 View citations (10)
    Also in National Institute Economic Review, 2011, 216, R53-R58 (2011) View citations (3)
18. Should multivariate early warning systems for banking crises pool across regions?
    Review of World Economics (Weltwirtschaftliches Archiv), 2011, 147, (4), 693-716 View citations (38)

2010

19. 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 (174)
    See also Working Paper Bank regulation, property prices and early warning systems for banking crises in OECD countries, National Institute of Economic and Social Research (NIESR) Discussion Papers (2009) View citations (19) (2009)
20. 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, (1), 144-146
21. MACROPRUDENTIAL REGULATION - THE MISSING POLICY PILLAR
    National Institute Economic Review, 2010, 211, (1), 67-80 View citations (8)
    Also in National Institute Economic Review, 2010, 211, R3-R16 (2010) View citations (1)
22. MODELLING THE UK BANKING SECTOR
    National Institute Economic Review, 2010, 214, (1), F67-F72 View citations (1)
    Also in National Institute Economic Review, 2010, 214, F67-F72 (2010)
23. New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption
    OECD Journal: Economic Studies, 2010, 2010, (1), 1-50 View citations (14)

2009

24. CONSUMER CONFIDENCE INDICES AND SHORT‐TERM FORECASTING OF CONSUMPTION*
    Manchester School, 2009, 77, (1), 96-111 View citations (16)
    See also Working Paper Consumer confidence indices and short-term forecasting of consumption, National Institute of Economic and Social Research (NIESR) Discussion Papers (2008) View citations (3) (2008)
25. Commercial property prices and bank performance
    The Quarterly Review of Economics and Finance, 2009, 49, (4), 1341-1359 View citations (29)
    See also Working Paper Commercial property prices and bank performance, BIS Working Papers (2005) View citations (10) (2005)
26. THE IMPACT OF EMU ON REAL EXCHANGE RATE VOLATILITY OF EU COUNTRIES
    National Institute Economic Review, 2009, 208, (1), 101-108 View citations (1)
    Also in National Institute Economic Review, 2009, 208, 101-108 (2009)

2008

27. Comparing early warning systems for banking crises
    Journal of Financial Stability, 2008, 4, (2), 89-120 View citations (249)
28. Could Early Warning Systems Have Helped To Predict the Sub-Prime Crisis?
    National Institute Economic Review, 2008, 206, (1), 35-47 View citations (53)
    Also in National Institute Economic Review, 2008, 206, 35-47 (2008) View citations (8)
29. Does funding of pensions stimulate economic growth?*
    Journal of Pension Economics and Finance, 2008, 7, (2), 221-249 View citations (28)
30. 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 (5)
31. The Evolution of the Financial Crisis of 2007—8
    National Institute Economic Review, 2008, 206, (1), 5-14 View citations (11)
32. The Evolution of the Financial Crisis of 2007—8
    National Institute Economic Review, 2008, 206, 5-14 View citations (3)

2007

33. FINANCIAL LIBERALISATION, CONSUMPTION AND WEALTH EFFECTS IN SEVEN OECD COUNTRIES
    Scottish Journal of Political Economy, 2007, 54, (2), 254-267 View citations (42)

2006

34. Costs of financial instability, household-sector balance sheets and consumption
    Journal of Financial Stability, 2006, 2, (2), 194-216 View citations (36)
35. Equity Prices, Productivity Growth and 'The New Economy'
    Economic Journal, 2006, 116, (513), 791-811 View citations (38)
    See also Working Paper Equity Prices, Productivity Growth and 'The New Economy, FRU Working Papers (2004) (2004)

2005

36. 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 (3)
37. Financial Instability - Research, Assessment and Policy Issues
    National Institute Economic Review, 2005, 192, (1), 55-56
38. Investment and Uncertainty in the G7
    Review of World Economics (Weltwirtschaftliches Archiv), 2005, 141, (1), 1-32 View citations (50)
    See also Working Paper Investment and Uncertainty in the G7, MPRA Paper (2002) View citations (30) (2002)
39. Policy Design and Macroeconomic Stability in Europe
    National Institute Economic Review, 2005, 191, (1), 94-105 View citations (4)
    Also in National Institute Economic Review, 2005, 191, 94-105 (2005)
40. 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 (37)

2004

41. Corporate financial structure and financial stability
    Journal of Financial Stability, 2004, 1, (1), 65-91 View citations (50)
    See also Working Paper Corporate Financial Structure and Financial Stability, IMF Working Papers (2004) View citations (54) (2004)
42. Is there a Pensions Crisis in the U.K.?
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2004, 29, (3), 343-370 View citations (10)
    See also Working Paper IS THERE A PENSIONS CRISIS IN THE UK?, Public Policy Discussion Papers (2003) (2003)
43. Permanent and temporary inflation uncertainty and investment in the United States
    Economics Letters, 2004, 85, (2), 271-277 View citations (42)

2003

44. Comparing Bear Markets - 1973 and 2000
    National Institute Economic Review, 2003, 183, 78-89 View citations (1)
    Also in National Institute Economic Review, 2003, 183, (1), 78-89 (2003) View citations (2)
45. 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 (44)

2002

46. A Comparison of Balance Sheet Structures in Major EU Countries
    National Institute Economic Review, 2002, 180, 83-95
    Also in National Institute Economic Review, 2002, 180, (1), 83-95 (2002) View citations (9)
47. Institutional investors, corporate governance and the performance of the corporate sector
    Economic Systems, 2002, 26, (3), 203-229 View citations (24)
48. Le secteur européen de la gestion des pensions
    Revue d'Économie Financière, 2002, 68, (4), 229-255
49. Prudent person rules or quantitative restrictions? The regulation of long-term institutional investors' portfolios
    Journal of Pension Economics and Finance, 2002, 1, (2), 157-191 View citations (24)

2000

50. 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 (269)
51. Regulation of private pensions: a case study of the UK
    Revue d'Économie Financière, 2000, 60, (5), 175-192 View citations (2)
52. Réglementation des retraites privées: le cas du Royaume-Uni
    Revue d'Économie Financière, 2000, 60, (5), 175-195

1999

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

1997

54. 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 (79)

1994

55. Banking, Corporate Finance, and Monetary Policy: An Empirical Perspective
    Oxford Review of Economic Policy, 1994, 10, (4), 49-67 View citations (4)
56. 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 (3)
57. 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 (23)

1992

58. Credit Quality Spreads, Bond Market Efficiency and Financial Fragility
    The Manchester School of Economic & Social Studies, 1992, 60, 21-46 View citations (5)

1991

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

1987

60. A Stock-Flow Consistent Macro-econometric Model of the UK Economy--Part I
    Journal of Applied Econometrics, 1987, 2, (2), 111-32 View citations (8)
    Also in Journal of Applied Econometrics, 1987, 2, (4), 259-307 (1987) View citations (5)

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 (25)

1998

2. Pension Funds: Retirement-Income Security and Capital Markets: An International Perspective
   OUP Catalogue, Oxford University Press View citations (20)

1995

3. Debt, Financial Fragility, and Systemic Risk
   OUP Catalogue, Oxford University Press View citations (71)

Edited books

2000

1. The Foundations of Pension Finance, vol Two volume set
   Books, Edward Elgar Publishing View citations (3)

Chapters

2018

1. Pension provision, lifetime financial sustainability, care and dignity in old age: legal and economic issues
   Chapter 7 in The Home, 2018, pp 144-160

2011

2. COMMENTARY ON MACROPRUDENTIAL AND OTHER POLICIES
   Chapter 9 in Macroprudential Regulatory Policies The New Road to Financial Stability?, 2011, pp 121-129

2008

3. 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 (13)

2006

4. How Will Ageing Affect the Structure of Financial Markets?
   A chapter in Demography and Financial Markets, 2006 View citations (8)

1996

5. 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 (9)
   See also Working Paper The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour, Financial Markets Group (1996) (1996)

1993

6. The Use of Financial Spreads as Indicators of Real Activity
   Palgrave Macmillan View citations (1)