Details about Alistair Milne

Access statistics for papers by Alistair Milne.

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Short-id: pmi529

Working Papers

2020

1. Evolution or revolution? Distributed ledger technologies in financial services
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2019

2. FinTech and the future of financial services: What are the research gaps?
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (6)
3. What is new about cryptocurrencies? A visual analysis
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)

2016

4. The Business Models and Economics of Peer-to-Peer Lending
   ECRI Papers, Centre for European Policy Studies View citations (31)

2015

5. Achieving European Policy Objectives through Financial Technology
   CEPS Papers, Centre for European Policy Studies View citations (1)
   Also in ECRI Papers, Centre for European Policy Studies (2015) View citations (1)

2013

6. Distance to Default and the Financial Crisis
   Discussion Paper Series, Department of Economics, Loughborough University View citations (2)
   See also Journal Article Distance to default and the financial crisis, Journal of Financial Stability, Elsevier (2014) View citations (37) (2014)

2012

7. Register, issue, cap and trade: A proposal for ending current and future financial crises
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)

2009

8. Bank Capital Buffer and Risk Adjustment Decisions
   Working Papers, Swiss National Bank View citations (5)
   See also Journal Article Bank capital buffer and risk adjustment decisions, Journal of Financial Stability, Elsevier (2011) View citations (131) (2011)

2007

9. The Cyclical Behaviour of European Bank Capital Buffers
   SIFR Research Report Series, Institute for Financial Research View citations (9)
   See also Journal Article The cyclical behaviour of European bank capital buffers, Journal of Banking & Finance, Elsevier (2008) View citations (204) (2008)

2006

10. Prediction of bank rating transition probabilities
    Computing in Economics and Finance 2006, Society for Computational Economics

2001

11. Bank capital as an incentive mechanism
    Proceedings, Federal Reserve Bank of Chicago

1999

12. Bank capital and risk taking
    Bank of England working papers, Bank of England View citations (11)

1996

13. New Analysis of a Model of Time to Build
    School of Economics Discussion Papers, School of Economics, University of Surrey

1994

14. Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission
    School of Economics Discussion Papers, School of Economics, University of Surrey

Journal Articles

2020

1. Cryptocurrencies: market analysis and perspectives
   Economia e Politica Industriale: Journal of Industrial and Business Economics, 2020, 47, (1), 1-18 View citations (39)

2019

2. Data Technologies and Next Generation Insurance Operations
   Journal of Financial Transformation, 2019, 50, 110-117
3. The Global Legal Entity Identifier System: How Can It Deliver?
   JRFM, 2019, 12, (1), 1-29 View citations (1)

2017

4. In good times and in bad: Bank capital ratios and lending rates
   International Review of Financial Analysis, 2017, 51, (C), 102-112 View citations (9)

2016

5. The Un-Level Playing Field for P2P Lending
   Journal of Financial Transformation, 2016, 44, 132-140

2015

6. Leverage Constraints and Real Interest Rates
   Manchester School, 2015, 83, 83-109

2014

7. Bank competition, fire-sales and financial stability
   The European Journal of Finance, 2014, 20, (10), 874-891 View citations (3)
8. Distance to default and the financial crisis
   Journal of Financial Stability, 2014, 12, (C), 26-36 View citations (37)
   See also Working Paper Distance to Default and the Financial Crisis, Discussion Paper Series (2013) View citations (2) (2013)

2013

9. Register, cap and trade: A proposal for containing systemic liquidy risk
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2013, 7, 1-31 View citations (1)
10. The rise and success of the barcode: Some lessons for financial services
    Journal of Banking Regulation, 2013, 14, (3-4), 241-254 View citations (1)

2012

11. Basel III: Is the cure worse than the disease?
    International Review of Financial Analysis, 2012, 25, (C), 159-166 View citations (62)
12. Risk†Adjusted Measures of Value Creation in Financial Institutions
    European Financial Management, 2012, 18, (4), 578-601 View citations (1)

2011

13. Bank capital buffer and risk adjustment decisions
    Journal of Financial Stability, 2011, 7, (3), 165-178 View citations (131)
    See also Working Paper Bank Capital Buffer and Risk Adjustment Decisions, Working Papers (2009) View citations (5) (2009)
14. Bankers' compensation and fair value accounting
    Journal of Corporate Finance, 2011, 17, (4), 1096-1115 View citations (20)
15. Limited Liability Government Debt for the Eurozone -super-†
    CESifo Economic Studies, 2011, 57, (1), 44-78
16. Systemic Risk in Financial Services
    British Actuarial Journal, 2011, 16, (2), 195-300 View citations (12)
17. Systemic risk in financial services ‐ Abstract of the Edinburgh Discussion
    British Actuarial Journal, 2011, 16, (2), 321-340
18. Systemic risk in financial services ‐ Abstract of the London Discussion
    British Actuarial Journal, 2011, 16, (2), 301-319 View citations (1)

2010

19. Macro-Prudential Policy: An Assessment
    ifo DICE Report, 2010, 8, (01), 28-33 View citations (2)
20. Variable reduction, sample selection bias and bank retail credit scoring
    Journal of Empirical Finance, 2010, 17, (3), 501-512 View citations (12)

2009

21. Alistair Milne on Robert J. Shiller, The Subprime Solution: How Today's Global Financial Crisis Happened and What to Do About It
    World Economics, 2009, 10, (2), 173-176
22. Macroprudential policy: what can it achieve?
    Oxford Review of Economic Policy, 2009, 25, (4), 608-629 View citations (6)
23. Public sector support of the banking industry
    Journal of Financial Transformation, 2009, 25, 131-143

2008

24. Banking crisis solutions old and new
    Review, 2008, 90, (Sep), 517-530 View citations (10)
25. The cyclical behaviour of European bank capital buffers
    Journal of Banking & Finance, 2008, 32, (8), 1440-1451 View citations (204)
    See also Working Paper The Cyclical Behaviour of European Bank Capital Buffers, SIFR Research Report Series (2007) View citations (9) (2007)

2007

26. Standards and Competition in Post-trade Securities Processing
    Journal of Financial Transformation, 2007, 20, 143-154
27. The industrial organization of post-trade clearing and settlement
    Journal of Banking & Finance, 2007, 31, (10), 2945-2961 View citations (13)

2006

28. Optimal regulation of deposit taking financial intermediaries: A correction
    European Economic Review, 2006, 50, (2), 509-516 View citations (1)
29. What is in it for us? Network effects and bank payment innovation
    Journal of Banking & Finance, 2006, 30, (6), 1613-1630 View citations (23)

2005

30. Skewness of Returns, Capital Adequacy, and Mortgage Lending
    Journal of Financial Services Research, 2005, 28, (1), 135-161 View citations (5)

2003

31. Debt Relief for Low Income Countries: Is it Effective and Efficient?
    The World Economy, 2003, 26, (1), 43-59 View citations (27)

2002

32. Bank capital regulation as an incentive mechanism: Implications for portfolio choice
    Journal of Banking & Finance, 2002, 26, (1), 1-23 View citations (44)

2001

33. Time to build and aggregate work-in-progress
    International Journal of Production Economics, 2001, 71, (1-3), 165-175 View citations (1)

2000

34. 'Time to build, option value and investment decisions': a comment
    Journal of Financial Economics, 2000, 56, (2), 325-332 View citations (30)

1999

35. The effect of (s, S) ordering policy on the supply chain
    International Journal of Production Economics, 1999, 59, (1-3), 113-122 View citations (25)

1996

36. Financing constraints and reordering rules
    International Journal of Production Economics, 1996, 45, (1-3), 65-75 View citations (1)
37. Firm behaviour under the threat of liquidation
    Journal of Economic Dynamics and Control, 1996, 20, (8), 1427-1449 View citations (45)

1994

38. Editors' introduction
    Economic Modelling, 1994, 11, (2), 123-123 View citations (4)
39. Mismatch in the Housing Market
    Urban Studies, 1994, 31, (9), 1451-1463 View citations (5)
40. The Production Smoothing Model of Inventories Revisited
    Economic Journal, 1994, 104, (423), 399-407 View citations (7)
41. The Relevance of P-Star Analysis to UK Monetary Policy
    Economic Journal, 1994, 104, (424), 597-604 View citations (89)
42. UK stock relief legislation and the short run-tax elasticity of inventory investment
    International Journal of Production Economics, 1994, 35, (1-3), 43-52

Books

2012

1. Future Risks and Fragilities for Financial Stability
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)

2011

2. Regulation and Banking after the Crisis
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (1)

2009

3. The Failure of Northern Rock - A Multidimensional Case Study
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (5)
4. The Fall of the House of Credit
   Cambridge Books, Cambridge University Press View citations (30)

Chapters

2003

1. International Banking Crises
   Chapter 15 in Handbook of International Banking, 2003