Economic Notes

1999 - 2025

From Banca Monte dei Paschi di Siena SpA
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Monetary Discipline as a Substitute for Fiscal Reforms and Market Liberalisations pp. 193-210: Alberto Dalmazzo
Learning and Signals under Discretionary Monetary Policy pp. 211-231: Stefano Marzioni
Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism pp. 233-247: Ahmad Naimzada and Giorgio Ricchiuti
Liquidity Constraints, Fundamentals and Investment: What Do We Learn From Panel Data? pp. 249-281: Gian Maria Tomat
Exchanges Competition in Listing Services: Evidence for Italian Companies pp. 283-307: Manuela Geranio and Valter Lazzari

Wicksell, Keynes, and the New Neoclassical Synthesis: What Can We Learn for Monetary Policy? pp. 79-114: Roberto Tamborini, Hans-Michael Trautwein and Ronny Mazzocchi
The Credit–Growth Nexus: New Evidence from Developing and Developed Countries pp. 115-135: Seifallah Sassi and Ben Ali Mohamed Sami
The Stock Markets, Banks and Growth Nexus: Asian Islamic Countries pp. 137-165: Ehsan Rajabi and Junaina Muhammad
Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books pp. 167-191: Annalisa Di Clemente

How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison pp. 1-19: Carlo Favero and Federico Calogero Nucera
Systemic Risk in the Italian Banking Industry pp. 21-38: Nicola Borri, Marianna Caccavaio, Giorgio Di Giorgio and Alberto Maria Sorrentino
Identifying and Regulating Systemically Important Financial Institutions pp. 39-62: Paola Bongini and Laura Nieri
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years pp. 63-78: Meredith Beechey and Pär Österholm

The Impact of Financial Analyst Reports on Small Caps Prices in Italy pp. 217-246: Claudia Guagliano, Nadia Linciano and Concetta Magistro Contento
Bank and Non-Bank Financial Deepening and Economic Growth: The Nigerian Experience (1981–2010) pp. 247-272: Martins Iyoboyi
Risk and the Role of Collateral in Debt Renegotiation pp. 273-284: Werner Neus and Manfred Stadler
Risk Management Challenges after the Financial Crisis pp. 285-320: Charilaos Mertzanis

The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models pp. 103-133: Paola Brighi, Stefano d'Addona and Antonio Carlo Francesco Della Bina
The Impact of the Liquidity Coverage Ratio (LCR) on the Implementation of Monetary Policy pp. 135-170: Stefan Schmitz
Composite Indicator of Financial Development in a Benefit-of-Doubt Approach pp. 171-202: Francesca Giambona and Erasmo Vassallo
Assessing Rating Agencies' Ability to Predict Bank Bankruptcy – The Lace Financial Case pp. 203-215: Alessandro Santoni and Barbara Arbia

Incentives and Voluntary Investment in Employer Shares pp. 1-17: Issouf Soumaré
Are Commodity Prices Driven by Fundamentals? pp. 19-46: Emanuele De Meo
Plastic Money Diffusion and Usage: An Empirical Analysis on Italian Households pp. 47-74: Daniele Di Giulio and Carlo Milani
Money as an Institution of Capitalism: Some Notes on a Monetary Theory of Uncertainty pp. 75-101: Giancarlo Bertocco

The Perverse Effect of Debt Tax Benefits on Firm Investment Decisions pp. 101-114: William Addessi and Enrico Saltari
The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model pp. 115-144: Flavia Barsotti, Maria Elvira Mancino and Monique Pontier
Public Expenditure and Revenue in Italy, 1862–1993 pp. 145-172: Michele Dalena and Cosimo Magazzino
The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece pp. 173-182: Vassilios Papavassiliou

Trust and Insurance Markets pp. 1-26: Luigi Guiso
Bank Acquisitions and Decentralization Choices pp. 27-57: Enrico Beretta and Silvia Del Prete
Contingent Capital: An In-Depth Discussion pp. 59-79: Konstantijn Maes and Wim Schoutens
The ‘Farmerian’ Approach to Ending a Finance-Induced Recession: Notes on Stability and Dynamics pp. 81-99: Marco Guerrazzi

Do Bank Capital and Liquidity Affect Real Economic Activity in the Long Run? A VECM Analysis for the US pp. 75-91: Leonardo Gambacorta
Seasonal Cointegration and Long‐Run Neutrality of Money in the USA pp. 93-104: Mohammad S. Hasan
An Improved Two‐step Regularization Scheme for Spot Volatility Estimation pp. 105-132: Shigeyoshi Ogawa and Simona Sanfelici

Country‐Specific Risk Premium, Taylor Rules, and Exchange Rates pp. 1-27: Barbara Annicchiarico and Alessandro Piergallini
Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand pp. 29-43: Jaya Krishnakumar and David Neto
Information Content in Small and Large Trades pp. 45-74: Malay K. Dey, Hal Stern and Hongmei Zhang

The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case pp. 129-146: Chiara Pederzoli, Costanza Torricelli and Simona Castellani
After‐tax Valuation of Convertible Bonds and Participation Exemption pp. 147-171: Marco Realdon
Testing the ‘Quiet Life’ Hypothesis in the Italian Banking Industry pp. 173-202: Paolo Coccorese and Alfonso Pellecchia
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error pp. 203-226: Flavio Angelini and Marco Nicolosi

Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy pp. 1-25: Alper Çenesiz and Christian Pierdzioch
Financial Development and GDP Volatility in China pp. 27-41: Abu Wahid and Abdul Jalil
Introduction to the Special Issue: Financial Mathematics and Econometrics pp. 43-45: Roberto Renò and Cecilia Mancini
Volatility and Volume Effects in European Electricity Spot Markets pp. 47-63: Angelica Gianfreda
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes pp. 65-90: Laura Pasin and Tiziano Vargiolu
Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes pp. 91-106: Ilia Negri and Yoichi Nishiyama
Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations pp. 107-127: Stefano Iacus and Nakahiro Yoshida