Economic Notes

1999 - 2023

From Banca Monte dei Paschi di Siena SpA
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Volume 42, issue 3, 2013

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

Volume 42, issue 2, 2013

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

Volume 42, issue 1, 2013

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

Volume 41, issue 3, 2012

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

Volume 41, issue 1-2, 2012

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

Volume 40, issue 3, 2011

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

Volume 40, issue 1-2, 2011

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

Volume 39, issue 3, 2010

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

Volume 39, issue 1‐2, 2010

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

Volume 38, issue 3, 2009

In Memory of Alessandro Prati pp. 117-118

Giovanni Ferri

Fixed Exchange Rates and Banking Crises: When Does the Former Prevent the Latter? pp. 119-135

Victoria Miller

Market‐Based Measures of Monetary Policy Expectations and Their Evolution Since the Introduction of the Euro pp. 137-167

Fabio Filipozzi

A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt pp. 169-183

Luigi Marattin and Massimiliano Marzo

Volume 38, issue 1‐2, 2009

The Limits of Transparency pp. 1-37

Alex Cukierman

Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words pp. 39-66

Carlo Rosa

The International Financial Crisis Viewed by Experts pp. 67-95

Antonio Forte and Giovanni Pesce

Interest‐Rate Reforms and Financial Deepening in Botswana: An Empirical Investigation pp. 97-116

Nicholas Odhiambo and Oludele A. Akinboade

Volume 37, issue 3, 2008

I. The context of the global financial crisis pp. 211-213

Giovanni Ferri

II. The conference proceedings pp. 213-217

Gian Maria Milesi‐Ferretti

Non‐linearities, Business Cycles and Exchange Rates pp. 219-239

Menzie Chinn

External Imbalances and the Extensive Margin of Trade pp. 241-257

Vahagn Galstyan and Philip Lane

Fundamentals at Odds? The US Current Account Deficit and Dollar pp. 259-281

Gian Maria Milesi‐Ferretti

Composition of International Assets and the Long‐run Current Account pp. 283-313

Cédric Tille

Reserves, Sovereign Wealth Funds and the Resilience of Global Imbalances pp. 315-343

Enrique Alberola and Jose Maria Serena Garralda

The Impact of a Disorderly Resolution of Global Imbalances on Global Wealth pp. 345-379

Francis Warnock

Volume 37, issue 2, 2008

The Power of the Euro–Sterling Rates in Explaining Asset Market Rates: A High‐frequency Analysis pp. 127-140

Gianluca Lagana

Costly Tax Enforcement and Financial Repression pp. 141-154

Rangan Gupta and Emmanuel Ziramba

The Effects of Screening and Monitoring on Credit Rationing of SMEs pp. 155-179

Mariarosaria Agostino, Damiano B. Silipo and Francesco Trivieri

On the Use of the Moving Average Trading Rule to Test for Weak Form Efficiency in Capital Markets pp. 181-201

Alexandros E. Milionis and Evangelia Papanagiotou

Microfinance at a Crossroads pp. 203-210

Diego Lanzi

Volume 37, issue 1, 2008

Monetary Policy Rules for a Small Open Economy pp. 1-30

Wolfram Berger

Investment under Uncertainty, Debt and Taxes pp. 31-58

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

Luis A. Gil‐Alana, Natalia Luqui and Juncal Cuñado

Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure pp. 75-117

Theofanis Archontakis and Wolfgang Lemke

Are Central Bank Preferences Asymmetric? A Comment pp. 119-126

A. Patrick Minford and Naveen Srinivasan