Economic Notes
1999 - 2023
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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
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