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Economic Notes

1999 - 2023

From Banca Monte dei Paschi di Siena SpA
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Volume 36, issue 3, 2007

The Heath, Jarrow, Morton Model pp. 205-207 Downloads
Oldrich Alfons Vasicek
The Value of Relationship Lending: Small Banks in an Era of Consolidation pp. 209-230 Downloads
Paola Bongini, Maria Luisa Di Battista and Emma Zavarrone
Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market pp. 231-246 Downloads
Benjamin Tabak
The Interaction between the Central Bank and a Single Monopoly Union Revisited: Does Greater Monetary Policy Uncertainty Reduce Nominal Wages? pp. 247-258 Downloads
Luigi Bonatti

Volume 36, issue 2, 2007

Household Debt and Credit: Economic Issues and Data Problems pp. 115-146 Downloads
Giuseppe Bertola and Stefan Hochguertel
Lessons from the ECB Experience: Frankfurt Still Matters! pp. 147-170 Downloads
Zeno Rotondi and Giacomo Vaciago
Does Financial Liberalization Lower Problem Loans in Banks? pp. 171-188 Downloads
Saibal Ghosh
What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking? pp. 189-203 Downloads
Marcella Lucchetta

Volume 36, issue 1, 2007

Dynamic Equilibrium with Overpriced Put Options pp. 1-26 Downloads
Sergei Isaenko
A New Approach to Predicting Recessions pp. 27-42 Downloads
Ken Nyholm
Information Technology and Productivity Changes in the Banking Industry pp. 43-76 Downloads
Luca Casolaro and Giorgio Gobbi
Financial Frictions and Risky Corporate Debt pp. 77-87 Downloads
Doriana Ruffino and Jonathan Treussard
Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence pp. 89-113 Downloads
Sami Ben Naceur and Samir Ghazouani

Volume 35, issue 3, 2006

A Comparison of Alternative Non‐parametric Estimators of the Short Rate Diffusion Coefficient pp. 227-252 Downloads
Roberto Renò, Antonio Roma and Stephen Schaefer
Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation pp. 253-291 Downloads
Fayez A. Elayan, Kuntara Pukthuanthong and Richard Roll
Do Upgradings and Downgradings Convey Information? An Event Study of the French Bond Market pp. 293-317 Downloads
Maurizio Dallocchio, Jerome Hubler, Philippe Raimbourg and Antonio Salvi
The Number of Bank Relationships of SMEs: A Disaggregated Analysis of Changes in the Swiss Loan Market pp. 319-353 Downloads
Doris Neuberger, Solvig Räthke and Christoph Schacht
Estimating the Term Structure of Credit Spreads on Euro‐denominated Corporate Bonds pp. 355-375 Downloads
Ombretta Terazzan
Finance, Banks and the Stability of Emerging Markets pp. 377-383 Downloads
Diego Lanzi

Volume 35, issue 2, 2006

Revisiting the European Monetary System Experience: Were Some Members More Equal than Others? pp. 151-172 Downloads
Lorenzo Bini Smaghi and Giovanni Ferri
Tax‐induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy pp. 173-202 Downloads
Roberto Savona
Credibility, Irreversibility of Investment, and Liberalization Reforms in LDCs pp. 203-218 Downloads
Andrea Bassanini
Essay Review on Raghuram G. Rajan and Luigi Zingales (2003), Saving Capitalism from the Capitalists, Random House, New York pp. 219-225 Downloads
Giovanni Ferri

Volume 35, issue 1, 2006

Stock Market Fluctuations and Money Demand in Italy, 1913–2003 pp. 1-47 Downloads
Massimo Caruso
Bank Mergers, Information, Default and the Price of Credit pp. 49-62 Downloads
Margarida Catalão-Lopes
Optimal Monetary Policy with Price and Wage Rigidities pp. 63-95 Downloads
Massimiliano Marzo
Market for Information and Identity Disclosure in an Experimental Open Limit Order Book pp. 97-119 Downloads
Pietro Perotti and Barbara Rindi
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks pp. 121-150 Downloads
Antonio Di Cesare

Volume 34, issue 3, 2005

Liquidity and Twin Crises pp. 257-277 Downloads
Hyun Song Shin
Competition and Profitability in European Banking: Why Are British Banks So Profitable? pp. 279-311 Downloads
David T. Llewellyn
Equilibrium Determinacy under Monetary and Fiscal Policies in an Overlapping Generations Model pp. 313-330 Downloads
Alessandro Piergallini
Greek Monetary Economics in Retrospect: The Adventures of the Drachma pp. 331-370 Downloads
Sophia Lazaretou
Determinants of Corporate Governance in the Italian Financial Market pp. 371-405 Downloads
Emilio Barucci and Jury Falini
Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union pp. 407-427 Downloads
Mark Holmes

Volume 34, issue 2, 2005

The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics pp. 127-154 Downloads
Edward Altman and Herbert A. Rijken
Correlation at First Sight pp. 155-183 Downloads
Andrew Friend and Ebbe Rogge
Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened pp. 185-230 Downloads
Greg Gupton
Risk Mapping and Key Risk Indicators in Operational Risk Management pp. 231-256 Downloads
Sergio Scandizzo

Volume 34, issue 1, 2005

Long‐term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers pp. 1-34 Downloads
John Doukas and Halit Gonenc
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds pp. 35-50 Downloads
Niklas Wagner, Warren Hogan and Jonathan Batten
Specification Analysis of Diffusion Models for the Italian Short Rate pp. 51-83 Downloads
Monica Gentile and Roberto Renò
Does Trade Credit Substitute Bank Credit? Evidence from Firm‐level Data pp. 85-112 Downloads
Guido de Blasio
Finance–Growth Nexus and the P‐bias: Evidence from OECD Countries pp. 113-126 Downloads
Franz Hahn

Volume 31, issue 3, 2002

The Cross–section of Risk Premia in the Italian Stock Market pp. 389-416 Downloads
Andrea Beltratti and Massimo Di Tria
The Stability of the Relation Between the Stock Market and Macroeconomic Forces pp. 417-450 Downloads
Fabio Panetta
Monetary Policy, Credit and Aggregate Supply: The Evidence from Italy pp. 451-491 Downloads
Riccardo Fiorentini and Roberto Tamborini
Interbank Lending, Liquidity and Banking Crises pp. 493-521 Downloads
Paola Brighi
The Race Towards Transparency: An Experimental Investigation pp. 523-545 Downloads
Marco Rossi
Increasing Dependency Ratios, Pensions and Tax Smoothing pp. 547-558 Downloads
Efraim Sadka and Vito Tanzi
Carlo A. Favero (2001) Applied Macroeconometrics pp. 559-563 Downloads
Riccardo Fiorito
Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims pp. 565-568 Downloads
Roberto Renò

Volume 31, issue 2, 2002

Introduction pp. 197-199 Downloads
Andrea Berardi and Francesco Rossi
Managing Credit Risk: A Challenge for the New Millennium pp. 201-214 Downloads
Edward Altman
Bank and Business Performance Measurement pp. 215-236 Downloads
Stuart M. Turnbull
An Extended Analytical Approach to Credit Risk Management pp. 237-253 Downloads
Alexandre Kurth, Hadley Taylor and Armin Wagner
Basic Insights in Pricing Basket Credit Derivatives pp. 255-276 Downloads
Marcello Esposito
Risk Management Using Quasi–static Hedging pp. 277-336 Downloads
Steve Allen and Otello Padovani
Principal Component Models for Generating Large GARCH Covariance Matrices pp. 337-359 Downloads
Carol Alexander
Stochastic Models of Implied Volatility Surfaces pp. 361-377 Downloads
Rama Cont, José Da Fonseca and Valdo Durrleman
Expected Shortfall: A Natural Coherent Alternative to Value at Risk pp. 379-388 Downloads
Carlo Acerbi and Dirk Tasche

Volume 31, issue 1, 2002

The Organizational Structure of Banking Supervision pp. 1-32 Downloads
Charles A. E. Goodhart
The Role of Hedge Funds in International Financial Markets pp. 33-57 Downloads
Catherine Lubochinsky, M. D. Fitzgerald and Lee McGinty
Optimization of Monte Carlo Procedures for Value at Risk Estimates pp. 59-78 Downloads
Sabrina Antonelli and Maria Gabriella Iovino
Regional Integration and the Co-ordination of Capital Income Taxation pp. 79-108 Downloads
Valeria De Bonis
Volatility, Stabilization and Union Wage-setting: The Effects of Monetary Policy on the ‘Natural’ Unemployment Rate pp. 109-123 Downloads
Luigi Bonatti
Economic Significance of the Predictable Movements in Futures Returns pp. 125-142 Downloads
Joelle Miffre
Imperfect Forward Markets and Hedging pp. 143-154 Downloads
Udo Broll and Kit Pong Wong
Price Discovery and Risk Transfer in the Crude Oil Futures Market: Some Structural Time Series Evidence pp. 155-165 Downloads
Imad A. Moosa
Social Cost and Groves Mechanisms pp. 167-174 Downloads
Donald E. Campbell
Reply to ‘Social Cost and Groves Mechanisms’ pp. 175-178 Downloads
Giacomo Bonanno
Structural Reforms, Regulatory Compact and Competition in Network Industries pp. 179-190 Downloads
Diego Lanzi
John Adams and Francesco Pigliaru, Economic Growth and Change: National and Regional Patterns of Convergence and Divergence pp. 191-192 Downloads
Carlotta Berti Ceroni
Andrea Boltho, Alessandro Vercelli and Hiroshi Yoshikawa, Comparing Economic Systems: Italy and Japan pp. 193-195 Downloads
Ronald Dore
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