Economic Notes
1999 - 2023
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Volume 36, issue 3, 2007
- The Heath, Jarrow, Morton Model pp. 205-207

- Oldrich Alfons Vasicek
- The Value of Relationship Lending: Small Banks in an Era of Consolidation pp. 209-230

- 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

- 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

- Luigi Bonatti
Volume 36, issue 2, 2007
- Household Debt and Credit: Economic Issues and Data Problems pp. 115-146

- Giuseppe Bertola and Stefan Hochguertel
- Lessons from the ECB Experience: Frankfurt Still Matters! pp. 147-170

- Zeno Rotondi and Giacomo Vaciago
- Does Financial Liberalization Lower Problem Loans in Banks? pp. 171-188

- Saibal Ghosh
- What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking? pp. 189-203

- Marcella Lucchetta
Volume 36, issue 1, 2007
- Dynamic Equilibrium with Overpriced Put Options pp. 1-26

- Sergei Isaenko
- A New Approach to Predicting Recessions pp. 27-42

- Ken Nyholm
- Information Technology and Productivity Changes in the Banking Industry pp. 43-76

- Luca Casolaro and Giorgio Gobbi
- Financial Frictions and Risky Corporate Debt pp. 77-87

- Doriana Ruffino and Jonathan Treussard
- Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence pp. 89-113

- 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

- Roberto Renò, Antonio Roma and Stephen Schaefer
- Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation pp. 253-291

- 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

- 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

- Doris Neuberger, Solvig Räthke and Christoph Schacht
- Estimating the Term Structure of Credit Spreads on Euro‐denominated Corporate Bonds pp. 355-375

- Ombretta Terazzan
- Finance, Banks and the Stability of Emerging Markets pp. 377-383

- Diego Lanzi
Volume 35, issue 2, 2006
- Revisiting the European Monetary System Experience: Were Some Members More Equal than Others? pp. 151-172

- Lorenzo Bini Smaghi and Giovanni Ferri
- Tax‐induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy pp. 173-202

- Roberto Savona
- Credibility, Irreversibility of Investment, and Liberalization Reforms in LDCs pp. 203-218

- Andrea Bassanini
- Essay Review on Raghuram G. Rajan and Luigi Zingales (2003), Saving Capitalism from the Capitalists, Random House, New York pp. 219-225

- Giovanni Ferri
Volume 35, issue 1, 2006
- Stock Market Fluctuations and Money Demand in Italy, 1913–2003 pp. 1-47

- Massimo Caruso
- Bank Mergers, Information, Default and the Price of Credit pp. 49-62

- Margarida Catalão-Lopes
- Optimal Monetary Policy with Price and Wage Rigidities pp. 63-95

- Massimiliano Marzo
- Market for Information and Identity Disclosure in an Experimental Open Limit Order Book pp. 97-119

- Pietro Perotti and Barbara Rindi
- Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks pp. 121-150

- Antonio Di Cesare
Volume 34, issue 3, 2005
- Liquidity and Twin Crises pp. 257-277

- Hyun Song Shin
- Competition and Profitability in European Banking: Why Are British Banks So Profitable? pp. 279-311

- David T. Llewellyn
- Equilibrium Determinacy under Monetary and Fiscal Policies in an Overlapping Generations Model pp. 313-330

- Alessandro Piergallini
- Greek Monetary Economics in Retrospect: The Adventures of the Drachma pp. 331-370

- Sophia Lazaretou
- Determinants of Corporate Governance in the Italian Financial Market pp. 371-405

- Emilio Barucci and Jury Falini
- Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union pp. 407-427

- Mark Holmes
Volume 34, issue 2, 2005
- The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics pp. 127-154

- Edward Altman and Herbert A. Rijken
- Correlation at First Sight pp. 155-183

- Andrew Friend and Ebbe Rogge
- Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened pp. 185-230

- Greg Gupton
- Risk Mapping and Key Risk Indicators in Operational Risk Management pp. 231-256

- Sergio Scandizzo
Volume 34, issue 1, 2005
- Long‐term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers pp. 1-34

- John Doukas and Halit Gonenc
- Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds pp. 35-50

- Niklas Wagner, Warren Hogan and Jonathan Batten
- Specification Analysis of Diffusion Models for the Italian Short Rate pp. 51-83

- Monica Gentile and Roberto Renò
- Does Trade Credit Substitute Bank Credit? Evidence from Firm‐level Data pp. 85-112

- Guido de Blasio
- Finance–Growth Nexus and the P‐bias: Evidence from OECD Countries pp. 113-126

- Franz Hahn
Volume 31, issue 3, 2002
- The Cross–section of Risk Premia in the Italian Stock Market pp. 389-416

- Andrea Beltratti and Massimo Di Tria
- The Stability of the Relation Between the Stock Market and Macroeconomic Forces pp. 417-450

- Fabio Panetta
- Monetary Policy, Credit and Aggregate Supply: The Evidence from Italy pp. 451-491

- Riccardo Fiorentini and Roberto Tamborini
- Interbank Lending, Liquidity and Banking Crises pp. 493-521

- Paola Brighi
- The Race Towards Transparency: An Experimental Investigation pp. 523-545

- Marco Rossi
- Increasing Dependency Ratios, Pensions and Tax Smoothing pp. 547-558

- Efraim Sadka and Vito Tanzi
- Carlo A. Favero (2001) Applied Macroeconometrics pp. 559-563

- Riccardo Fiorito
- Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims pp. 565-568

- Roberto Renò
Volume 31, issue 2, 2002
- Introduction pp. 197-199

- Andrea Berardi and Francesco Rossi
- Managing Credit Risk: A Challenge for the New Millennium pp. 201-214

- Edward Altman
- Bank and Business Performance Measurement pp. 215-236

- Stuart M. Turnbull
- An Extended Analytical Approach to Credit Risk Management pp. 237-253

- Alexandre Kurth, Hadley Taylor and Armin Wagner
- Basic Insights in Pricing Basket Credit Derivatives pp. 255-276

- Marcello Esposito
- Risk Management Using Quasi–static Hedging pp. 277-336

- Steve Allen and Otello Padovani
- Principal Component Models for Generating Large GARCH Covariance Matrices pp. 337-359

- Carol Alexander
- Stochastic Models of Implied Volatility Surfaces pp. 361-377

- Rama Cont, José Da Fonseca and Valdo Durrleman
- Expected Shortfall: A Natural Coherent Alternative to Value at Risk pp. 379-388

- Carlo Acerbi and Dirk Tasche
Volume 31, issue 1, 2002
- The Organizational Structure of Banking Supervision pp. 1-32

- Charles A. E. Goodhart
- The Role of Hedge Funds in International Financial Markets pp. 33-57

- Catherine Lubochinsky, M. D. Fitzgerald and Lee McGinty
- Optimization of Monte Carlo Procedures for Value at Risk Estimates pp. 59-78

- Sabrina Antonelli and Maria Gabriella Iovino
- Regional Integration and the Co-ordination of Capital Income Taxation pp. 79-108

- Valeria De Bonis
- Volatility, Stabilization and Union Wage-setting: The Effects of Monetary Policy on the ‘Natural’ Unemployment Rate pp. 109-123

- Luigi Bonatti
- Economic Significance of the Predictable Movements in Futures Returns pp. 125-142

- Joelle Miffre
- Imperfect Forward Markets and Hedging pp. 143-154

- 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

- Imad A. Moosa
- Social Cost and Groves Mechanisms pp. 167-174

- Donald E. Campbell
- Reply to ‘Social Cost and Groves Mechanisms’ pp. 175-178

- Giacomo Bonanno
- Structural Reforms, Regulatory Compact and Competition in Network Industries pp. 179-190

- Diego Lanzi
- John Adams and Francesco Pigliaru, Economic Growth and Change: National and Regional Patterns of Convergence and Divergence pp. 191-192

- Carlotta Berti Ceroni
- Andrea Boltho, Alessandro Vercelli and Hiroshi Yoshikawa, Comparing Economic Systems: Italy and Japan pp. 193-195

- Ronald Dore
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