Economic Notes

1999 - 2025

From Banca Monte dei Paschi di Siena SpA
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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

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

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

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

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

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

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

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

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