Economic Notes
1999 - 2023
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Volume 30, issue 3, 2001
- Opening Remarks pp. 319-326

- Giovanni Ferri
- The New Basel Capital Adequacy Framework pp. 327-335

- Giovanni Carosio
- Competition Among Banks, Capital Requirements and International Spillovers pp. 337-358

- Viral Acharya
- Perverse Effects of an External Ratings-Related Capital Adequacy System pp. 359-372

- Patrick Honohan
- Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness? pp. 373-398

- Reint Gropp and Anthony Richards
- Enforcing the 1988 Basel Capital Requirements: Did it Curtail Bank Credit in Emerging Economies? pp. 399-419

- Maria Chiuri, Giovanni Ferri and Giovanni Majnoni
- The Definition of the Grading Scales in Banks’ Internal Rating Systems pp. 421-456

- A. Foglia, S. Iannotti and P. Marullo Reedtz
- Analytical and Empirical Features of Internal Ratings: An Empirical Consistency Test based on Statistical Models pp. 457-489

- Andrea Resti and Cristina Omacini
- Capital Requirements in a Financially Driven Business Cycle Model pp. 491-507

- Fabrizio Mattesini
Volume 30, issue 2, 2001
- Introduction pp. 163-166

- Andrea Berardi and Francesco Rossi
- Non parametric VaR Techniques. Myths and Realities pp. 167-181

- Giovanni Barone-Adesi and Kostas Giannopoulos
- Consistent High-precision Volatility from High-frequency Data pp. 183-204

- Fulvio Corsi, Gilles Zumbach, Ulrich A. Muller and Michel Dacorogna
- Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data pp. 205-234

- Andrea Beltratti and Claudio Morana
- Value-at-risk Trade-off and Capital Allocation with Copulas pp. 235-256

- Umberto Cherubini and Elisa Luciano
- Hedging a Portfolio of Derivative Securities: A Simulation Approach pp. 257-279

- Claudio Tebaldi
- Credit Risk: Constructing the Basic Building Blocks pp. 281-292

- Lane P. Hughston and Stuart M. Turnbull
- Fuzzy Value-at-risk: Accounting for Market Liquidity pp. 293-312

- Umberto Cherubini and Giovanni Della Lunga
- Marcello Messori (ed.) Financial Constraints and Market Failures. The Microfoundations of New Keynesian Macroeconomics pp. 313-317

- Giorgio Rampa
Volume 30, issue 1, 2001
- Knightian Uncertainty in Financial Markets: An Assessment pp. 1-26

- Marcello Basili
- Current Account and Exchange Rate Dynamics pp. 27-51

- Lilia Cavallari
- Does Correlation Between Stock Returns Really Increase During Turbulent Periods? pp. 53-80

- Francois Chesnay and Eric Jondeau
- Measuring Monetary Policy Shocks in a Small Open Economy pp. 81-107

- Giuseppe De Arcangelis and Giorgio Di Giorgio
- On the Institutional Design of the European Monetary Union: Conservatism, Stability Pact and Economic Shocks pp. 109-143

- Leonardo Gambacorta
- Monetary Disequilibrium, Endogenous Money, Stability and the Determinacy of Inflation pp. 145-161

- David Chappell and Kent Matthews
Volume 29, issue 3, 2000
- Solving the Currency Conundrum pp. 315-339

- Barry Eichengreen
- Financial and Thermodynamic Equilibrium pp. 341-354

- Antonio Roma
- The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece pp. 355-374

- Dimitrios Asteriou and Costas Siriopoulos
- Liquidity Creation through Banks and Markets: A Theoretical Perspective on Securitization pp. 375-391

- Ernst-Ludwig von Thadden
- Comments on the paper by Ernst-Ludwig von Thadden: Liquidity Creation through Banks and Markets: A Theoretical Perspective on Securitization pp. 393-397

- Ian Cooper
- Business Practice in Europe pp. 399-405

- Patrizia Canziani
- Managing a Bank Credit Portfolio: A Practical Standpoint pp. 407-418

- Marco G. Mazzucchelli
- Cross Country Legal Differences and the Italian Way to Securitization pp. 419-431

- Enrico Granata
- Essay Review: Franklin Allen and Douglas Gale Comparing Financial Systems pp. 433-439

- Fausto Panunzi
Volume 29, issue 2, 2000
- The Pricing of Italian Equity Returns pp. 153-177

- Annalisa Aleati, Pietro Gottardo and Maurizio Murgia
- Liquidity, Trading Size, and the Co-existence of Dealership and Auction Markets pp. 179-199

- Fabio Bagliano, Andrea Brandolini and Alberto Dalmazzo
- Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns pp. 201-213

- H. A. Benink and Christian Wolff
- The Italian Banking Structure in the 1990s: Testing the Multimarket Contact Hypothesis pp. 215-241

- Riccardo De Bonis and Annalisa Ferrando
- Convergence within the EU: Evidence from Interest Rates pp. 243-266

- Teresa Corzo Santamaria and E. S. Schwartz
- Private and Government Employment in the OECD: Productivities and Wages pp. 267-279

- Georgios Karras
- Institutional Design as a Commitment Device in Credit Markets with Asymmetric Information: Experimental Evidence pp. 281-313

- Daniela Di Cagno and Emanuela Sciubba
Volume 29, issue 1, 2000
- A Simple Model of an International Lender of Last Resort pp. 1-11

- C. A. E. Goodhart and H. Huang
- Can Official Crisis Lending be Counterproductive in the Short Run? pp. 13-29

- Jeromin Zettelmeyer
- The East Asian Dollar Standard, Life After Death? pp. 31-82

- Ronald McKinnon
- Banking System Failures in Developing and Transition Countries: Diagnosis and Prediction pp. 83-109

- Patrick Honohan
- The Macroeconomic Implications of Regulatory Capital Adequacy Requirements for Korean Banks pp. 111-143

- G. Choi
- Conclusions pp. 145-151

- Joseph Stiglitz
Volume 28, issue 3, 1999
- Introduction pp. 249-254

- Joseph Stiglitz
- The East Asian Crisis and Policy Response – An Overview pp. 255-284

- T. Lane, A. R. Ghosh, A. Javier Hamann, S. Phillips, M. Schulze-Ghattas and T. Tsikata
- What Caused the Asian Crises: An Early Warning System Approach pp. 285-334

- Andrew Berg and C. Pattillo
- The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis pp. 335-355

- Giovanni Ferri, L.-G. Liu and Joseph Stiglitz
- Predicting the Evolution of the Asian Crisis – A View from the IMF pp. 357-363

- T. Lane
- Some Lessons from Forecasting Errors in the Recent Crisis pp. 365-381

- U. Dadush, M. Riordan and B. Wolfe
- Predicting the Evolution and Effects of the Asia Crisis from the OECD Perspective pp. 383-402

- Peter Richardson, I. Visco and Claude Giorno
- Did the East Asian Crisis Disproportionately Hit Small Businesses in Korea? pp. 403-429

- Ilker Domac and Giovanni Ferri
Volume 28, issue 2, 1999
- Individual Decision Making and Investor Welfare pp. 119-143

- Michael J. Brennan and Walter N. Torous
- A Base Model for Multifactor Specifications of the Term Structure pp. 145-170

- Andrea Berardi and Marcello Esposito
- The Term Structure of Interest Differentials in a Target Zone with Time-varying Devaluation Risk pp. 171-194

- Klaas Knot, Theo Dijkstra and Jakob de Haan
- The Credit Channel at Work: Lessons from the Financial Crisis in Korea pp. 195-221

- Giovanni Ferri and Tae Soo Kang
- Anticipated Inflation, Liquidity Costs and the Tobin Effect pp. 223-235

- Alberto Petrucci
- Lemmen, J. (1998) Integrating Financial Markets in the European Union pp. 237-248

- Marco Mazzoli
Volume 28, issue 1, 1999
- The Lender of Last Resort pp. 1-14

- Marcello De Cecco
- Inflation Targeting and the Accountability of the European Central Bank pp. 15-23

- Guido Tabellini
- Gaussian Estimation of a Two-factor Continuous Time Model of the Short-term Interest Rate pp. 25-41

- Albert Bergstrom and K. B. Nowman
- Deficits, Money Growth and Inflation in Italy: 1875–1994 pp. 43-71

- Carlo Favero and Franco Spinelli
- Stability of Risk Premia in the Italian Stock Market pp. 73-89

- Giovanni Mazzariello and Antonio Roma
- Price Limits, Information Acquisition, and Bid–ask Spreads: Theory and Evidence pp. 91-118

- V. Ravi Anshuman and Avanidhar Subrahmanyam
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