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Economic Notes

1999 - 2023

From Banca Monte dei Paschi di Siena SpA
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Volume 30, issue 3, 2001

Opening Remarks pp. 319-326 Downloads
Giovanni Ferri
The New Basel Capital Adequacy Framework pp. 327-335 Downloads
Giovanni Carosio
Competition Among Banks, Capital Requirements and International Spillovers pp. 337-358 Downloads
Viral Acharya
Perverse Effects of an External Ratings-Related Capital Adequacy System pp. 359-372 Downloads
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 Downloads
Reint Gropp and Anthony Richards
Enforcing the 1988 Basel Capital Requirements: Did it Curtail Bank Credit in Emerging Economies? pp. 399-419 Downloads
Maria Chiuri, Giovanni Ferri and Giovanni Majnoni
The Definition of the Grading Scales in Banks’ Internal Rating Systems pp. 421-456 Downloads
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 Downloads
Andrea Resti and Cristina Omacini
Capital Requirements in a Financially Driven Business Cycle Model pp. 491-507 Downloads
Fabrizio Mattesini

Volume 30, issue 2, 2001

Introduction pp. 163-166 Downloads
Andrea Berardi and Francesco Rossi
Non parametric VaR Techniques. Myths and Realities pp. 167-181 Downloads
Giovanni Barone-Adesi and Kostas Giannopoulos
Consistent High-precision Volatility from High-frequency Data pp. 183-204 Downloads
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 Downloads
Andrea Beltratti and Claudio Morana
Value-at-risk Trade-off and Capital Allocation with Copulas pp. 235-256 Downloads
Umberto Cherubini and Elisa Luciano
Hedging a Portfolio of Derivative Securities: A Simulation Approach pp. 257-279 Downloads
Claudio Tebaldi
Credit Risk: Constructing the Basic Building Blocks pp. 281-292 Downloads
Lane P. Hughston and Stuart M. Turnbull
Fuzzy Value-at-risk: Accounting for Market Liquidity pp. 293-312 Downloads
Umberto Cherubini and Giovanni Della Lunga
Marcello Messori (ed.) Financial Constraints and Market Failures. The Microfoundations of New Keynesian Macroeconomics pp. 313-317 Downloads
Giorgio Rampa

Volume 30, issue 1, 2001

Knightian Uncertainty in Financial Markets: An Assessment pp. 1-26 Downloads
Marcello Basili
Current Account and Exchange Rate Dynamics pp. 27-51 Downloads
Lilia Cavallari
Does Correlation Between Stock Returns Really Increase During Turbulent Periods? pp. 53-80 Downloads
Francois Chesnay and Eric Jondeau
Measuring Monetary Policy Shocks in a Small Open Economy pp. 81-107 Downloads
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 Downloads
Leonardo Gambacorta
Monetary Disequilibrium, Endogenous Money, Stability and the Determinacy of Inflation pp. 145-161 Downloads
David Chappell and Kent Matthews

Volume 29, issue 3, 2000

Solving the Currency Conundrum pp. 315-339 Downloads
Barry Eichengreen
Financial and Thermodynamic Equilibrium pp. 341-354 Downloads
Antonio Roma
The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece pp. 355-374 Downloads
Dimitrios Asteriou and Costas Siriopoulos
Liquidity Creation through Banks and Markets: A Theoretical Perspective on Securitization pp. 375-391 Downloads
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 Downloads
Ian Cooper
Business Practice in Europe pp. 399-405 Downloads
Patrizia Canziani
Managing a Bank Credit Portfolio: A Practical Standpoint pp. 407-418 Downloads
Marco G. Mazzucchelli
Cross Country Legal Differences and the Italian Way to Securitization pp. 419-431 Downloads
Enrico Granata
Essay Review: Franklin Allen and Douglas Gale Comparing Financial Systems pp. 433-439 Downloads
Fausto Panunzi

Volume 29, issue 2, 2000

The Pricing of Italian Equity Returns pp. 153-177 Downloads
Annalisa Aleati, Pietro Gottardo and Maurizio Murgia
Liquidity, Trading Size, and the Co-existence of Dealership and Auction Markets pp. 179-199 Downloads
Fabio Bagliano, Andrea Brandolini and Alberto Dalmazzo
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns pp. 201-213 Downloads
H. A. Benink and Christian Wolff
The Italian Banking Structure in the 1990s: Testing the Multimarket Contact Hypothesis pp. 215-241 Downloads
Riccardo De Bonis and Annalisa Ferrando
Convergence within the EU: Evidence from Interest Rates pp. 243-266 Downloads
Teresa Corzo Santamaria and E. S. Schwartz
Private and Government Employment in the OECD: Productivities and Wages pp. 267-279 Downloads
Georgios Karras
Institutional Design as a Commitment Device in Credit Markets with Asymmetric Information: Experimental Evidence pp. 281-313 Downloads
Daniela Di Cagno and Emanuela Sciubba

Volume 29, issue 1, 2000

A Simple Model of an International Lender of Last Resort pp. 1-11 Downloads
C. A. E. Goodhart and H. Huang
Can Official Crisis Lending be Counterproductive in the Short Run? pp. 13-29 Downloads
Jeromin Zettelmeyer
The East Asian Dollar Standard, Life After Death? pp. 31-82 Downloads
Ronald McKinnon
Banking System Failures in Developing and Transition Countries: Diagnosis and Prediction pp. 83-109 Downloads
Patrick Honohan
The Macroeconomic Implications of Regulatory Capital Adequacy Requirements for Korean Banks pp. 111-143 Downloads
G. Choi
Conclusions pp. 145-151 Downloads
Joseph Stiglitz

Volume 28, issue 3, 1999

Introduction pp. 249-254 Downloads
Joseph Stiglitz
The East Asian Crisis and Policy Response – An Overview pp. 255-284 Downloads
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 Downloads
Andrew Berg and C. Pattillo
The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis pp. 335-355 Downloads
Giovanni Ferri, L.-G. Liu and Joseph Stiglitz
Predicting the Evolution of the Asian Crisis – A View from the IMF pp. 357-363 Downloads
T. Lane
Some Lessons from Forecasting Errors in the Recent Crisis pp. 365-381 Downloads
U. Dadush, M. Riordan and B. Wolfe
Predicting the Evolution and Effects of the Asia Crisis from the OECD Perspective pp. 383-402 Downloads
Peter Richardson, I. Visco and Claude Giorno
Did the East Asian Crisis Disproportionately Hit Small Businesses in Korea? pp. 403-429 Downloads
Ilker Domac and Giovanni Ferri

Volume 28, issue 2, 1999

Individual Decision Making and Investor Welfare pp. 119-143 Downloads
Michael J. Brennan and Walter N. Torous
A Base Model for Multifactor Specifications of the Term Structure pp. 145-170 Downloads
Andrea Berardi and Marcello Esposito
The Term Structure of Interest Differentials in a Target Zone with Time-varying Devaluation Risk pp. 171-194 Downloads
Klaas Knot, Theo Dijkstra and Jakob de Haan
The Credit Channel at Work: Lessons from the Financial Crisis in Korea pp. 195-221 Downloads
Giovanni Ferri and Tae Soo Kang
Anticipated Inflation, Liquidity Costs and the Tobin Effect pp. 223-235 Downloads
Alberto Petrucci
Lemmen, J. (1998) Integrating Financial Markets in the European Union pp. 237-248 Downloads
Marco Mazzoli

Volume 28, issue 1, 1999

The Lender of Last Resort pp. 1-14 Downloads
Marcello De Cecco
Inflation Targeting and the Accountability of the European Central Bank pp. 15-23 Downloads
Guido Tabellini
Gaussian Estimation of a Two-factor Continuous Time Model of the Short-term Interest Rate pp. 25-41 Downloads
Albert Bergstrom and K. B. Nowman
Deficits, Money Growth and Inflation in Italy: 1875–1994 pp. 43-71 Downloads
Carlo Favero and Franco Spinelli
Stability of Risk Premia in the Italian Stock Market pp. 73-89 Downloads
Giovanni Mazzariello and Antonio Roma
Price Limits, Information Acquisition, and Bid–ask Spreads: Theory and Evidence pp. 91-118 Downloads
V. Ravi Anshuman and Avanidhar Subrahmanyam
Page updated 2023-02-07