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Banca Monte dei Paschi di Siena SpA

Economic Notes

Contact information of Banca Monte dei Paschi di Siena SpA:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0391-5026

Order information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0391-5026
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:bla:ecnote

2008, Volume 37, Issue 2

127-140 The Power of the Euro-Sterling Rates in Explaining Asset Market Rates: A High-frequency Analysis
by Gianluca Laganà [Downloadable! (restricted)]
141-154 Costly Tax Enforcement and Financial Repression
by Rangan Gupta & Emmanuel Ziramba [Downloadable! (restricted)]
155-179 The Effects of Screening and Monitoring on Credit Rationing of SMEs
by Mariarosaria Agostino & Damiano B. Silipo & Francesco Trivieri [Downloadable! (restricted)]
181-201 On the Use of the Moving Average Trading Rule to Test for Weak Form Efficiency in Capital Markets
by Alexandros E. Milionis & Evangelia Papanagiotou [Downloadable! (restricted)]
203-210 Microfinance at a Crossroads
by Diego Lanzi [Downloadable! (restricted)]

2008, Volume 37, Issue 1

1-30 Monetary Policy Rules for a Small Open Economy
by Wolfram Berger [Downloadable! (restricted)]
31-58 Investment under Uncertainty, Debt and Taxes
by Andrea Gamba & Gordon A. Sick & Carmen Aranda León [Downloadable! (restricted)]
59-74 Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK
by Luis A. Gil-Alana & Natalia Luqui & Juncal Cunado [Downloadable! (restricted)]
75-117 Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure
by Theofanis Archontakis & Wolfgang Lemke [Downloadable! (restricted)]
119-126 Are Central Bank Preferences Asymmetric? A Comment
by Patrick Minford & Naveen Srinivasan [Downloadable! (restricted)]

2007, Volume 36, Issue 3

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

2007, Volume 36, Issue 2

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

2007, Volume 36, Issue 1

1-26 Dynamic Equilibrium with Overpriced Put Options
by Sergey Isaenko [Downloadable! (restricted)]
27-42 A New Approach to Predicting Recessions
by Ken Nyholm [Downloadable! (restricted)]
43-76 Information Technology and Productivity Changes in the Banking Industry
by Luca Casolaro & Giorgio Gobbi [Downloadable! (restricted)]
77-87 Financial Frictions and Risky Corporate Debt
by Doriana Ruffino & Jonathan Treussard [Downloadable! (restricted)]
89-113 Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence
by Samy Ben Naceur & Samir Ghazouani [Downloadable! (restricted)]

2006, Volume 35, Issue 3

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

2006, Volume 35, Issue 2

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

2006, Volume 35, Issue 1

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

2005, Volume 34, Issue 3

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

2005, Volume 34, Issue 2

127-154 The Impact of the Rating Agencies' Through-the-cycle Methodology on Rating Dynamics
by Edward I. Altman & Herbert A. Rijken [Downloadable! (restricted)]
155-183 Correlation at First Sight
by Andrew Friend & Ebbe Rogge [Downloadable! (restricted)]
185-230 Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened
by Greg M. Gupton [Downloadable! (restricted)]
231-256 Risk Mapping and Key Risk Indicators in Operational Risk Management
by Sergio Scandizzo [Downloadable! (restricted)]

2005, Volume 34, Issue 1

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

2004, Volume 33, Issue 3

325-357 Measuring and Optimizing Portfolio Credit Risk: A Copula-based Approach
by Annalisa Di Clemente & Claudio Romano [Downloadable! (restricted)]
359-374 Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model
by Martino Grasselli & Claudio Tebaldi [Downloadable! (restricted)]
375-398 Integrated Risk Management with a Filtered Bootstrap Approach
by Claudio Marsala & Massimiliano Pallotta & Raffaele Zenti [Downloadable! (restricted)]
399-413 Analytical American Option Pricing: The Flat-barrier Lower Bound
by Alessandro Sbuelz [Downloadable! (restricted)]
415-435 Models of Capital Requirements in Static and Dynamic Settings
by Giacomo Scandolo [Downloadable! (restricted)]
437-444 Standards, Breakwaters and Watchdogs: The Collective Governance of Financial Markets
by Diego Lanzi [Downloadable! (restricted)]

2004, Volume 33, Issue 2

183-208 Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
by Edward Altman & Andrea Resti & Andrea Sironi [Downloadable! (restricted)]
209-232 The Co-initial Swap Market Model
by Stefano Galluccio & Christopher Hunter [Downloadable! (restricted)]
233-255 Semi-analytic Approaches to Collateralized Debt Obligation Modelling
by Christian Bluhm & Ludger Overbeck [Downloadable! (restricted)]
257-273 Preventing Systemic Crises through Bank Transparency
by Ari Hyytinen & Tuomas Takalo [Downloadable! (restricted)]
275-321 Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data
by Gianluca Cassese & Massimo Guidolin [Downloadable! (restricted)]

2004, Volume 33, Issue 1

1-2 Introduction
by Eduardo Schwartz & Walter Torous [Downloadable! (restricted)]
3-22 How Did It Happen?
by Michael J. Brennan [Downloadable! (restricted)]
23-54 Patents and R&D as Real Options
by Eduardo S. Schwartz [Downloadable! (restricted)]
55-81 Optimal Dynamic Trading Strategies
by Douglas T. Breeden [Downloadable! (restricted)]
83-110 Corporate Decisions, Information and Prices: Do Managers Move Prices or Do Prices Move Managers?
by Ronald Giammarino & Robert Heinkel & Burton Hollifield & Kai Li [Downloadable! (restricted)]
111-143 Liquidity Dynamics Across Small and Large Firms
by Tarun Chordia & Lakshmanan Shivakumar & Avanidhar Subrahmanyam [Downloadable! (restricted)]
145-181 Incomplete Information, Trading Costs and Cross-autocorrelations in Stock Returns
by Tarun Chordia & Bhaskaran Swaminathan [Downloadable! (restricted)]

2003, Volume 32, Issue 3

295-333 The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index
by Lucio Sarno & Ibrahim Chowdhury [Downloadable! (restricted)]
335-359 What does Monetary Policy Reveal about a Central Bank's Preferences?
by Efrem Castelnuovo & Paolo Surico [Downloadable! (restricted)]
361-370 The Taylor Rule and Dynamic Stability in a Small Macroeconomic Model
by David Chappell & Paul Turner [Downloadable! (restricted)]
371-398 Macroeconomic News and the Euro/Dollar Exchange Rate
by Gabriele Galati & Corrinne Ho [Downloadable! (restricted)]
399-402 Charles Goodhart and Gerhard Illing (eds) 2002 Financial Crises, Contagion, and the Lender of Last Resort, a Reader
by Marcello De Cecco [Downloadable! (restricted)]
403-408 Ben Fine (2001) Social Capital versus Social Theory: Political Economy and Social Science at the Turn of the Millennium
by Fabio Sabatini [Downloadable! (restricted)]

2003, Volume 32, Issue 2

143-146 Introduction
by Andrea Berardi & Francesco Rossi [Downloadable! (restricted)]
147-176 Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2001
by Edward I. Altman & Jason Pompeii [Downloadable! (restricted)]
177-195 Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
by Gianluca Oderda & Michel M. Dacorogna & Tobias Jung [Downloadable! (restricted)]
197-217 Pricing Loans Using Default Probabilities
by Stuart M. Turnbull [Downloadable! (restricted)]
219-242 Pricing and Hedging Credit Derivatives with Copulas
by Umberto Cherubini & Elisa Luciano [Downloadable! (restricted)]
243-282 A Structural Analysis of Credit Risk With Risky Collateral: A Methodology for Haircut Determination
by Didier Cossin & Tomas Hricko [Downloadable! (restricted)]
283-294 Managing Electricity Risk
by Giovanni Barone-Adesi & Andrea Gigli [Downloadable! (restricted)]

2003, Volume 32, Issue 1

1-35 New Economy, Old Central Banks?
by Jan Marc Berk [Downloadable! (restricted)]
37-66 Central Bank and Commercial Banks' Liquidity Management - What is the Relationship?
by Ulrich Bindseil & Benedict Weller & Flemming Wuertz [Downloadable! (restricted)]
67-100 The Choice Among Interbank Settlement Systems: The European Experience
by Angelo Baglioni & Rony Hamaui [Downloadable! (restricted)]
101-103 Roger B. Porter, Pierre SauvÈ, Arvind Subramanian and Amerito B. Zampetti (eds) (2001) Efficiency, Equity, Legitimacy: The Multilateral Trading System at the Millennium
by Gianpaolo Rossini [Downloadable! (restricted)]
105-106 Robert Gilpin (2002) The Challenge of Global Capitalism. The World Economy in the 21st Century
by Gianpaolo Rossini [Downloadable! (restricted)]
107-121 Critical Aspects in Modelling Monetary Policy
by Massimiliano Marzo [Downloadable! (restricted)]
123-142 Joseph E. Stiglitz (2002) Globalization and Its Discontents
by Giovanni Ferri [Downloadable! (restricted)]

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This page was last updated on 2008-11-27.

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