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1.

Risk Mapping and Key Risk Indicators in Operational Risk Management

Economic Notes, Vol. 34, No. 2, pp. 231-256, July 2005
Number of pages: 26 Posted: 08 Sep 2005
Accepted Paper Series
European Investment Bank - Operational Risk Unit
Downloads 87
2.

How Did It Happen?

Economic Notes, Vol. 33, No. 1, pp. 3-22, February 2004
Number of pages: 20 Posted: 03 Jul 2004
Accepted Paper Series
University of California, Los Angeles (UCLA) - Finance Area
Downloads 40
3.

Optimal Dynamic Trading Strategies

Economic Notes, Vol. 33, No. 1, pp. 55-81, February 2004
Number of pages: 28 Posted: 03 Jul 2004
Accepted Paper Series
Duke University Fuqua School of Business
Downloads 40
4.

Patents and R&D as Real Options

Economic Notes, Vol. 33, No. 1, pp. 23-54, February 2004
Number of pages: 32 Posted: 03 Jul 2004
Accepted Paper Series
University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 40
5.

Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened

Economic Notes, Vol. 34, No. 2, pp. 185-230, July 2005
Number of pages: 46 Posted: 08 Sep 2005
Accepted Paper Series
Federal Reserve Bank of New York
Downloads 37
6.

Equilibrium Determinacy under Monetary and Fiscal Policies in an Overlapping Generations Model

Economic Notes, Vol. 34, No. 3, pp. 313-330, November 2005
Number of pages: 18 Posted: 06 Dec 2005
Accepted Paper Series
Tor Vergata University
Downloads 35
7.

Incomplete Information, Trading Costs and Cross-Autocorrelations in Stock Returns

Economic Notes, Vol. 33, No. 1, pp. 145-181, February 2004
Number of pages: 38 Posted: 03 Jul 2004
Accepted Paper Series
Emory University - Department of Finance and LSV Asset Management
Downloads 35
8.

Revisiting the European Monetary System Experience: Were Some Members More Equal than Others?

Economic Notes, Vol. 35, No. 2, pp. 151-172, July 2006
Number of pages: 22 Posted: 19 Sep 2006
Accepted Paper Series
European Central Bank (ECB) and LUMSA University
Downloads 34
9.

Information Technology and Productivity Changes in the Banking Industry

Economic Notes, Vol. 36, No. 1, pp. 43-76, February 2007
Number of pages: 34 Posted: 01 Jun 2007
Accepted Paper Series
Bank of Italy and Bank of Italy

Multiple version iconThere are 2 versions of this paper

Downloads 33
10.

The Co-Initial Swap Market Model

Economic Notes, Vol. 33, No. 2, pp. 209-232, July 2004
Number of pages: 24 Posted: 07 Oct 2004
Accepted Paper Series
BNP Paribas Fixed Income and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 33
11.

Greek Monetary Economics in Retrospect: The Adventures of the Drachma

Economic Notes, Vol. 34, No. 3, pp. 331-370, November 2005
Number of pages: 40 Posted: 06 Dec 2005
Accepted Paper Series
Bank of Greece - Economic Research Department
Downloads 32
12.

Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence

Economic Notes, Vol. 36, No. 1, pp. 89-113, February 2007
Number of pages: 25 Posted: 01 Jun 2007
Accepted Paper Series
International Monetary Fund (IMF) and Higher School of Statistics and Information Analysis (ESSAI)

Multiple version iconThere are 2 versions of this paper

Downloads 31
13.

Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds

Economic Notes, Vol. 34, No. 1, pp. 35-50, February 2005
Number of pages: 16 Posted: 09 Jul 2005
Accepted Paper Series
Passau University, University of Technology, Sydney - School of Finance and Economics and Monash University

Multiple version iconThere are 2 versions of this paper

Downloads 31
14.

Tax-Induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy

Economic Notes, Vol. 35, No. 2, pp. 173-202, July 2006
Number of pages: 30 Posted: 19 Sep 2006
Accepted Paper Series
University of Brescia

Multiple version iconThere are 2 versions of this paper

Downloads 31
15.

Book Review

Economic Notes, Vol. 32, pp. 399-402, November 2003
Number of pages: 4 Posted: 11 Nov 2003
Accepted Paper Series
Scuola Normale Superiore di Pisa
Downloads 29
16.

Monetary Policy, Credit and Aggregate Supply: The Evidence from Italy

Economic Notes, Vol. 31, pp. 451-491, 2002
Number of pages: 41 Posted: 24 Feb 2003
Accepted Paper Series
Dipartimento di Studi sull'impresa - University of Verona and University of Trento - Department of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 29
17.

Specification Analysis of Diffusion Models for the Italian Short Rate

Economic Notes, Vol. 34, No. 1, pp. 51-83, February 2005
Number of pages: 34 Posted: 09 Jul 2005
Accepted Paper Series
Sant'Anna School of Advanced Studies and University of Verona - Department of Economics
Downloads 29
18.

The Stability of the Relation Between the Stock Market and Macroeconomic Forces

Economic Notes, Vol. 31, pp. 417-450, 2002
Number of pages: 34 Posted: 24 Feb 2003
Accepted Paper Series
Bank of Italy

Multiple version iconThere are 2 versions of this paper

Downloads 29
19.

Ben Fine (2001) Social Capital versus Social Theory: Political Economy and Social Science at the Turn of the Millenium

Economic Notes, Vol. 32, pp. 403-408, November 2003
Number of pages: 6 Posted: 18 Nov 2003
Accepted Paper Series
Sapienza University of Rome - Department of Economics and Law
Downloads 28
20.

Do Upgradings and Downgradings Convey Information? An Event Study of the French Bond Market

Economic Notes, Vol. 35, No. 3, pp. 293-317, November 2006
Number of pages: 25 Posted: 21 Mar 2007
Accepted Paper Series
Bocconi University - Department of Finance, Universite Nancy 2, Université Paris I Panthéon-Sorbonne and Jean Monnet University
Downloads 28
21.

Preventing Systemic Crises through Bank Transparency

Economic Notes, Vol. 33, No. 2, pp. 257-273, July 2004
Number of pages: 18 Posted: 19 Nov 2004
Accepted Paper Series
University of Jyväskylä - School of Business and Economics and Hanken School of Economics - Department of Economics
Downloads 28
22.

A New Approach to Predicting Recessions

Economic Notes, Vol. 36, No. 1, pp. 27-42, February 2007
Number of pages: 16 Posted: 01 Jun 2007
Accepted Paper Series
European Central Bank (ECB) - Risk Management Division
Downloads 27
23.

Competition and Profitability in European Banking: Why are British Banks so Profitable?

Economic Notes, Vol. 34, No. 3, pp. 279-311, November 2005
Number of pages: 33 Posted: 10 Dec 2005
Accepted Paper Series
Loughborough University - Department of Economics
Downloads 27
24.

Long-term Performance of New Equity Issuers, Venture Capital and Reputation of Investment Bankers

Economic Notes, Vol. 34, No. 1, pp. 1-34, February 2005
Number of pages: 34 Posted: 09 Jul 2005
Accepted Paper Series
Old Dominion University - Strome College of Business and University of Groningen - Faculty of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 27
25.

Models of Capital Requirements in Static and Dynamic Settings

Economic Notes, Vol. 33, No. 3, pp. 415-435, November 2004
Number of pages: 21 Posted: 25 May 2005
Accepted Paper Series
University of Verona - Department of Economics
Downloads 27
26.

The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index

Economic Notes, Vol. 32, pp. 295-333, November 2003
Number of pages: 39 Posted: 13 Nov 2003
Accepted Paper Series
University of Oxford and City University London - Sir John Cass Business School
Downloads 27
27.

The Impact of the Rating Agencies' Through-the-cycle Methodology on Rating Dynamics

Economic Notes, Vol. 34, No. 2, pp. 127-154, July 2005
Number of pages: 28 Posted: 08 Sep 2005
Accepted Paper Series
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 27
28.

The Taylor Rule and Dynamic Stability in a Small Macroeconomic Model

Economic Notes, Vol. 32, pp. 361-370, November 2003
Number of pages: 10 Posted: 20 Dec 2003
Accepted Paper Series
Sheffield University Management School and affiliation not provided to SSRN
Downloads 27
29.

Liquidity Dynamics Across Small and Large Firms

Economic Notes, Vol. 33, No. 1, pp. 111-143, February 2004
Number of pages: 34 Posted: 03 Jul 2004
Accepted Paper Series
Emory University - Department of Finance, London Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 26
30.

Semi-analytic Approaches to Collateralized Debt Obligation Modelling

Economic Notes, Vol. 33, No. 2, pp. 233-255, July 2004
Number of pages: 24 Posted: 07 Oct 2004
Accepted Paper Series
HypoVereinsbank and University of Giessen
Downloads 26
31.

Does Trade Credit Substitute Bank Credit? Evidence from Firm-level Data

Economic Notes, Vol. 34, No. 1, pp. 85-112, February 2005
Number of pages: 28 Posted: 09 Jul 2005
Accepted Paper Series
Bank of Italy
Downloads 25
32.

Pricing and Informational Efficiency of the MIB30 Index Options Market: An Analysis with High-Frequency Data

Economic Notes, Vol. 33, No. 2, pp. 275-321, July 2004
Number of pages: 48 Posted: 07 Oct 2004
Accepted Paper Series
Bocconi University - Department of Finance and Department of Economics, Statistics and Management
Downloads 25
33.

Stock Market Fluctuations and Money Demand in Italy, 1913-2003

Economic Notes, Vol. 35, No. 1, pp. 1-47, February 2006
Number of pages: 48 Posted: 19 May 2006
Accepted Paper Series
Bank of Italy - Economic Research Unit

Multiple version iconThere are 2 versions of this paper

Downloads 25
34.

Dynamic Equilibrium with Overpriced Put Options

Economic Notes, Vol. 36, No. 1, pp. 1-26, February 2007
Number of pages: 26 Posted: 01 Jun 2007
Accepted Paper Series
Concordia University, Quebec - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 24
35.

Kenneth D. Garbade (2001)

Economic Notes, Vol. 31, pp. 565-568, 2002
Number of pages: 4 Posted: 02 May 2003
Accepted Paper Series
University of Verona - Department of Economics
Downloads 24
36.

Analytical American Option Pricing: The Flat-barrier Lower Bound

Economic Notes, Vol. 33, No. 3, pp. 399-413, November 2004
Number of pages: 15 Posted: 15 Apr 2005
Accepted Paper Series
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 23
37.

Finance-Growth Nexus and the P-bias: Evidence from OECD Countries

Economic Notes, Vol. 34, No. 1, pp. 113-126, February 2005
Number of pages: 14 Posted: 09 Jul 2005
Accepted Paper Series
Austrian Institute of Economic Research
Downloads 23
38.

The Race Towards Transparency: An Experimental Investigation

Economic Notes, Vol. 31, pp. 523-545, 2002
Number of pages: 23 Posted: 24 Feb 2003
Accepted Paper Series
Independent
Downloads 23
39.

Bank Mergers, Information, Default and the Price of Credit

Economic Notes, Vol. 35, No. 1, pp. 49-62, February 2006
Number of pages: 14 Posted: 19 May 2006
Accepted Paper Series
Technical University of Lisbon
Downloads 22
40.

Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model

Economic Notes, Vol. 33, No. 3, pp. 359-374, November 2004
Number of pages: 16 Posted: 14 Apr 2005
Accepted Paper Series
University of Padova - Department of Mathematics and Bocconi University, IGIER and CAREFIN
Downloads 22
41.

Liquidity and Twin Crises

Economic Notes, Vol. 34, No. 3, pp. 257-277, November 2005
Number of pages: 21 Posted: 06 Dec 2005
Accepted Paper Series
Bank for International Settlements
Downloads 22
42.

Macroeconomic News and the Euro/Dollar Exchange Rate

Economic Notes, Vol. 32, pp. 371-398, November 2003
Number of pages: 28 Posted: 26 Nov 2003
Accepted Paper Series
De Nederlandsche Bank and Bank for International Settlements

Multiple version iconThere are 2 versions of this paper

Downloads 22
43.

What does Monetary Policy Reveal about a Central Bank's Preferences?

Economic Notes, Vol. 32, pp. 335-359, November 2003
Number of pages: 25 Posted: 26 Nov 2003
Accepted Paper Series
Melbourne Institute and Department of Economics and London Business School - Department of Economics
Downloads 22
44.

Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks

Economic Notes, Vol. 35, No. 1, pp. 121-150, February 2006
Number of pages: 30 Posted: 19 May 2006
Accepted Paper Series
Bank of Italy

Multiple version iconThere are 2 versions of this paper

Downloads 21
45.

Credibility, Irreversibility of Investment, and Liberalization Reforms in LDCs

Economic Notes, Vol. 35, No. 2, pp. 203-218, July 2006
Number of pages: 16 Posted: 19 Sep 2006
Accepted Paper Series
Organization for Economic Co-Operation and Development (OECD)
Downloads 20
46.

Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence

Economic Notes, Vol. 33, No. 2, pp. 183-208, July 2004
Number of pages: 26 Posted: 07 Oct 2004
Accepted Paper Series
New York University (NYU) - Salomon Center, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 20
47.

Interbank Lending, Liquidity and Banking Crises

Economic Notes, Vol. 31, pp. 493-521, 2002
Number of pages: 29 Posted: 24 Feb 2003
Accepted Paper Series
University of Bologna - Department of Management
Downloads 20
48.

Optimal Monetary Policy with Price and Wage Rigidities

Economic Notes, Vol. 35, No. 1, pp. 63-95, February 2006
Number of pages: 34 Posted: 19 May 2006
Accepted Paper Series
University of Bologna - Department of Economics
Downloads 20
49.

The Cross-section of Risk Premia in the Italian Stock Market

Economic Notes, Vol. 31, pp. 389-416, 2002
Number of pages: 28 Posted: 24 Feb 2003
Accepted Paper Series
Bocconi University - Department of Finance and Bocconi University
Downloads 20
50.

Editorial Proceedings of the '5th Workshop in Quantitative Finance'

Economic Notes, Vol. 33, pp. 323-324, November 2004
Number of pages: 2 Posted: 14 Apr 2005
Accepted Paper Series
Wiley-Blackwell Publishers Ltd. - Journals Customer Service U.S.
Downloads 18