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Content
July 2013, Volume 42, Issue 2
- 103-133 The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models
by PAOLA BRIGHI & STEFANO d'ADDONA & ANTONIO CARLO FRANCESCO DELLA BINA - 135-170 The Impact of the Liquidity Coverage Ratio (LCR) on the Implementation of Monetary Policy
by Stefan W. Schmitz - 171-202 Composite Indicator of Financial Development in a Benefit-of-Doubt Approach
by Francesca Giambona & Erasmo Vassallo - 203-215 Assessing Rating Agencies' Ability to Predict Bank Bankruptcy – The Lace Financial Case
by Alessandro Santoni & Barbara Arbia
February 2013, Volume 42, Issue 1
- 1-17 Incentives and Voluntary Investment in Employer Shares
by Issouf Soumaré - 19-46 Are Commodity Prices Driven by Fundamentals?
by Emanuele De Meo - 47-74 Plastic Money Diffusion and Usage: An Empirical Analysis on Italian Households
by Daniele Di Giulio & Carlo Milani - 75-101 Money as an Institution of Capitalism: Some Notes on a Monetary Theory of Uncertainty
by Giancarlo Bertocco
November 2012, Volume 41, Issue 3
- 101-114 The Perverse Effect of Debt Tax Benefits on Firm Investment Decisions
by William Addessi & Enrico Saltari - 115-144 The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model
by Flavia Barsotti & Maria Elvira Mancino & Monique Pontier - 145-172 Public Expenditure and Revenue in Italy, 1862–1993
by Michele Dalena & Cosimo Magazzino - 173-182 The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece
by Vassilios G. Papavassiliou
February 2012, Volume 41, Issue 1-2
- 1-26 Trust and Insurance Markets
by Luigi Guiso - 27-57 Bank Acquisitions and Decentralization Choices
by Enrico Beretta & Silvia Del Prete - 59-79 Contingent Capital: An In-Depth Discussion
by Stan Maes & Wim Schoutens - 81-99 The ‘Farmerian’ Approach to Ending a Finance-Induced Recession: Notes on Stability and Dynamics
by Marco Guerrazzi
November 2011, Volume 40, Issue 3
- 75-91 Do Bank Capital and Liquidity Affect Real Economic Activity in the Long Run? A VECM Analysis for the US
by Leonardo Gambacorta - 93-104 Seasonal Cointegration and Long‐Run Neutrality of Money in the USA
by Mohammad S. Hasan - 105-132 An Improved Two‐step Regularization Scheme for Spot Volatility Estimation
by Shigeyoshi Ogawa & Simona Sanfelici
February 2011, Volume 40, Issue 1-2
- 1-27 Country‐Specific Risk Premium, Taylor Rules, and Exchange Rates
by Barbara Annicchiarico & Alessandro Piergallini - 29-43 Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand
by Jaya Krishnakumar & David Neto - 45-74 Information Content in Small and Large Trades
by Malay K. Dey & Hal Stern & Hongmei Zhang
November 2010, Volume 39, Issue 3
- 129-146 The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case
by Chiara Pederzoli & Costanza Torricelli & Simona Castellani - 147-171 After‐tax Valuation of Convertible Bonds and Participation Exemption
by Marco Realdon - 173-202 Testing the ‘Quiet Life’ Hypothesis in the Italian Banking Industry
by Paolo Coccorese & Alfonso Pellecchia - 203-226 On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error
by Flavio Angelini & Marco Nicolosi
February 2010, Volume 39, Issue 1‐2
- 1-25 Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy
by M. Alper Çenesiz & Christian Pierdzioch - 27-41 Financial Development and GDP Volatility in China
by Abu N. M. Wahid & Abdul Jalil - 43-45 Introduction to the Special Issue: Financial Mathematics and Econometrics
by Roberto Renò & Cecilia Mancini - 47-63 Volatility and Volume Effects in European Electricity Spot Markets
by Angelica Gianfreda - 65-90 Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes
by Laura Pasin & Tiziano Vargiolu - 91-106 Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes
by Ilia Negri & Yoichi Nishiyama - 107-127 Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
by Stefano M. Iacus & Nakahiro Yoshida
November 2009, Volume 38, Issue 3
- 117-118 In Memory of Alessandro Prati
by Giovanni Ferri - 119-135 Fixed Exchange Rates and Banking Crises: When Does the Former Prevent the Latter?
by Victoria Miller - 137-167 Market‐Based Measures of Monetary Policy Expectations and Their Evolution Since the Introduction of the Euro
by Fabio Filipozzi - 169-183 A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt
by Luigi Marattin & Massimiliano Marzo
February 2009, Volume 38, Issue 1‐2
- 1-37 The Limits of Transparency
by Alex Cukierman - 39-66 Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words
by Carlo Rosa - 67-95 The International Financial Crisis Viewed by Experts
by Antonio Forte & Giovanni Pesce - 97-116 Interest‐Rate Reforms and Financial Deepening in Botswana: An Empirical Investigation
by Nicholas M. Odhiambo & Oludele A. Akinboade
November 2008, Volume 37, Issue 3
- 211-213 I. The context of the global financial crisis
by Giovanni Ferri - 213-217 II. The conference proceedings
by Gian Maria Milesi‐Ferretti - 219-239 Non‐linearities, Business Cycles and Exchange Rates
by Menzie D. Chinn - 241-257 External Imbalances and the Extensive Margin of Trade
by Vahagn Galstyan & Philip R. Lane - 259-281 Fundamentals at Odds? The US Current Account Deficit and Dollar
by Gian Maria Milesi‐Ferretti - 283-313 Composition of International Assets and the Long‐run Current Account
by Cedric Tille - 315-343 Reserves, Sovereign Wealth Funds and the Resilience of Global Imbalances
by Enrique Alberola & José María Serena - 345-379 The Impact of a Disorderly Resolution of Global Imbalances on Global Wealth
by Francis E. Warnock
July 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 - 141-154 Costly Tax Enforcement and Financial Repression
by Rangan Gupta & Emmanuel Ziramba - 155-179 The Effects of Screening and Monitoring on Credit Rationing of SMEs
by Mariarosaria Agostino & Damiano B. Silipo & Francesco Trivieri - 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 - 203-210 Microfinance at a Crossroads
by Diego Lanzi
February 2008, Volume 37, Issue 1
- 1-30 Monetary Policy Rules for a Small Open Economy
by Wolfram Berger - 31-58 Investment under Uncertainty, Debt and Taxes
by Andrea Gamba & Gordon A. Sick & Carmen Aranda León - 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 - 75-117 Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure
by Theofanis Archontakis & Wolfgang Lemke - 119-126 Are Central Bank Preferences Asymmetric? A Comment
by Patrick Minford & Naveen Srinivasan
November 2007, Volume 36, Issue 3
- 205-207 The Heath, Jarrow, Morton Model
by Oldrich Alfons Vasicek - 209-230 The Value of Relationship Lending: Small Banks in an Era of Consolidation
by Paola Bongini & Maria Luisa Di Battista & Emma Zavarrone - 231-246 Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market
by Benjamin M. Tabak - 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
July 2007, Volume 36, Issue 2
- 115-146 Household Debt and Credit: Economic Issues and Data Problems
by Giuseppe Bertola & Stefan Hochguertel - 147-170 Lessons from the ECB Experience: Frankfurt Still Matters!
by Zeno Rotondi & Giacomo Vaciago - 171-188 Does Financial Liberalization Lower Problem Loans in Banks?
by Saibal Ghosh - 189-203 What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?
by Marcella Lucchetta
February 2007, Volume 36, Issue 1
- 1-26 Dynamic Equilibrium with Overpriced Put Options
by Sergey Isaenko - 27-42 A New Approach to Predicting Recessions
by Ken Nyholm - 43-76 Information Technology and Productivity Changes in the Banking Industry
by Luca Casolaro & Giorgio Gobbi - 77-87 Financial Frictions and Risky Corporate Debt
by Doriana Ruffino & Jonathan Treussard - 89-113 Asset Pricing and Cost of Equity in the Tunisian Banking Sector: Panel Data Evidence
by Samy Ben Naceur & Samir Ghazouani
November 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 - 253-291 Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation
by Fayez A. Elayan & Kuntara Pukthuanthong & Richard Roll - 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 - 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 - 355-375 Estimating the Term Structure of Credit Spreads on Euro‐denominated Corporate Bonds
by Ombretta Terazzan - 377-383 Finance, Banks and the Stability of Emerging Markets
by Diego Lanzi
July 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 - 173-202 Tax‐induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy
by Roberto Savona - 203-218 Credibility, Irreversibility of Investment, and Liberalization Reforms in LDCs
by Andrea Bassanini - 219-225 Essay Review on Raghuram G. Rajan and Luigi Zingales (2003), Saving Capitalism from the Capitalists, Random House, New York
by Giovanni Ferri
February 2006, Volume 35, Issue 1
- 1-47 Stock Market Fluctuations and Money Demand in Italy, 1913–2003
by Massimo Caruso - 49-62 Bank Mergers, Information, Default and the Price of Credit
by Margarida Catalão‐ Lopes - 63-95 Optimal Monetary Policy with Price and Wage Rigidities
by Massimiliano Marzo - 97-119 Market for Information and Identity Disclosure in an Experimental Open Limit Order Book
by Pietro Perotti & Barbara Rindi - 121-150 Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks
by Antonio, DI Cesare
November 2005, Volume 34, Issue 3
- 257-277 Liquidity and Twin Crises
by Hyun Song Shin - 279-311 Competition and Profitability in European Banking: Why Are British Banks So Profitable?
by David T. Llewellyn - 313-330 Equilibrium Determinacy under Monetary and Fiscal Policies in an Overlapping Generations Model
by Alessandro Piergallini - 331-370 Greek Monetary Economics in Retrospect: The Adventures of the Drachma
by Sophia Lazaretou - 371-405 Determinants of Corporate Governance in the Italian Financial Market
by Emilio Barucci & Jury Falini - 407-427 Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union
by Mark J. Holmes
July 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 - 155-183 Correlation at First Sight
by Andrew Friend & Ebbe Rogge - 185-230 Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened
by Greg M. Gupton - 231-256 Risk Mapping and Key Risk Indicators in Operational Risk Management
by Sergio Scandizzo
February 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 - 35-50 Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds
by Niklas Wagner & Warren Hogan & Jonathan Batten - 51-83 Specification Analysis of Diffusion Models for the Italian Short Rate
by Monica Gentile & Roberto Renò - 85-112 Does Trade Credit Substitute Bank Credit? Evidence from Firm‐level Data
by Guido de Blasio - 113-126 Finance–Growth Nexus and the P‐bias: Evidence from OECD Countries
by Franz R. Hahn
November 2002, Volume 31, Issue 3
- 389-416 The Cross–section of Risk Premia in the Italian Stock Market
by Andrea Beltratti & Massimo Di Tria - 417-450 The Stability of the Relation Between the Stock Market and Macroeconomic Forces
by Fabio Panetta - 451-491 Monetary Policy, Credit and Aggregate Supply: The Evidence from Italy
by Riccardo Fiorentini & Roberto Tamborini - 493-521 Interbank Lending, Liquidity and Banking Crises
by Paola Brighi - 523-545 The Race Towards Transparency: An Experimental Investigation
by Marco Rossi - 547-558 Increasing Dependency Ratios, Pensions and Tax Smoothing
by Efraim Sadka & Vito Tanzi - 559-563 Carlo A. Favero (2001) Applied Macroeconometrics
by Riccardo Fiorito - 565-568 Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims
by Roberto Renò
July 2002, Volume 31, Issue 2
- 197-199 Introduction
by Andrea Berardi & Francesco Rossi - 201-214 Managing Credit Risk: A Challenge for the New Millennium
by Edward I Altman - 215-236 Bank and Business Performance Measurement
by Stuart M. Turnbull - 237-253 An Extended Analytical Approach to Credit Risk Management
by Alexandre Kurth & Hadley Taylor & Armin Wagner - 255-276 Basic Insights in Pricing Basket Credit Derivatives
by Marcello Esposito - 277-336 Risk Management Using Quasi–static Hedging
by Steve Allen & Otello Padovani - 337-359 Principal Component Models for Generating Large GARCH Covariance Matrices
by Carol Alexander - 361-377 Stochastic Models of Implied Volatility Surfaces
by Rama Cont & Jose da Fonseca & Valdo Durrleman - 379-388 Expected Shortfall: A Natural Coherent Alternative to Value at Risk
by Carlo Acerbi & Dirk Tasche
February 2002, Volume 31, Issue 1
- 1-32 The Organizational Structure of Banking Supervision
by Charles A. E. Goodhart - 33-57 The Role of Hedge Funds in International Financial Markets
by Catherine Lubochinsky & M. D. Fitzgerald & Lee McGinty - 59-78 Optimization of Monte Carlo Procedures for Value at Risk Estimates
by Sabrina Antonelli & Maria Gabriella Iovino - 79-108 Regional Integration and the Co-ordination of Capital Income Taxation
by Valeria De Bonis - 109-123 Volatility, Stabilization and Union Wage-setting: The Effects of Monetary Policy on the ‘Natural’ Unemployment Rate
by Luigi Bonatti - 125-142 Economic Significance of the Predictable Movements in Futures Returns
by Joelle Miffre - 143-154 Imperfect Forward Markets and Hedging
by Udo Broll & Kit Pong Wong - 155-165 Price Discovery and Risk Transfer in the Crude Oil Futures Market: Some Structural Time Series Evidence
by Imad A. Moosa - 167-174 Social Cost and Groves Mechanisms
by Donald E. Campbell - 175-178 Reply to ‘Social Cost and Groves Mechanisms’
by Giacomo Bonanno - 179-190 Structural Reforms, Regulatory Compact and Competition in Network Industries
by Diego Lanzi - 191-192 John Adams and Francesco Pigliaru, Economic Growth and Change: National and Regional Patterns of Convergence and Divergence
by Carlotta Berti Ceroni - 193-195 Andrea Boltho, Alessandro Vercelli and Hiroshi Yoshikawa, Comparing Economic Systems: Italy and Japan
by Ronald Dore
November 2001, Volume 30, Issue 3
- 319-326 Opening Remarks
by Giovanni Ferri - 327-335 The New Basel Capital Adequacy Framework
by Giovanni Carosio - 337-358 Competition Among Banks, Capital Requirements and International Spillovers
by Viral V. Acharya - 359-372 Perverse Effects of an External Ratings-Related Capital Adequacy System
by Patrick Honohan - 373-398 Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?
by Reint Gropp & Anthony J. Richards - 399-419 Enforcing the 1988 Basel Capital Requirements: Did it Curtail Bank Credit in Emerging Economies?
by Maria Concetta Chiuri & Giovanni Ferri & Giovanni Majnoni - 421-456 The Definition of the Grading Scales in Banks’ Internal Rating Systems
by A. Foglia & S. Iannotti & P. Marullo Reedtz - 457-489 Analytical and Empirical Features of Internal Ratings: An Empirical Consistency Test based on Statistical Models
by Andrea Resti & Cristina Omacini - 491-507 Capital Requirements in a Financially Driven Business Cycle Model
by Fabrizio Mattesini
July 2001, Volume 30, Issue 2
- 163-166 Introduction
by Andrea Berardi & Francesco Rossi - 167-181 Non parametric VaR Techniques. Myths and Realities
by Giovanni Barone-Adesi & Kostas Giannopoulos - 183-204 Consistent High-precision Volatility from High-frequency Data
by Fulvio Corsi & Gilles Zumbach & Ulrich A. Muller & Michel M. Dacorogna - 205-234 Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data
by Andrea Beltratti & Claudio Morana - 235-256 Value-at-risk Trade-off and Capital Allocation with Copulas
by Umberto Cherubini & Elisa Luciano - 257-279 Hedging a Portfolio of Derivative Securities: A Simulation Approach
by Claudio Tebaldi - 281-292 Credit Risk: Constructing the Basic Building Blocks
by Lane P. Hughston & Stuart M. Turnbull - 293-312 Fuzzy Value-at-risk: Accounting for Market Liquidity
by Umberto Cherubini & Giovanni Della Lunga - 313-317 Marcello Messori (ed.) Financial Constraints and Market Failures. The Microfoundations of New Keynesian Macroeconomics
by Giorgio Rampa
February 2001, Volume 30, Issue 1
- 1-26 Knightian Uncertainty in Financial Markets: An Assessment
by Marcello Basili - 27-51 Current Account and Exchange Rate Dynamics
by Lilia Cavallari - 53-80 Does Correlation Between Stock Returns Really Increase During Turbulent Periods?
by Francois Chesnay & Eric Jondeau - 81-107 Measuring Monetary Policy Shocks in a Small Open Economy
by Giuseppe De Arcangelis & Giorgio Di Giorgio - 109-143 On the Institutional Design of the European Monetary Union: Conservatism, Stability Pact and Economic Shocks
by Leonardo Gambacorta - 145-161 Monetary Disequilibrium, Endogenous Money, Stability and the Determinacy of Inflation
by David Chappell & Kent Matthews
November 2000, Volume 29, Issue 3
- 315-339 Solving the Currency Conundrum
by Barry Eichengreen - 341-354 Financial and Thermodynamic Equilibrium
by Antonio Roma - 355-374 The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece
by Dimitrios Asteriou & Costas Siriopoulos - 375-391 Liquidity Creation through Banks and Markets: A Theoretical Perspective on Securitization
by Ernst-Ludwig Von Thadden - 393-397 Comments on the paper by Ernst-Ludwig von Thadden: Liquidity Creation through Banks and Markets: A Theoretical Perspective on Securitization
by Ian Cooper - 399-405 Business Practice in Europe
by Patrizia Canziani - 407-418 Managing a Bank Credit Portfolio: A Practical Standpoint
by Marco G. Mazzucchelli - 419-431 Cross Country Legal Differences and the Italian Way to Securitization
by Enrico Granata - 433-439 Essay Review: Franklin Allen and Douglas Gale Comparing Financial Systems
by Fausto Panunzi
July 2000, Volume 29, Issue 2
- 153-177 The Pricing of Italian Equity Returns
by Annalisa Aleati & Pietro Gottardo & Maurizio Murgia - 179-199 Liquidity, Trading Size, and the Co-existence of Dealership and Auction Markets
by F. C. Bagliano & Andrea Brandolini & Alberto Dalmazzo - 201-213 Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns
by H. A. Benink & C. C. P. Wolff - 215-241 The Italian Banking Structure in the 1990s: Testing the Multimarket Contact Hypothesis
by Riccardo De Bonis & Annalisa Ferrando - 243-266 Convergence within the EU: Evidence from Interest Rates
by Teresa Corzo Santamaria & E. S. Schwartz - 267-279 Private and Government Employment in the OECD: Productivities and Wages
by Georgios Karras - 281-313 Institutional Design as a Commitment Device in Credit Markets with Asymmetric Information: Experimental Evidence
by Daniela Di Cagno & Emanuela Sciubba
February 2000, Volume 29, Issue 1
- 1-11 A Simple Model of an International Lender of Last Resort
by C. A. E. Goodhart & H. Huang - 13-29 Can Official Crisis Lending be Counterproductive in the Short Run?
by J. Zettelmeyer - 31-82 The East Asian Dollar Standard, Life After Death?
by R. I. McKinnon - 83-109 Banking System Failures in Developing and Transition Countries: Diagnosis and Prediction
by P. Honohan - 111-143 The Macroeconomic Implications of Regulatory Capital Adequacy Requirements for Korean Banks
by G. Choi - 145-151 Conclusions
by J. E. Stiglitz
November 1999, Volume 28, Issue 3
- 249-254 Introduction
by J. E. Stiglitz - 255-284 The East Asian Crisis and Policy Response – An Overview
by T. Lane & A. R. Ghosh & J. Hamann & S. Phillips & M. Schulze-Ghattas & T. Tsikata - 285-334 What Caused the Asian Crises: An Early Warning System Approach
by A. Berg & C. Pattillo - 335-355 The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis
by G. Ferri & L.-G. Liu & J. E. Stiglitz - 357-363 Predicting the Evolution of the Asian Crisis – A View from the IMF
by T. Lane - 365-381 Some Lessons from Forecasting Errors in the Recent Crisis
by U. Dadush & M. Riordan & B. Wolfe - 383-402 Predicting the Evolution and Effects of the Asia Crisis from the OECD Perspective
by P. Richardson & I. Visco & C. Giorno - 403-429 Did the East Asian Crisis Disproportionately Hit Small Businesses in Korea?
by I. Domac & G. Ferri
July 1999, Volume 28, Issue 2
- 119-143 Individual Decision Making and Investor Welfare
by Michael J. Brennan & Walter N. Torous - 145-170 A Base Model for Multifactor Specifications of the Term Structure
by Andrea Berardi & Marcello Esposito - 171-194 The Term Structure of Interest Differentials in a Target Zone with Time-varying Devaluation Risk
by Klaas Knot & Theo Dijkstra & Jakob de Haan - 195-221 The Credit Channel at Work: Lessons from the Financial Crisis in Korea
by Giovanni Ferri & Tae Soo Kang - 223-235 Anticipated Inflation, Liquidity Costs and the Tobin Effect
by Alberto Petrucci - 237-248 Lemmen, J. (1998) Integrating Financial Markets in the European Union
by Marco Mazzoli
February 1999, Volume 28, Issue 1
- 1-14 The Lender of Last Resort
by Marcello De Cecco - 15-23 Inflation Targeting and the Accountability of the European Central Bank
by Guido Tabellini - 25-41 Gaussian Estimation of a Two-factor Continuous Time Model of the Short-term Interest Rate
by A. R. Bergstrom & K. B. Nowman - 43-71 Deficits, Money Growth and Inflation in Italy: 1875–1994
by Carlo A. Favero & Franco Spinelli - 73-89 Stability of Risk Premia in the Italian Stock Market
by Giovanni Mazzariello & Antonio Roma - 91-118 Price Limits, Information Acquisition, and Bid–ask Spreads: Theory and Evidence
by V. Ravi Anshuman & Avanidhar Subrahmanyam