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E P (2010), "Asset prices and real economic activity" OECD Economics
Department Working Paper no. 764
Barrell
R, Davis E P, Karim D and Liadze I (2010), "Calibrating macroprudential
policy",
NIESR Discussion Paper No. 354
Barrell
R, Davis E P, Karim D and Liadze I (2010), "The impact of global
imbalances; does the current account balance help to predict banking crises in
OECD countries",
NIESR Discussion Paper No. 351
Davis
E P (2009), "Financial Stability in the United Kingdom: Banking on
Prudence" OECD Economics Department Working Paper no. 717
Barrell
R, Davis E P, Fic T, Holland D, Kirby S, Liadze I (2009), "Optimal
regulation of bank capital and liquidity: how to calibrate new international
standards, FSA Occasional Paper No 38
Davis E P (2009)
"The financial crisis, private and public debt - contrasting the approaches
of economics and theology", draft paper for the Evangelical Alliance Study
Group on "Life After Debt"
Davis
E P and Karim D (2009), "Macroprudential regulation - the missing policy pillar"
Keynote address at the Euroframe Conference, London, June 2009
Barrell
R, Davis, E P, Fic T and Orazgani A (2009), "Household debt and foreign
currency borrowing in New Member States of the EU", paper presented at the
Euroframe Conference, London, June 2009
Davis
E P and Obasi U (2009), "Deposit insurance systems and bank risk",
Brunel University Working Paper
Davis E P and Obasi U (2009),
"The effectiveness of banking supervision", Brunel University Working
Paper
Barrell
R, Davis E P, Karim D and Liadze I (2009), "Bank Regulation, Property
Prices And Early Warning Systems For Banking Crises In OECD Countries",
NIESR Discussion Paper No. 330
Barrell
R, Davis E P and Pomerantz O (2009), "The
Impact of EMU on Real Exchange Rate Volatility in EU countries",
forthcoming, National Institute Economic Review
Davis,
E Philip (2009), "The lender of last resort and liquidity provision -
how much of a departure is the sub-prime crisis", paper presented at
the LSE Financial Markets Group conference on the Regulatory Response to the
Financial Crisis, 19th January 2009
Barrell
R and Davis E P (2008),
"The evolution of the financial crisis of 2007-8", National Institute
Economic Review, 206, 5-14 and Brunel University Economics and Finance Working
Paper No 08-25
Davis E P
and Karim D (2008), "Could early warnings systems have helped to predict
the subprime crisis?", National Institute Economic Review, 206, 25-37 and
Brunel University Economics and Finance Working Paper No 08-27
Davis,
E Philip (2008), "Liquidity, financial crises and lender of last resort -
how much of a departure is the sub-prime crisis", paper presented at
the Reserve Bank of Australia conference on "Lessons of the financial turmoil
of 2007-8", 14-15 July 2008, Sydney
Davis E Philip and Yu-Wei Hu
(2008), "Are Canadian pension funds disadvantaged by the current structure
of portfolio regulations?" paper presented at the ICPM conference, Toronto,
Canada, June 2008
Davis,
E Philip and Dilly Karim (2007), "Comparing early warning systems for
banking crises", Brunel University Economics and Finance working paper No.
07-11
Davis
E Philip (2007) "A confrontation of economic and theological approaches to "ending poverty"
in Africa", mimeo, Brunel University and London School of Theology
Al Eyd, Ali, Barrell Ray and Davis E
Philip (2007) "Consumer confidence indices and short term forecasting of
consumption, Brunel University Economics and Finance working paper 07-12
Davis E Philip
(2007) "Has growth of funded pensions in Europe lived
up to its promise?" Investment and Pensions Europe, February, 30-31
Davis
E Philip (2006) "Pension funding, productivity, ageing and economic growth"
paper presented at the third conference of the "Monetary and
Stability Foundation", Deutsche Bundesbank, Frankfurt, July 2006 and Brunel
University Economics and Finance working paper No 07-09
Davis E
Philip (2006) "How will ageing affect the structure of financial
markets?" paper presented at the Reserve Bank of Australia - G20 conference
on "Demographics and Financial Markets", Sydney, July 2006 and Brunel
University Economics and Finance Working paper No. 07-10
Craig
R S, Davis E P and Garcia A (2006), "Sources of procyclicality in East
Asian financial systems", Brunel University Economics and Finance Working Paper
No. 06-02
Davis
E Philip and Haibin Zhu (2005), "Commercial property prices and bank
performance", BIS Working Paper No 175
Davis
E P (2005), "Pension fund assets and international investment, a global
perspective", Pensions
Davis
E P and Hu Y (2005), "Saving, funding and economic growth", Brunel
University Economics and Finance Working Paper [Final
shorter version for the Oxford Handbook of Pension Reform and Investment]
Davis
E P and Hu Y (2004), "Is there a link between pension fund assets and
economic growth? A cross country empirical study", Brunel University
Economics and Finance Working Paper
Barrell
R and Davis E P (2004) Financial liberalisation, consumption and wealth effects
in 7 OECD countries Discussion Paper No 247, National Institute of Economic and
Social Research
Byrne J
and Davis E P (2004), "Permanent and temporary inflation uncertainty and
investment in the United States", Economics Letters, 85, 271-277
Barrell
R, Davis E P and Pomerantz O (2004), "Costs of financial instability,
household sector balance sheets and consumption" Discussion Paper No. 243, National Institute of Economic and Social
Research
Davis E P
(2004), "Financial
Development, Institutional Investors and Economic Performance", forthcoming
in ed C Goodhart, "Financial Development", Palgrave [slides]
Barrell
R and Davis E P (2004), "Consumption, financial and real wealth in the
G-5", Discussion Paper No. 232, National Institute of Economic and Social
Research
Davis E P and Zhu H (2004),
"Bank lending and commercial property prices, some cross country
evidence", BIS Working Paper No 150
Davis E P (2004), "Is there a pensions
crisis in the UK?", Brunel University Working Paper 03-21 [slides]
Davis E P and Stone M (2004), "Corporate Financial
Structure and Financial Stability", Journal of Financial
Stability
Madsen J and Davis E P
(2004),
"Equity prices, productivity growth and the "new economy"",
Working Paper No 04-05, EPRU, University of Copenhagen
Davis E P and Ioannidis C
(2004), "External financing of US corporations; are loans and securities
complements or substitutes?", Brunel University Department of Economics and
Finance Working Paper 04-02.
Davis E P (2003),
"Towards a typology for systemic financial instability", Brunel
University Working Paper No 03-20
Davis E P and Li C (2003),
"Demographics and asset prices in the major industrial economies",
Brunel University Working Paper No 03-07
Byrne J and Davis E P (2003),
"Financial structure", Cambridge University Press
Davis E P (2003), "Pension funds and European financial
markets", "Berichte and Studien 2003/2", Austrian
National Bank [slides]
Davis E P
(2003), "Institutional investors, financial market efficiency and
stability", paper presented at the European Investment Bank conference
entitled "Europe's changing financial landscape", EIB, Luxembourg,
23rd January 2003 [slides]
Byrne
J and Davis E P (2003), "Panel Estimation of the Impact of Exchange Rate
Uncertainty on Investment in the Major Industrial Countries", Discussion
Paper No 208, National Institute of Economic and Social Research
Davis E P (2003), "Comparing bear markets,
1973 and 2000", National Institute Economic Review, 183, 78-89
Davis E P and Li C (2003),
"Demographics and asset prices in the major industrial economies",
Brunel University Working Paper
Davis E P (2002), "Prudent person rules or
quantitative restrictions? The regulation of long term institutional investors'
portfolios", Journal of Pension Economics and Finance, 1, 157-191
Davis E P
(2002), "The European pension management industry", Working Paper
PI-0212, The
Pensions Institute, Birkbeck College, London and forthcoming in Revue d'Economie
Financiere
Davis E P (2002), "Issues in the
regulation of annuities markets", Working Paper, Center for Research
on Pensions and Welfare Policies, Turin [slides]
Byrne J and Davis E P (2002), "Investment and uncertainty in the
G-7", Discussion Paper No 198, National Institute of Economic and Social
Research
Davis E P (2002), "Pension
fund management and international investment; a global perspective", paper
presented at the Senior Level Policy Seminar, Caribbean Centre for Monetary
Studies, Trinidad
Davis E P (2002), "Institutional investors,
corporate governance, and the performance of the corporate sector", Working
Paper, The Pensions Institute, Birkbeck College, London and
Economic
Systems, 26, 203-229
Byrne J and Davis E P (2002), "A
comparison of balance sheet structures in major EU countries", National
Institute Economic Review, April, 83-95
Davis E P (2002), "Prudent person rules or
quantitative restrictions? The regulation of long term institutional investors'
portfolios", Journal of Pension Economics and Finance, 1, 157-191
Davis E P (2002), "Ageing and financial stability", in eds H
Herrmann and A Auerbach, "Ageing and Financial Markets", Springer
Verlag - Deutsche Bundesbank [working paper version
published as PI-0111, the Pensions Institute, Birkbeck College, London]
Davis
E P (2002), "A typology of financial crises", in Financial Stability
Review No 2, Austrian National Bank.
Davis E
P and Madsen J (2001), "Productivity and equity returns; a century of
evidence for 9 OECD countries", Working Paper 01-12, Brunel University [latest
version]
Davis E P (2001),
"Regulation of Private Pensions - A Case Study of the United Kingdom",
Occasional Paper No OP15, Financial Services Authority, London
Ashworth P and Davis E P (2001). Some evidence on financial
factors in the determination of aggregate business investment for the G7
countries Discussion Paper No 187, National Institute of Economic and Social
Research
Byrne J and Davis E P (2001). Disaggregate Wealth and
aggregate consumption: an investigation of empirical relationships for the G7
Discussion Paper No 180, National Institute of Economic and Social Research and
forthcoming in "Oxford Bulletin of Economics and Statistics"
Davis E P (2001),
"Portfolio regulation of life insurance companies and pension funds",
Working Paper No. PI-0101, The Pensions Institute, Birkbeck College, London
Davis E
P (2001), "Multiple avenues of intermediation, corporate finance and
financial stability", Working Paper No. 01/115, International Monetary
Fund, Washington DC
Davis E
P (2000), "Institutional Investors and Corporate
Governance", Working Paper No. 00-19, Brunel University, West London
Davis E
P and Tuori K (2000) "The changing structure of banks' income - An
Empirical Investigation", Working Paper No. 00-11, Brunel University,
West London
Davis E P and Steil B (2000), "Institutional investors"
MIT Press
Davis E P (2000), "Financial
stability in the Euro area - some lessons from US financial history", LSE Financial
Markets Group Special Paper No 123.
Davis E P (2000), "Pension
Funds, Financial Intermediation and the New Financial Landscape", Working Paper No.
PI-2010, the Pensions Institute, Birkbeck College, London,
Davis E P (2000), "Regulation
of Private Pensions - A Case Study of the UK" Working Paper No. PI-2009, the Pensions
Institute, Birkbeck College, London
Davis E P (2000),
"Implications of the growth of institutional investors for the financial sector"
Working Paper No. PI-2001, the Pensions Institute, Birkbeck College, London,
Buckle S, Cunningham A and
Davis E P (2000), A Possible International Ranking for UK Financial Stability, Financial
Stability Review No. 8, 94-104
Davis E P (2000), "La reforme des fonds de pension et les marches financiers
europeen, une reevaluation des effets potentiels a la lendemain de l 'UEM", in eds. C
Bismut and N El Mekkaoui-de Freitas, "Fonds de pension, aspects economiques et
financiers", Economica, Paris
Bodie Z and Davis E P (eds) (2000), "Foundations of Pension Finance",
forthcoming, Edward Elgar
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De
Bandt O and Davis E P (2000) "Competition, contestability and market structure in
European banking sectors on the eve of EMU", Journal of Banking and Finance, 24,
1045-1066
Davis E P (1999), "Russia/LTCM and market liquidity risk", The Financial
Regulator, 4/2, Summer 1999, 23-28
De Bandt O and Davis E P (1999),
"Competition in European banking systems", Working Paper, European Central Bank
Davis E P (1999), "Institutionalisation and EMU: implications for European
Financial Markets", International Finance, 2, 33-61.
Davis E P (1999),
"Financial data needs for macroprudential surveillance: what are the key indicators
of risk to domestic financial stability?", Lecture Series No 2, Centre for Central
Banking Studies, Bank of England.
Davis E P (1999), "EMU and financial structure", Financial
Market Trends, OECD, Paris
Davis E P and Salo S (1998), "Excess capacity in
EU and US banking sectors - conceptual, measurement and policy issues", LSE
Financial Markets Group Special Paper No. 105
Davis E P (1998), "The European Central Bank", in "The guide to the
governance of Britain in Europe 1998/9", Carlton Publishing, London
Davis E P (1998), "Regulation of pension fund assets", in Ed. H Blommestein
and N Funke, "Institutional investors in the new financial landscape", OECD,
Paris
Davis E P (1998),
"Policy and implementation issues in reforming pension systems", Working Paper
No. 31, European Bank for Reconstruction and Development, London
Davis E P (1998), "Pensions in the corporate sector", in "Redesigning
social security", Ed. H Siebert, Kiel Institute for World Economics
Davis E P (1998), "Pension
fund reform and European financial markets - a reappraisal of potential effects in the
wake of EMU", LSE Financial Markets Group Special Paper No. 107
Davis E P (1998), "Linkages between pension reform and
financial sector development", Discussion Paper No. PI-9909, the Pensions Institute,
Birkbeck College, London.
Davis E P (1998), "Investment of mandatory funded pension
schemes", Discussion Paper No. PI-9908, the Pensions Institute, Birkbeck College,
London and in eds J Turner and D Latulippe "Funding of Social Security
Pensions", International Labour Office.
Davis E P (1998),
"Funding's advantages over pay-as-you-go", Investment and Pensions Europe,
January
Davis E P (1998), "European pensions, "fundamental" influences and the
role of Economic and Monetary Union", Journal of Pension Fund Management and
Marketing, 3, 206-237.
Davis E P and Fagan G (1997), "Are financial spreads useful indicators of future
inflation and output growth in EU countries", Journal of Applied Econometrics, 12,
701-714
Davis E P (1997), "The role of the European Monetary Institute", in "The
guide to the governance of Britain in Europe 1997/8", Carlton Publishing, London
Davis E P (1997), "Repartition, capitalisation et securite des regimes de
retraite", Economie Internationale, 72, 91-105
Davis E P (1997), "Public pensions, pension reform and fiscal policy", Staff
Paper No. 5 European Monetary Institute
Davis E P (1997), "Private pensions in OECD countries; the United Kingdom",
Labour Market and Social Policy Occasional Paper No. 21, OECD, Paris
Davis E P (1997), "Population ageing and retirement income provision in the
European Union", in Ed. B Bosworth and G Burtless, "Ageing societies, the global
dimension", Brookings Institution Press, Washington DC, (also Special Paper, Royal
Institute of International Affairs, London) [tables]
Davis E P (1996), "The Role of Institutional
Investors in the Evolution of Financial Structure and Behaviour", in
"The Future of the Financial System", proceedings of a conference held
at the Reserve Bank of Australia, RBA, Sydney and LSE Financial Markets Group
Special Paper No. 89
Davis E P (1996), "Pourquoi les investisseurs institutionelles pourraient
déstabiliser les marchés financiers", Rapport moral sur l'argent dans le monde,
Association d'Économie Financière.
Davis E P (1996), "Pension Fund Investments", in B. Steil et al "The
European Equity Markets, the State of the Union and an Agenda for the Millennium",
The Royal Institute of International Affairs, London.
Davis E P (1996), "International experience of pension reform and its application
to the Netherlands", Working Paper No. 11, Pensions Institute, Birkbeck College,
London.
Davis E P (1995), "Social security pensions in OECD countries, economic issues and
policy concerns", Policy Options. 16,7,3-7.
Davis E P (1995), "Pension funds, retirement-income security and capital markets -
an international perspective", Oxford University Press
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Davis E P (1995), "International investment of pension funds in Europe, scope and
implications for financial stability", Finanzmarkt and Portfolio Management, 9,
162-186.
Davis E P (1995),
"Institutional investors, unstable financial markets and monetary policy", in
eds. F Bruni, D Fair and R O'Brien, "Risk management in volatile financial
markets", Kluwer, Amsterdam (also Special Paper No. 75, LSE Financial Markets Group).
Davis E P (1995), "Financial Fragility in the
Early 1990s, what can be Learnt from International Experience?" , Special
Paper No. 76, LSE Financial Markets Group.
Davis E P (1995), "Debt, financial fragility and systemic risk, revised and
expanded version", Oxford University Press. [Order
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from Amazon.co.uk]
Davis E P (1995), "An
international comparison of the financing of occupational pensions", in eds. Z
Bodie,
O Mitchell and J Turner, "Securing employer provided pensions: an international
perspective", Univ. of Pennsylvania Press (also Special Paper No. 62, Financial
Markets Group, LSE).
Davis E P, Henry S G B and Pesaran B (1994), "The role of financial spreads;
empirical analysis of spreads and real activity", The Manchester School, 62, 374-94.
Raymond R and Davis E P (1994), "Währungspolitik als Integrationspolitik:
Österreich und die Europäische Währungsunion" in"Der Schilling, ein Spiegel
der Zeiten" ed. A. Wala
Davis E P (1994), "Pensionskassen, Altersversorgung und die Entwicklung der
Finanzsysteme", Sparkasse, 111, 157-65.
Davis E P (1994), "Market liquidity risk", in eds. Fair D. and Raymond R.,
"The Competitiveness of Financial Institutions and Centres in Europe", Kluwer
Academic Publishers
Davis E P (1994), "Banking, corporate finance and monetary policy; an empirical
perspective", Oxford Review of Economic Policy 10/4 49-67.
Davis E P and Henry S G B (1994), "The use of financial spreads as indicator
variables; empirical evidence for the UK and Germany", IMF Staff Papers, 41, 517-25.
Davis E P and Henry S G B (1993), "The use of financial spreads as indicators of
real activity", in ed Arestis P, "Contemporary issues in money and
banking", MacMillan, London.
Davis E P (1993), "Whither corporate-banking relations?", in ed.
K Hughes, "The future of UK industrial competitiveness", Policy Studies
Institute, London.
Davis E P (1993), "VAR modelling of the German economy with financial spreads as
key indicator variables", Discussion Paper No. 159, Financial Markets Group, LSE.
Davis E P (1993), "Theories of intermediation, financial innovation and
regulation", National Westminster Bank Quarterly Review, May, 41-54.
Davis E P (1993), "The UK fund management industry", The Business Economist,
24/2, 36-49.
Davis E P (1993), "The structure, regulation and performance of pension funds in
nine industrial countries", Discussion Paper No. WPS 1224, TheWorld Bank, Washington
DC..
Davis E P (1993), "The development of pension funds, a forthcoming financial
revolution for continental Europe", in ed R O'Brien, "Finance and the
International Economy 7, the Amex Essay Awards 1993", Oxford University Press.
Davis E P (1993), "Problems
of banking regulation, an EC perspective", Special Paper No. 59, Financial Markets
Group, LSE.
Davis E P (1993), "Lo sviluppo dei fondi pensione: un confronto
internazionale", in ed. A Porta, "Fondo pensione e mercati finanziari",
Edizioni Guiridiche Economiche Aziendali dell' Universita Bocconi e Guiffre Editori s.p.a.
Davis E P (1993), "La diversification internationale des investissements des
compagnies d'assurance-vie et des fonds de pension", in eds, P Artus, C Bismut and D
Plihon, "L' Epargne", Presse Universitaire de France, Paris.
Davis E P (1993), "Développement des fonds de pension; un effet important, mais
non determinant, sur l'épargne." , Epargne et Finance, 2/1993, 64-67.
Davis E P (1993), "Bank credit risk", Working Paper No. 8, Bank of England,
London.
Colwell R J and Davis E P (1992), "Output, productivity and externalities; the
case of banking", Working Paper No. 3, Bank of England, London.
Colwell R J and Davis E P (1992), "Output and productivity in banking",
Scandinavian Journal of Economics, 94 Supplement, 111-129.
Davis E P (1992), "Theories of intermediation - implications for regulation",
Special Paper No. 50, Financial Markets Group, LSE.
Davis E P (1992), "The eurobond market" in ed Cobham D, "Markets and
Dealers; the Economics of London's Financial Markets", Longman.
Davis E P (1992), "The development of pension funds in the main industrial
countries", in ed Mortensen J, "The future of pensions in the European Community
", published by Brassey's for the Centre for European Policy Research, Brussels.
Davis E P (1992), "Pension funds", New Palgrave Dictionary of Money and
Finance, MacMillan, London.
Davis E P (1992), "Euromarkets", New Palgrave Dictionary of Money and
Finance, MacMillan, London.
Davis E P (1992), "Debt, financial fragility and systemic risk", Oxford
University Press.
Davis E P (1992), "Credit quality spreads, bond market efficiency and financial
fragility", The Manchester School, 60 supplement, 21-46
Davis E P and Mayer C P (1991), "Corporate finance in the euromarkets and the
economics of intermediation", CEPR Discussion Paper, No. 570.
Davis E P (1991), "The development of pension funds; an international
comparison", Bank of England Quarterly Bulletin, 31, 380-90.
Davis E P (1991), "Les crises financieres; theorie et temoignages", Revue
d'Economie Financiere, 16, 3-34.
Davis E P (1991), "International diversification of institutional investors",
Journal of International Securities Markets, Summer 1991, 143-67.
Davis E P (1991), "Financial disorder and the theory of crisis" in ed M P
Taylor, "Money and Financial Markets", Blackwell, Oxford.
Davis E P (1991), "Dettes des ménages et fragilité financiere", Revue
d'Economie Financiere, 18, 165-194.
Davis E P (1990), "International investment of life insurance companies",
European Affairs, Special Edition on the European Financial Symposium, 240-59.
Davis E P (1990), "International financial centres; an industrial analysis",
Bank of England Discussion Paper No. 51.
Davis E P (1990), "An industrial approach to financial instability", Bank of
England Discussion Paper No. 50.
Davis E P and Latter A R (1989), "London as an international financial
centre", Bank of England Quarterly Bulletin, 29, 516-28.
Davis E P (1989) "Instability in the euromarkets and the economic theory of
financial crisis", Bank of England Discussion paper No. 43.
Davis E P (1988), "Revaluations of personal sector assets", Royal Bank of
Scotland Review, 159, 19-28.
Davis E P (1988), "Industrial structure and dynamics of financial markets; the
primary eurobond market", Journal of International Securities Markets, 2/88, 253-268
and 1/89, 83-102.
Davis E P (1988), "Financial market activity of life insurance companies and
pension funds", Bank for International Settlements, Economic Paper No. 21.
Davis E P (1987), "Rising sectoral debt-income ratios; a cause for concern?",
Bank for International Settlements, Economic Paper No. 20.
Davis E P (1987), "A stock-flow consistent macroeconometric model of the UK
economy", Journal of Applied Econometrics, 2, 111-132 and 259-307.
Davis E P (1986), "Portfolio behaviour of the non financial private sectors in the
major economies", Bank for International Settlements, Economic Paper No. 17.
Davis E P (1984), "The consumption function in macroeconomic models; a comparative
study", Applied Economics, 16, 799-838.
Davis E P (1984), "A recursive model of personal sector expenditure and
accumulation", Bank of England Discussion Paper, Technical Series, No. 6.
Davis E P and Saville I D (1982), "Mortgage lending and the housing market",
Bank of England Quarterly Bulletin, 22, 390-8.
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