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Christian Economics
Davis
E P (2007) "A confrontation of economic and theological approaches to "ending poverty"
in Africa", mimeo, Brunel University and London School of Theology
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"
Corporate finance
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 (1993), "Whither corporate-banking relations?",
forthcoming in ed. K Hughes, "The future of UK industrial competitiveness",
Policy Studies Institute, London.
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 (2001), "Multiple avenues of intermediation, corporate finance and
financial stability", Working Paper No. 01/115, International Monetary
Fund, Washington DC
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
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
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), "Investment and uncertainty in the
G-7", Discussion Paper No 198, National Institute of Economic and Social
Research
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 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 and Stone M (2004), "Corporate Financial
Structure and Financial Stability", forthcoming, 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
Byrne J and Davis E P
(2004), "Permanent and temporary inflation uncertainty and
investment in the United States", Economics Letters, 85, 271-277
Davis
E P (2010), "Asset prices and real economic activity" OECD Economics
Department Working Paper no. 764
Economics of the personal
sector
Davis E P and Saville I D (1982), "Mortgage lending and the
housing market", Bank of England Quarterly Bulletin, 22, 390-8.
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 (1984), "The consumption function in macroeconomic
models; a comparative study", Applied Economics, 16, 799-838.
Davis E P (1988), "Revaluations of personal sector assets",
Royal Bank of Scotland Review, 159, 19-28.
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
Davis E P and Li C (2003), "Demographics and
asset prices in the major industrial economies", Brunel University Working
Paper
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
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
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
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 P (2010), "Asset prices and real economic activity" OECD Economics
Department Working Paper no. 764
Portfolio behaviour
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 (1987), "Rising sectoral debt-income ratios; a cause for
concern?", Bank for International Settlements, Economic Paper No. 20.
Byrne J and Davis E P (2002), "A
comparison of balance sheet structures in major EU countries", National
Institute Economic Review, April, 83-95
Macroeconomic modelling
Davis E P (1987), "A stock-flow consistent macroeconometric model
of the UK economy", Journal of Applied Econometrics, 2, 111-132 and 259-307.
Pension
funds/institutional investors/ageing
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 (1990), "International investment of life insurance
companies", European Affairs, Special Edition on the European Financial Symposium,
240-59.
Davis E P (1991), "International diversification of institutional
investors", Journal of International Securities Markets, Summer 1991, 143-67.
Davis E P (1991), "The development of pension funds; an
international comparison", Bank of England Quarterly Bulletin, 31, 380-90.
Davis E P (1992), "Pension funds", New Palgrave Dictionary of
Money and Finance, MacMillan, London.
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 (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 UK fund management industry", The
Business Economist, 24/2, 36-49.
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), "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), "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), "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 (1994), "Pensionskassen, Altersversorgung und die
Entwicklung der Finanzsysteme", Sparkasse, 111, 157-65.
Davis E P (1995), "Pension funds, retirement-income security and
capital markets - an international perspective", Oxford University Press.
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),
"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 (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), "Social security pensions in OECD countries,
economic issues and policy concerns", Policy Options. 16,7,3-7.
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), "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), "International experience of pension reform and
its application to the Netherlands", Working Paper No. 11, Pensions Institute,
Birkbeck College, London.
Davis E P (1997), "Private pensions in OECD countries; the United
Kingdom", forthcoming, OECD, Paris
Davis E P (1997), "Population ageing and retirement income
provision in the European Union", Special Paper, Royal Institute of International
Affairs [tables]
Davis E P (1997), "Public pensions, pension reform and fiscal
policy", Staff Paper No. 5, European Monetary Institute
Davis E P (1997), "Repartition, capitalisation et securite des regimes de
retraite", Economie Internationale, 72, 91-105
Davis E P (1998),
"Funding's advantages over pay-as-you-go", Investment and Pensions Europe,
January
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), "Pensions in the corporate sector", in "Redesigning
social security", Ed. H Siebert, Kiel Institute for World Economics
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 (1998),
"Policy and implementation issues in reforming pension systems", Working Paper
No. 31, European Bank for Reconstruction and Development, London
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 (1999), "Institutionalisation and EMU: implications for European
Financial Markets", International Finance, 2, 33-61.
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,
Davis E P (2000), Pension Funds,
Financial Intermediation and the New Financial Landscape, Working Paper No. PI-2010, the
Pensions Institute, Birkbeck College, London, [full text]
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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Davis E P and Steil B (2000), "Institutional investors",
MIT Press
Davis E
P (2000), "Institutional Investors and Corporate
Governance", Working Paper No. 00-19, Brunel University, West London
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), "Regulation of Private Pensions - A Case Study of the United Kingdom",
Occasional Paper No OP15, Financial Services Authority, London
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), "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
Davis E P (2002), "Issues in the
regulation of annuities markets", Working Paper, Center for Research
on Pensions and Welfare Policies, Turin
Davis E P (2002), "The
European pension management industry", Working Paper, The Pensions
Institute, Birkbeck College, London and forthcoming in Revue d'Economie
Financiere
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 and Li C (2003), "Demographics and
asset prices in the major industrial economies", Brunel University Working
Paper
Davis E P (2003), "Pension funds and European financial
markets", forthcoming in "Berichte and Studien", 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]
Davis E P (2004), "Financial
Development, Institutional Investors and Economic Performance", forthcoming
in ed C Goodhart, "Financial Development", Palgrave [slides]
Davis E P (2004), "Is there a pensions
crisis in the UK?", Brunel University Working Paper No 03-21 [slides]
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
Davis
E P (2005), "Pension fund assets and international investment, a global
perspective", Pensions
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
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 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
Euromarkets
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 (1992), "Euromarkets", New Palgrave Dictionary of
Money and Finance, MacMillan, London.
Davis E P (1992), "The eurobond market" in ed Cobham D,
"Markets and Dealers; the Economics of London's Financial Markets", Longman.
Financial instability
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 (1990), "An industrial approach to financial
instability", Bank of England Discussion Paper No. 50.
Davis E P (1991), "Les crises financieres; theorie
et temoignages", Revue d'Economie Financiere, 16, 3-34.
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 (1992), "Debt, financial fragility and systemic
risk", Oxford University Press.
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 (1995), "Debt, financial fragility and systemic risk,
revised and extended version", Oxford University Press.
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 (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 (1999), "Russia/LTCM and market liquidity risk", The Financial
Regulator, 4/2, Summer 1999, 23-28
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.
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),
"Financial stability in the Euro area - some lessons from US financial history",
LSE Financial Markets Group Special Paper No 123.
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 (2002), "A typology of financial crises", in Financial Stability
Review No 2, Austrian National Bank.
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 and Ioannidis C (2002), "Does the
availability of bank borrowing and bond issuance smooth overall corporate
financing?", Brunel University Working Paper.
Davis E P (2003), "Comparing
bear markets, 1973 and 2000", National Institute Economic Review, 183,
78-89
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 and Stone M (2004), "Corporate Financial
Structure and Financial Stability", Journal of Financial
Stability
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
Craig
R S, Davis E P and Garcia A (2005), "Sources of procyclicality in East
Asian financial systems", forthcoming IMF Working Paper
Davis
E Philip and Haibin Zhu (2005), "Commercial property prices and bank
performance", BIS Working Paper No 175
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 (2008),
"Liquidity, financial crises and lender of last resort - how much of a
departure is the sub-prime crisis", paper to be presented at the Reserve Bank
of Australia conference on "Lessons of the financial turmoil of 2007-8",
14-15 July 2008, Sydney
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 (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, 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
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
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
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), "Financial Stability in the United Kingdom: Banking on
Prudence" OECD Economics Department Working Paper no. 717
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
International financial
centres
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 (1990), "International financial centres; an industrial
analysis", Bank of England Discussion Paper No. 51.
Davis
E P (2002) "The
City, financial-centre development and EMU" presented at the CEPII/NIESR
conference on "British Business and the Euro", London, February 2002
[press
comment]
Economics of banking
Colwell R J and Davis E P (1992), "Output and productivity in
banking", Scandinavian Journal of Economics, 94 Supplement, 111-129.
Colwell R J and Davis E P (1992), "Output, productivity and
externalities; the case of banking", Working Paper No. 3, Bank of England, London.
Davis E P (1993), "Bank credit risk", Working Paper No. 8,
Bank of England, London.
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
De Bandt O and Davis E P (1999),
"Competition in European banking systems", Working Paper, European Central Bank
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, [Full
text]
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 Zhu H (2004),
"Bank lending and commercial property prices, some cross country
evidence", BIS Working Paper No 150
Davis
E Philip and Haibin Zhu (2005), "Commercial property prices and bank
performance", BIS Working Paper No 175
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 (2008),
"Liquidity, financial crises and lender of last resort - how much of a
departure is the sub-prime crisis", paper to be presented at the Reserve Bank
of Australia conference on "Lessons of the financial turmoil of 2007-8",
14-15 July 2008, Sydney
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, 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
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
Financial regulation
Davis E P (1992), "Theories of intermediation - implications for
regulation", Special Paper No. 50, 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),
"Problems of banking regulation, an EC perspective", Special Paper No. 59,
Financial Markets Group, LSE.
Davis E P (2001),
"Regulation of Private Pensions - A Case Study of the United Kingdom",
Occasional Paper No OP15, Financial Services Authority, London
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),
"Regulation of Private Pensions - A Case Study of the United Kingdom",
Occasional Paper No OP15, Financial Services Authority, London
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), "Issues in the
regulation of annuities markets", Working Paper, Center for Research
on Pensions and Welfare Policies, Turin
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
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), "Financial Stability in the United Kingdom: Banking on
Prudence" OECD Economics Department Working Paper no. 717
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
Financial spreads
as indicator variables
Davis E P (1992), "Credit quality spreads, bond market efficiency
and financial fragility", The Manchester School, 60 supplement, 21-46
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), "VAR modelling of the German economy with
financial spreads as key indicator variables", Discussion Paper No. 159, 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.
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 Fagan G (1997), "Are financial spreads useful
indicators of future inflation and output growth in EU countries", forthcoming,
Journal of Applied Econometrics
EMU
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 (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 (1998), "The European Central Bank", forthcoming in "The guide
to the governance of Britain in Europe 1998/9", Carlton Publishing, London
Davis E P (1999), "EMU and financial structure", Financial
Market Trends, OECD, Paris
Davis E P (1999), "Institutionalisation and EMU: implications for European
Financial Markets", International Finance, 2, 33-61.
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, [Full
text]
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
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
Equity prices
Davis E P (2003), "Comparing bear markets,
1973 and 2000", National Institute Economic Review, 183, 78-89
Barrell R and
Davis E P (2003), "Shocks and Shock Absorbers: The International
Propagation of Equity Market Shocks and the Design of Appropriate Policy
Responses", presented at NIESR conference "Macroeconomics and the
Policy Process", 14/5/03
Davis E P and Li C (2003),
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