Bibliography: by date
Davis, EP., Karim, D. and Noel, D. (2017) ‘Macroprudential policy and financial imbalances‘. Place of publication: Brunel Economics and Finance Working Paper 17-22. Available at: http://www.brunel.ac.uk/__data/assets/pdf_file/0006/508353/1722.pdf.
Armstrong A and Davis E P (2016), “Financial regulation, are we reaching an efficient outcome?” National Institute Economic Review, February 2016; vol. 235. pp- R1-R3 Pre publication version
Davis E P and Sanchez-Martinez M (2015), “A review of the economic theories of poverty” Joseph Rowntree Foundation
Davis E P (2014), “The Future of Housing Finance”, National Institute Economic Review, November 2014; vol. 230, 1: pp. R1-R2.
Armstrong A and Davis E P (2014), “Comparing housing booms and mortgage supply in the major OECD countries” National Institute Economic Review, November, R3-R15 Pre publication version
Davis E P and Karim D (2014), “Competitive disadvantage”, The Treasurer, March, 54-55
Armstrong A, Davis E P and Ebell M (2014), “Evaluation Framework for “Wholesale Guarantees for Debt and Asset Finance”, Working Paper, Department of Business, Innovation and Skills
Barrell, R., Davis, P., Karim, D., Liadze, I., (2013), “Off-balance sheet exposures and banking crises in OECD countries” Journal of Financial Stability, 9, 673-681 Working paper version
Armstrong A, Davis E P, Liadze I and Rienzo, C (2013) “An Assessment of Bank Lending to UK SMEs in the wake of the crisis,” National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages R39-R51, August. Pre publication version
Davis, E P (2013) “Credit Cycles and The Economy: Introduction,” National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages R1-R2, August.
Davis E P (2012), “The crisis and the kingdom”, Cascade Books
Davis E P, (2012). “The Evolution of Financial Structure in the G-7 Over 1997-2010,” National Institute Economic Review, National Institute of Economic and Social Research, vol. 221(1), pages R11-R22, July. Pre publication version
Armstrong A and Davis E P, (2012) “Financial Structure: Lessons from the Crisis: Introduction,” National Institute Economic Review, National Institute of Economic and Social Research, vol. 221(1), pages R1-R3, July.
Davis E P, Karim D and Liadze I (2011), “Should multivariate early warning systems for banking crises pool across countries?” Review of World Economics, 147, 693-716
Barrell R and Davis E P, (2011). “Financial Regulation,” National Institute Economic Review, 216, F4-F9.
Barrell R, Davis E P, Karim D and Liadze I, (2011), “How Idiosyncratic are Banking Crises in OECD Countries?,” National Institute Economic Review, 216, R53-R58
Davis E P and Zhu H (2011), “Bank lending and commercial property cycles: Some cross-country evidence”, Journal of International Money and Finance, 30, 1-21 BIS Working Paper No 150
Davis E P (2010), “Asset prices and real economic activity”, OECD Working Paper No 764
Barrell, R., Davis, P., Karim, D., Liadze, I., (2010). “Bank regulation, property prices and early warning systems for banking crises in OECD countries”. Journal of Banking and Finance, 34, 2255-2264 NIESR Discussion Paper No. 330
Davis E P and Karim D (2010), “Macroprudential regulation – the missing policy pillar” National Institute Economic Review, 211, 67-80 Pre publication version
Davis E P and Pomerantz O (2009), “The Impact of EMU on Real Exchange Rate Volatility in EU countries”, National Institute Economic Review, 208, 101-108 Pre-publication version
Al-Eyd A, Barrell R and Davis E P, (2009) “Consumer Confidence Indices And Short-Term Forecasting Of Consumption,” Manchester School, 77, 96-111 Brunel University Economics and Finance working paper 07-12
Davis E P and Zhu H (2009), “Commercial property prices and bank performance”, Quarterly Review of Economics and Finance 49, 1341–1359 BIS Working Paper No 175
Barrell R and Davis E P (2008), “The evolution of the financial crisis of 2007-8”, National Institute Economic Review, 206, 5-14 Brunel University Economics and Finance Working Paper No 08-25
Davis E P and Karim D (2008), “Comparing early warning systems for banking crises”, Journal of Financial Stability, 4, 89-120 Brunel University Economics and Finance working paper No. 07-11
Davis E P (2008), “Pension Funds And The Evolution Of Financial Markets In The European Union” in eds C Mayer, X Freixas, P Hartmann “Handbook of European Financial Markets and Institutions”, Oxford University Press
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 Brunel University Economics and Finance Working Paper No 08-27
Davis E P and Madsen J (2008), “Productivity and equity market fundamentals: 80 years of evidence for eleven OECD countries”, Journal of International Money and Finance, 27, 1261-1283. Pre publication version
Barrell R and Davis E P (2007), “Financial liberalisation, consumption and wealth effects in 7 OECD countries”, Scottish Journal of Political Economy. 54, 254-267. Pre publication version
Madsen J and Davis E P (2006), “Equity prices, productivity growth and the “new economy””, Economic Journal, 116 (513): 791-811 , Working Paper No 04-05, EPRU, University of Copenhagen
Craig R S, Davis E P and Garcia A (2005), “Sources of procyclicality in East Asian financial systems”, in ed S Gerlach “Procyclicality in East Asia”, Palgrave McMillan Brunel University Economics and Finance Working Paper No. 06-02
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]
Byrne J and Davis E P (2005), “Panel Estimation of the Impact of Exchange Rate Uncertainty on Investment in the Major Industrial Countries”, Oxford Bulletin of Economics and Statistics, 67/3, 307 Pre publication version
Davis E P (2005), “Demographic and pension-system challenges to monetary and financial stability”, Geneva Papers on Risk and Insurance Pre-publication version
Davis E P (2005), “Pension fund assets and international investment, a global perspective”, Pensions, 2005 [upload penintinv5a.pdf]
Byrne J and Davis E P (2005), “Investment and uncertainty in the G-7”, Weltwirtschaftliches Archiv, 141/1 Pre publication version
Davis E P (2004), “Is there a pensions crisis in the UK?”, Brunel University Working Paper 03-21 [slides]
Davis E P (2004), “Issues in the regulation of annuities markets”, in eds E Fornero and E Luciano Developing an annuities market in Europe, Edward Elgar Working Paper version
Davis E P (2004), “Financial Development, Institutional Investors and Economic Performance”, in Charles Goodhart, eds.,Financial Development and Economic Growth: Explaining the Links., Palgrave Pre-publication version [slides]
Davis E P (2004), “Is there a pensions crisis in the UK?”, Geneva Papers on Risk and Insurance, 2004/3, 343-370 Brunel University Working Paper 03-21 [slides]
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”, in “Europe’s changing financial landscape“, European Investment Bank, Luxembourg and Working Paper PI-0303, Pensions Institute, Birkbeck College, London.
Byrne J and Davis E P (2003), “Financial structure“, Cambridge University Press
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 (2002), “The European pension management industry”, Working Paper PI-0212, 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 [slides]
Davis E P (2002), “The European pension management industry”, Revue d’Economie Financiere Working Paper PI-0212, The Pensions Institute, Birkbeck College, London
Davis E P (2002), “Institutional investors, corporate governance, and the performance of the corporate sector”, Economic Systems, 26, 203-229 Working Paper 02-07, The Pensions Institute, Birkbeck College, London
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 Steil B (2001), “Institutional investors” , MIT Press
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 (2000), “Pension funds, financial intermediation and the new financial landscape”, Kredit und Kapital, and Working Paper No. PI-2010, the Pensions Institute, Birkbeck College, London,
Bodie Z and Davis E P (eds) (2000), “The Foundations of Pension Finance”, Edward Elgar, Cheltenham
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
Davis E P (1999), “Russia/LTCM and market liquidity risk”, The Financial Regulator, 4/2, Summer 1999, 23-28 Preliminary version
Davis E P (1999), “Institutionalisation and EMU: implications for European Financial Markets”, International Finance, 2, 33-61.
Davis E P (1999), “EMU and financial structure”, Financial Market Trends, OECD, Paris
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 (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), “Pensions in the corporate sector”, in “Redesigning social security”, Ed. H Siebert, Kiel Institute for World Economics
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 (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), “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 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), “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 (1996), “International experience of pension reform and its application to the Netherlands”, Working Paper No. 11, Pensions Institute, Birkbeck College, London.
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 (1995), “Pension funds, retirement-income security and capital markets – an international perspective”, Oxford University Press.
Davis E P (1995), “Debt, financial fragility and systemic risk, revised and expanded version”, Oxford University Press.
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), “International investment of pension funds in Europe, scope and implications for financial stability”, Finanzmarkt and Portfolio Management, 9, 162-186.
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 (1994), “Pensionskassen, Altersversorgung und die Entwicklung der Finanzsysteme”, Sparkasse, 111, 157-65.
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.
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 (1993), “Whither corporate-banking relations?”, in ed. K Hughes, “The future of UK industrial competitiveness”, Policy Studies Institute, London.
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), “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), “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), “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), “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), “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), “Bank credit risk”, Working Paper No. 8, Bank of England, London.
Davis E P (1992), “Theories of intermediation – implications for regulation”, Special Paper No. 50, Financial Markets Group, LSE.
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 (1992), “Debt, financial fragility and systemic risk”, Oxford University Press.
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 (1991), “Financial disorder and the theory of crisis” in ed M P Taylor, “Money and Financial Markets”, Blackwell, Oxford.
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), “Dettes des ménages et fragilité financiere”, Revue d’Economie Financiere, 18, 165-194.
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 (1990), “International investment of life insurance companies”, European Affairs, Special Edition on the European Financial Symposium, 240-59.
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 (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), “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 and Saville I D (1982), “Mortgage lending and the housing market”, Bank of England Quarterly Bulletin, 22, 390-8.