By topic

References by topic

Financial regulation

Carreras O, Davis E P and Piggott R (2018), “Assessing macroprudential tools in OECD countries within a cointegration framework”, Journal of Financial Stability, 37, August 2018, 112-130

Carreras, O., Davis, E. P., Hurst, I., Liadze, I. and Warren, J. (2018). “Implementing macroprudential policy in NiGEM”, NIESR Discussion Paper No. 490

Davis E P and Karim D (2018), “Exploring short- and long-run links from bank competition to risk”, European Financial Management, in press

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

Carreras O, Davis E P and Piggott R (2016) “Macroprudential tools, transmission and modelling”, Firstrun Deliverable 4.7, Horizon 2020 and NIESR Discussion Paper 470

Barrell R and Davis E P, (2011). “Financial Regulation,” National Institute Economic Review, 216, F4-F9.

Davis E P and Karim D (2010), “Macroprudential regulation – the missing policy pillar” National Institute Economic Review, 211, 67-80 Pre publication version

Barrell, R., Davis, E., Liadze, I., Karim, D., (2010), “Calibrating Macroprudential Policy”, NIESR Discussion Paper no. 354 and background paper, Basel Committee on Banking Supervision,

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

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 (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 (1992), “Theories of intermediation – implications for regulation”, Special Paper No. 50, Financial Markets Group, LSE.

 

Christian Economics

Davis E P (2016), “Ethics and Banking: Comparing an Economics and a Christian perspective”, Brunel University Working Paper 1618

Davis E P (2012), “The crisis and the kingdom”, Cascade Books

Davis E P (2010) ” Banking on Virtue – exploring the approaches of economics and theology to the financial crisis”, Evangelical Alliance

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 Philip (2007) “A confrontation of economic and theological approaches to “ending poverty” in Africa”, mimeo, Brunel University and London School of Theology

 

Pensions, institutional investment and demographics

Davis E P and Lastra R (2016), “Pension Provision, Care and Dignity in Old Age: Legal and Economic Issues” Brunel University Working Paper No 1606

Armstrong A, Davis E P and Ebell M (2015), “An economic analysis of the existing taxation of pensions (EET) versus an alternative regime (TEE)“ Association of British Insurers

Davis E P (2014),“Evolving Roles for Pension Regulations: Toward Better Risk Control”, in “Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk”, Eds Raimond Maurer, Olivia S. Mitchell, and P. Brett Hammond, Oxford University Press

  1. Philip Davis (2013) “Evolving Roles for Pension Regulations: Toward Better Risk Control”, WP2013-26, Pension Research Council, The Wharton School

Davis E P, De Haan L (2012), “Pension fund finance and sponsoring companies” Journal of Pension Economics and Finance, 11, 439-463

Davis, E. P and Hu, Y, (2009) “Should Pension Investing be Regulated?”, Rotman International Journal of Pension Management, Vol. 2, No. 1

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 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 Hu, Y (2008), “Does funding of pensions stimulate economic growth?” Journal of Pension Economics and Finance , 7: 221-249

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?” Brunel University Economics and Finance Working paper No. 07-10

Davis E P (2006), “How will ageing affect the structure of financial markets?” in “Demography and Ageing” ed Kent C G-20/Reserve Bank of Australia

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

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 (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]

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 (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), “Issues in the regulation of annuities markets”, Working Paper PI-0213, The Pensions Institute, Birkbeck College, London

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.

Davis E P and Li C (2003), “Demographics and asset prices in the major industrial economies”, Brunel University Working Paper No 03-07

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), “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), “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), “Institutional investors, corporate governance, and the performance of the corporate sector”  Working Paper 02-07, The Pensions Institute, Birkbeck College, 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), “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 and Steil B (2001), “Institutional investors” , MIT Press

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 (2001), “The Regulation of Funded 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 (2000), “Institutional Investors and Corporate Governance”, Working Paper No. 00-19, Brunel University, West 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,

Davis E P (2000), “Regulation of private pensions, a case study of the UK”, Revue d’Economie Financiere

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 (1998), “Funding’s advantages over pay-as-you-go”, Investment and Pensions Europe, January

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), “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), “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), “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 (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), “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 (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), “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), “Pension funds, retirement-income security and capital markets – an international perspective”, 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 (1994), “Pensionskassen, Altersversorgung und die Entwicklung der Finanzsysteme”, Sparkasse, 111, 157-65.

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), “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), “The structure, regulation and performance of pension funds in nine industrial countries”, Discussion Paper No. WPS 1224, TheWorld Bank, Washington DC..

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 (1991), “The development of pension funds; an international comparison”, Bank of England Quarterly Bulletin, 31, 380-90.

Davis E P (1991), “International diversification of institutional investors”, Journal of International Securities Markets, Summer 1991, 143-67.

Davis E P (1990), “International investment of life insurance companies”, European Affairs, Special Edition on the European Financial Symposium, 240-59.

Davis E P (1988), “Financial market activity of life insurance companies and pension funds”, Bank for International Settlements, Economic Paper No. 21.

 

Poverty

Davis E P and Sanchez-Martinez M (2015), “A review of the economic theories of poverty” Joseph Rowntree Foundation

Davis E P and Sanchez-Martinez M (2014), “A review of the economic theories of poverty”, NIESR Discussion Paper No 435

 

Household finance

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, Fic T M and D. Karim (2011), “Housing Market Dynamics and Macroprudential Tools” in “RUTH, the Riksbank’s inquiry into the risks in the Swedish housing market” pages 219-298 and Brunel Economics and Finance Working Paper 11-07

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 (1988), “Revaluations of personal sector assets”, Royal Bank of Scotland Review, 159, 19-28.

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.

 

Banking

Davis E P (2017), “Evaluating Concentration and Distribution Measures of IMF Financial Soundness Indicators”, Brunel Economics and FInance Working Paper 17-23

Davis E P and Karim D (2014), “Competitive disadvantage”, The Treasurer, March, 54-55

Davis E P and Karim D (2014), “Exploring The Dynamic Links From Bank Competition To Risk – Reconciling Conflicting Hypotheses?” NIESR Discussion Paper No 421

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

Barrell, R., Davis, E., Fic, T., Karim, D., (2011) “Tier 2 Capital and Bank Behaviour” NIESR Discussion Paper no. 375,

Barrell, R., Davis, E., Fic, T., Dilruba Karim, (2010), “Is There A Link From Bank Size To Risk Taking?”, NIESR Discussion Paper no. 367,

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

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 Philip and Haibin Zhu (2005), “Commercial property prices and bank performance”, BIS Working Paper No 175

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

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

De Bandt O and Davis E P (1999), “Competition in European banking systems”, Working Paper, European Central Bank

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 (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.

 

Corporate finance

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

Armstrong  A., Davis E. P., Liadze I., Rienzo C., (2013), Evaluating Changes in Bank Lending to UK SMES Over 2001-12 – Ongoing Tight Credit?, NIESR Discussion paper, no 408 and Working Paper Department for Business, Innovation and Skils

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 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”,  Journal of Financial Stability, 1, 65-81

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 (1993), “Whither corporate-banking relations?”, in ed. K Hughes, “The future of UK industrial competitiveness”, Policy Studies Institute, London.

Davis E P and Mayer C P (1991), “Corporate finance in the euromarkets and the economics of intermediation”, CEPR Discussion Paper, No. 570.

 

Macroeconomics, macroeconomic policy and finance

Davis E P (2011), “New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption”, OECD Economic Studies, 8, 1-50

Davis E P (2010), “Asset prices and real economic activity”, OECD Working Paper No 764

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 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 

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

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 P (2008), “Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?” in: “Lessons from the Financial Turmoil of 2007 and 2008” ed Kent C Reserve Bank of Australia

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

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

Al-Eyd A, Barrell R, Davis E P and Pomerantz O (2006), “Assessing the Factors of Resilience of Private Consumption in the Euro Area – a Macroeconomic Perspective”, European Economy, Economic Papers No 252 (ed S Deroose)

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

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

Barrell R and Davis E P (2005) “Policy design and macroeconomic stability in Europe”, National Institute Economic Review, January 2005

Byrne J and Davis E P (2005), “Investment and uncertainty in the G-7”, Weltwirtschaftliches Archiv, 141/1 Pre publication version

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

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), “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

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

Byrne J and Davis E P (2003). Disaggregate Wealth and aggregate consumption: an investigation of empirical relationships for the G7, Oxford Bulletin of Economics and Statistics, 65, 197-220

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

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 and Madsen J (2001), “Productivity and equity returns; a century of evidence for 9 OECD countries”, Working Paper 01-12, Brunel University [latest version]

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

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 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, 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), “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), “VAR modelling of the German economy with financial spreads as key indicator variables”, Discussion Paper No. 159, Financial Markets Group, LSE.

Davis E P (1992), “Credit quality spreads, bond market efficiency and financial fragility”, The Manchester School, 60 supplement, 21-46

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.

 

Financial stability

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

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 and Karim D (2011), “Policy efficacy in the crisis, exit strategies and the return of growth”, in eds G Giudice, R Kuenzel, T Springbett, “UK Economy, the Crisis in Perspective” Routledge

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, 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., Dilruba Karim, (2010), “Policy Efficacy in the Crisis, Exit Strategies and the Return of Growth”, NIESR Discussion Paper no. 364,

Barrell, R., Davis, E., Liadze, I., Karim, D, (2010), “Was The Subprime Crisis Unique? An Analysis Of The factors that help predict banking crises in OECD countries”, NIESR Discussion Paper no. 363,

Barrell, R., Davis, E., Liadze, I., Karim, D, (2010), “The Effects Of Banking Crises On Potential Output In OECD Countries” NIESR Dp no. 358,

Barrell, R., Davis, E., Liadze, I., Karim, D, (2010), “Evaluating Off-Balance Sheet Exposures In Banking Crisis Determination Models”, NIESR Discussion  paper no. 357,

Barrell, R., Davis, P., Karim, D., Liadze, I., (2010). “Does the Current Account Balance Help to Predict Banking Crises in OECD Countries?”, NIESR Discussion Paper no. 351

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 (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

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 and Davis E P (2008), “The evolution of the financial crisis of 2007-8”, 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?”, Brunel University Economics and Finance Working Paper No 08-27

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 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 Karim D (2007), “Comparing early warning systems for banking crises”, Brunel University Economics and Finance working paper No. 07-11

Barrell R, Davis E P and Pomerantz O (2006), “Costs of financial instability, household-sector balance sheets and consumption”, Journal of Financial Stability, Volume 2, Issue 2, June 2006, Pages 194-216

Davis E P (2003), “Comparing bear markets, 1973 and 2000”, National Institute Economic Review, 183, 78-89

Davis E P (2003), “Towards a typology for systemic financial instability”, Brunel University Working Paper No 03-20 

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 (2000), “Financial stability in the Euro area – some lessons from US financial history”, LSE Financial Markets Group Special Paper No 123.

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 (1999), “Russia/LTCM and market liquidity risk”, The Financial Regulator, 4/2, Summer 1999, 23-28 Preliminary version

Davis E P (1995), “Debt, financial fragility and systemic risk, revised and expanded version”, Oxford University Press.

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 (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 (1992), “Debt, financial fragility and systemic risk”, Oxford University Press.

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), “Les crises financieres; theorie et temoignages”, Revue d’Economie Financiere, 16, 3-34.

Davis E P (1991), “Dettes des ménages et fragilité financiere”, Revue d’Economie Financiere, 18, 165-194.

Davis E P (1990), “An industrial approach to financial instability”, Bank of England Discussion Paper No. 50.

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 (1987), “Rising sectoral debt-income ratios; a cause for concern?”, Bank for International Settlements, Economic Paper No. 20.

 

Financial structure

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.

Byrne J and Davis E P (2003), “Financial structure“, Cambridge University Press

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 (1992), “The eurobond market” in ed Cobham D, “Markets and Dealers; the Economics of London’s Financial Markets”, Longman.

Davis E P (1992), “Euromarkets”, New Palgrave Dictionary of Money and Finance, MacMillan, London.

Davis E P (1990), “International financial centres; an industrial analysis”, Bank of England Discussion Paper No. 51.

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 (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.

 

EMU

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), “The European Central Bank”, in “The guide to the governance of Britain in Europe 1998/9”, Carlton Publishing, London

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

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