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Thematic bibliography www.ephilipdavis.com
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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. 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 (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
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 (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.
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 d 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' Universit 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), "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), "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 (1999), "Institutionalisation and EMU: implications for European Financial Markets", International Finance, 2, 33-61. 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 [Order from Amazon.com] [Order from Amazon.co.uk] Davis E P and Steil B (2000), "Institutional investors", MIT Press 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), "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 (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 (2005), "Pension fund assets and international investment, a global perspective", Pensions 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.
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 financi 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 financi 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 (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 (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] 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]
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. 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 (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.
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
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]
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