12/01/2015
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Aims and Scope of the Journal Economic & Financial Computing:

Economic and Financial Computing provides a forum to present recent advances on the measurement aspects of economic and financial problems. The Journal focuses on both the methodological and practical facets of quantitative and computational techniques as applied to economic and financial issues. It is intended that the Journal will bring to the fore high quality research in these areas, demonstrate applications of such techniques and capture the fast growth in this field.

Economic and Financial Computing is also designed to identify gaps in the current literature covering quantitative methods in economics, finance and forecasting. It is anticipated that, by highlighting the demand for further in-depth analysis to overcome the existing deficiencies, the Journal will promote new directions for research and applications in the field. It is within the scope of the Journal to publish the latest research in software developments as well as some of the advances in hardware relevant to the disciplines of economics and finance. From time to time, software programs described in the Journal will be available on disk. While research papers make up the main content of the Journal, other features include, book reviews, conference announcements, conference reports, and software reviews.

Among the articles published in Economic & Financial Computing have been:

  • Central Banks in a Fragmenting World – Christine Lagarde, European Central Bank
  • GDPNow: A Model for GDP “Nowcasting” – Patrick Higgins, Federal Reserve Bank of Atlanta
  • Impact of Brexit on the UK Financial Sector and the Broader Economy – H. Scobie, European Economics & Financial Centre, and Camilo Andres Sierra Merchan, London Business School
  • Do We Need ‘Public Money’? – Sir Jon Cunliffe, Bank of England
  • Capital Markets Union (CMU) in the EU: Progress and Outlook – Panagiotis Asimakopoulos and William Wright, New Financial
  • The Modernisation of the European Bond Market – Carolyn Weinberg, Samara Cohen, Alex Claringbull, Stephen Cohen, Brett Olson, Vasiliki Pachatouridi, Natacha Blackman and Nikhil Sethi, BlackRock
  • Prompt Corrective Action: An Essential Element of Financial Stability Framework – Viral V. Acharya, Reserve Bank of India
  • Bank Lending in the Euro Area: A Survey – European Central Bank
  • EU Proposed Regulation Governing Primary Markets – Ruari Ewing and David Hiscock, International Credit Market Association (ICMA)
  • Development of the Panda Bond Market – Ricco Zhang, ICMA & Ariel Yang, China Chengxin International Credit Rating Co
  • Preconditions for Increasing Labour Incomes in Greece – Harry Kyriazis, Christos A. Ioannou & Sotiris Petros, Hellenic Federation of Enterprises (SEV)
  • Business Conditions in the UK: A Survey – Bank of England
  • Sensitivities of the Lebanese Financial Market and Monetary Policy Responses – Riad Salameh, Central Bank of Lebanon
  • Microdata, Macrodata: New Sources, New Technology – Luigi Federico Signorini, Bank of Italy
  • Navigating the Multicurrency Reserve Environment – Javier Guzman Calafell, Central Bank of Mexico
  • UK and Europe: Challenges Lying Ahead – H. Scobie, European Economics & Financial Centre
  • The Fragility of Economic Recovery and Policy Actions –  L. Mezzomo, G. Mossetti, A.M. Grimaldi, P. Mameli & G.V. Ceoloni, Intesa Sanpaolo Bank, Milan
  • A Monetary Policymaker’s Lexicon – Loretta J. Mester, Federal Reserve Bank of Cleveland
  • Economic Outlook for Latin America: Stress-Testing Latin American Growth – Paul Sheard & Joaquin Cottani, Standard & Poor’s, New York
  • Making Projections by Learning from the Past – John Ashford & Gustav Ralf, European Economics & Financial Centre
  • Trends in the Italian Banking Sector – Elisa Coletti & Marco Lamieri, Intesa Sanpaolo Bank, Milan
  • India’s Macroeconomic Challenges – Duvvuri Subbarao,  Reserve Bank of India
  • Aggregate EU Bank Sector Developments – Erkki Liikanen, European Central Bank
  • Variations in Models of the Banking Business – Tim Laxton & Gustav Ralf, European Economics & Financial Centre
  • Country Ceiling: Cross-Sector Criteria Report – Richard Fox & David Riley, Fitch Ratings, New York
  • Current International Policy Challenges at a Critical Juncture of the World Economy – Wolfgang Schäuble, Federal Minister of Finance, Germany
  • Breaking the Vicious Circle – Evangelos Venizelos, Deputy Prime Minister & Finance Minister of Greece
  • Inflation, Inflation, Inflation – Spencer Dale, Bank of England
  • Interaction of the Housing Market with Inflation – Tim Laxton & Gustav Ralf, European Economics & Financial Centre
  • Feasibility and Prospects for Gulf Monetary Union – S.M. Samadian, University of Westminster, London
  • Economic Recovery, the housing Market and Inflation – Andrew Sentence, Bank of England
  • Methods of the U.S. National Income and Product Accounts – Douglas R. Fox & Clinton P. McCally, Bureau of Economic Analysis, Washington DC
  • Basel II and Securitisation – Martin Hansen & Krishnan Ramadurai, Fitch Ratings, New York
  • A Limited Defence of the Narrow Bank – Alessandro Roselli, Cass Business School, City University, London
  • The Credit Crunch and the UK Economy – Sir John Gieve, Bank of England
  • The Financial Crisis in the UK Economy: A Guideline for the Future – Roy Cable, European Economics & Financial Centre
  • ECB After Ten Years – Performance and Challenges: A Survey –  Hubert Fromlet, Swedbank, Stockholm
  • Changing World Demographics and Trade Imbalances – William Poole, Federal Reserve Bank of St. Louis
  • Classifying Corporate Bonds: A Simple Approach – Hans-Jurg Buttler, Swiss National Bank & University of Zurich
  • House Prices and Monetary Policy – Charles I. Plosser,  Federal Reserve Bank of Philadelphia
  • The Hidden Productivity Boom in the Euro-area – Stephane Deo, Union Bank of Switzerland, Zurich
  • Inflation Targeting and Output Growth: Evidence from Aggregate European Data – Nicholas Apergis, University of Piraeus, Stephen M. Miller, University of Nevada, Alexandros Panethimitakis, University of Athens, & Athanassios Vamvakidis, International Monetary Fund
  • Work Voucher for Employment Creation: A Preliminary Proposal – H. Scobie, European Economics & Financial Centre
  • Global Capital and National Monetary Policies Monetary Policies –  Lorenzo Bini Smaghi, European Central Bank
  • Impediments to Sustainable High GDP Growth in the New Member Countries of the European Union – Hubert Fromlet,  Swedbank, Stockholm, & Professor, Blekinge Institute of Technology, Sweden
  • The Japanese Government’s Debt Management Policy – Hiroshi Okawa, Ministry of Finance, Japan
  • Chicago Fed National Activity Index Structure and Background –  Charles L. Evans, Federal Reserve Bank of Chicago
  • A Fast and Accurate Quadrature Fourier Transform Method to Price and Hedge in Affine Jump Diffusion Models – Mercello Minenna, Financial Regulatory Authority of Italy (Consob) & Paolo Verzella, University of Milan-Bicocca
  • Relevant Issues in Monetary Policy – Jane McKay, European Economics & Financial Centre
  • Lending in a Global Economic Perspective – Goran Collert, Swedbank, & Chairman Sparta Holding AB, Stockholm
  • Convertibility Law & Its Ramifications – S.M. Samadian, University of Westminister, London
  • Forecasting Inflation with a Lot of Data – Jonas D.M. Fisher, Federal Reserve Bank of Chicago
  • Lead Indicators and Alternative Measures of Inflation for Member States of the Euro Area – H. Scobie, European Economics and Financial Centre
  • Rent Indices for Housing in West Germany 1985 to 1998 – Johannes Hoffmann & Claudia Kurz, Deutsche Bundesbank, Frankfurt
  • Parmalat’s Restructuring: Implications for the Italian Corporate Bond Market – Edward Eyerman, Stefano Podesta, Giulio Lombardi & Elisabetta Zorzi, Fitch Ratings, New York
  • Using Index Options to Improve the Performance of Dynamic Asset Allocation Strategies – Noel Amene, Lionel Martellini, Philippe Malaise, EDHEC Graduate School of Business, & Daphne Sfeir, EDHEC Risk and Asset Management Research Centre, France
  • National Saving and Treasury Debt – Edward M. Gramlich,  Board of Governors of the Federal Reserve System
  • Capital Flows, Exchange Rate Regime, and Macroeconomic Performance in Mexico – Carlos A. Ibarra, University of the Americas, Puebla, Mexico
  • New Approaches to Corporate Forex Exposure – L. Gauthier Framlington & Etienne Rouzeu, Credit Commercial de France, Paris
  • Causes and Determinants of Movements in Bilateral Exchange Rates: An Application to the Euro – H. Scobie, European Economics and Financial Centre
  • Eurex Derivative Products in Alternative Investments: the Case for Managed Futures – Thomas Schneeweis, University of Massachusetts, Richard Spurgin, Clark University, Worcester, & Hossein Kazemi, University of Massachusetts, Amherst
  • How Far Can Transaction Costs in Trading Come Down? – John Ashford & Gustav Ralf, European Economics & Financial Centre
  • Quantifying the Effects of EU Structural Transfers – Nicolas Sarantis & E.G. Lolos, Panteion University of Athens
  • Optimizing Investment and Contribution Policies of a Defined Benefit Pension Fund – J.F. Boulier, Credit Commercial de France, S. Michel, & V. Wisnia, Ecole Polytechnique, France
  • The Impact of Incentive Regulation on the Efficiency of Local Exchange Carriers – Noel D. Uri, Federal Communications Commission, Washington, DC
  • The Volatility Market – Peter R. Fisher, US Treasury
  • Monetary Policy Framework of the Bank of Japan: A Quantitative Easing Approach – Masaaki Shirakawa, Bank of Japan
  • Asset Allocation For Private Investors – Claus Huber & Helmut Kaiser, Deutsche Bank, Frankfurt
  • Use of Financial Time Series – John Ashford, European Economics and Financial Centre
  • Macroeconomic Time Series with Single and Multiple Unit Root Cycles – Luis A. Gil-Alana, University of Navarre, Spain
  • Multiple Equilibria and Self-fulfilling Prophecies – Eugene Durenard, Credit Suisse First Boston, London
  • Process and Transaction Cost Efficiency through Xetra XXL – Peter Gomber & Tobias Kirchner, Deutsche Börse AG, Frankfurt
  • A Comparison of U.S. and Eurex Equity Options Market – Randolf Roth & Ed Gierlach, Eurex & CMT Derivatives, Frankfurt
  • Equity-Gilt Returns: A Comparative Analysis – Hilary Cook, Barclays Stockbrokers, London
  • FUGI Global Model 9.0 M200PC: A New Frontier of Economic Scheme in the 21st Century – Akira Onishi, Soka University Institute for System Science, Japan
  • Managing Organisations Knowledge and Intellectual Capital – Basilis Masoulas, Shell Services International, The Hague
  • A Financier’s Approach to Individual Investors – Remi Bourrette, Credit Commercial de France, Paris
  • Market Supervision: Living up to the Highest International Standards –  Georg Wittich, Federal Securities Supervisory Office, London, UK
  • Financial Volatility Forecasting – V. Assimakopoulos, National Technical University of Athens, & M. Vafopoulos, Birkbeck College, University of London
  • Residual Income and EVA – John O’Hanlon & Ken Peasnell, Lancaster University, UK
  • Discrete versus Continuous Modelling – Julio Sanchez-Choliz & Eduardo Pozo, University of Zaragoza, Spain
  • The Bond Market under the European Monetary Union – Helmut Kaiser, Deutsche Bank, Frankfurt
  • Are Currency Bands still on Option? The Dilemma of Choosing the Exchange Rate Regime – M. Gabriella Cagliesi, European Economics and Financial Centre & School of Social Sciences, University of Greenwich, London
  • Expert Systems: Rational Application of Best Available Technique (BAT) – Vasilis Assimakopoulos & Dimitris T. Askounis, National Technical University of Athens
  • Short-Run Responses to Economic Policy: an Interdependence Model – Davorin Kracun, University of Maribor, Slovenia
  • The Relationship between Exchange Rate and Stock Index in the Asian Market from July 1997 to September 1998 – J. Kwan & P. Lajbcygier, Monash University, Australia
  • Collateral Management Strategies – B. Larkman, NatWest Capital Markets, London
  • Beta and the U.S. stock Market Decline of 1987, 1997 and 1998 – W.H. Carlos & C.L. Lackman, Duquesne University, Pittsburgh
  • EMU: Sustainable or Not? Key Questions for 1999 and Beyond – P. Ithurbide, Societe Generale, Paris
  • Hong Kong and the Global Financial Market – D. Tsung, Financial Secretary, Hong Kong
  • Strategic Value Analysis – Roger Mills, Henley Management College, UK
  • Monetary Transmission: Analysis for Five EU Countries – Jacob A. Bikker, De Nederlandsche Bank
  • Changes in Multiplies over Time: an Application to the Netherlands – S.I. Cohen, Erasmus University, Rotterdam
  • Impact of Acquisition on Thrift Performance – Coleen C. Pantalone & Marjorie B. Platt, Northeastern University, Boston
  • New Rules of Monetary Policy in the Aftermath of Financial Crisis – Peter Norris, European Economics & Financial Centre
  • The International Repo Trading Market – Adriana Ennab & D. Wloch-Vogt, Merrill Lynch
  • Theory of an Arbitrage-free Term Structure – Ole Kold Hansen, Alm. Brand af 1792, Lyngby, Denmark
  • Credit Institutions’ Price Policies and Type of Customer: Impact on the Monetary Transmission Mechanism – M. Cruz Manzano Frias & S. Galmes Belmonte, Bank of Spain
  • Financial Time Series and Non-linear Models – M.S. Amendola, & C. Vitale Andreano, University of Salerno, Italy
  • Corporate Restructuring and Alternative and Real Estate Leasing Strategies – Robert M. Mooradian & Shiawee X. Yang, Northeastern University, Boston
  • Long Term Memory Stability in the Italian Stock Market – M. Corazza, University “Ca’ Foscari”, Italy
  • Global Portfolio Management, Modelling the Dynamics of World Indices – Douglas Wood & Bhaskar Dasgupta, Manchester Business School, UK
  • The Swedish Investment Fund System and Its Effects – Alek Markowski & Tony Persson, National Institute of Economic Research, Stockholm
  • Double Barrier Options – H. Veltman, Credit Commercial de France, Paris
  • EU Enlargement: Opportunities and Prospects – H. Scobie, European Economics and Financial Centre
  • Monetary Union: the Shape of Things to Come – Alan Walters, London School of Economics
  • The Control of the Economy as a Complex System – M. Salzano, University of Calabria, Italy
  • Artificial Neuro-Surgery and the Dutch Mortgage Market – N.K. Taylor, E.C. Tan & G.J. Wyatt, Heriot-Watt University, Edinburgh
  • Regression and Neural Networks: Time for a Change? – Victor E. McGee & Alok Kumar, Amos Tuck School, Dartmouth College, USA
  • An Artificial Intelligence Approach to Real Estate Pricing and Asset and Liability Analysis – L.F. Pau, Digital Equipment Europe, France, & P.Y. Tan, National University of Singapore
  • Building Error-correction Models with Neural Networks: an Application to the Dutch Market – W.J.H. Verkooijen & H.A.M. Daniels, Tilburg University, The Netherlands
  • Non-linear Modelling of the Dutch Mortgage Loan Market – F. Gardin, Universita’s Cattolica di Milano / Artificial Intelligence Software, Italy, & F. Virili, Universitat GH, Siegen, Germany
  • Term Structure and Debt Sustainability: A Note of the Italian “Anomaly” – Umberto Cherubini & Rony Hamaui, Banca Commerciale Italiana, Milan
  • Some Statistics for Testing the Influence of the Number of Transactions on the Distributions of Returns – Stephen Satchel, University of Cambridge, UK, & Youngjun Yoon, Union Bank of Switzerland
  • The Changeover to a Unified European Currency Why a ‘Big Bang’ Approach is Necessary – H. Scobie, S. A. Buckley & R. Fox, European Economics & Financial Centre
  • Characterizing Optimal Policies in Systems with Multiple Delayed Controls and Capacity Allocation among Products – Sevket I. Gunter, Temple University, Philadelphia, & Celal Aksu, The Wharton School, University of Pennsylvania
  • Reducing Precision to Achieve Accurate Economic Models – J.A. Scott, R.R. Leitch & G.J. Wyatt, Heriot-Watt University, Edinburgh
  • Foreign Exchange Rate Prediction, a Study in the Non-Parametric Domain – Douglas Wood & Bhaskar Dasgupta, Manchester Business School, UK
  • The Effect of the European Currency Turmoil on Risk and Prices of Danish Bonds – Ole Kold Hansen, Alm. Brand af 1792, Lyngby, Denmark & Kristian Myrup, Alm Brand Bank, Copenhagen
  • Italy under the European Monetary Union: Recent Performance and Future Outlook – H. Scobie, European Economics & Financial Centre
  • Improving Computational Efficiency by State Space Reduction in Semi-Markov Decision Processes – Sevket I. Gunter, Temple University, Philadelphia & Celal Aksu, The Wharton School, University of Pennsylvania
  • Portfolio Insurance and the Crash of 1987: A Simulation Approach – Gerhard Aschinger, University of Fribourg, Switzerland
  • Securitisation: Valuation of the Prepayment Option and Optimal Choice of Structure for an Asset-backed Securities Fund – Jean-Francois Boulier, Michel-Andre Levy & Jean-Francois Despoux, Credit Commercial de France, Paris
  • Optimal Portfolio Selection and Risk Management – Roger Rabemananjara, Credit Commercial de France, Paris
  • Bond Warrants: How to Hedge? – Jacques Sikorav & Pierre Sequier, Credit Commercial de France, Paris
  • Structure and Progress of Privatisations in Spain: Steps towards Meeting EMU Criteria – H. Scobie, European Economics and Financial Centre, & R. T. Guneratne, London School of Economics
  • Stock Selection using Neural Networks: the French Market Example – Isabelle Salaun & Pierre Sequier, Credit Commercial de France, Paris
  • When to Invest in the French Stock Market? – Hubert Sueur, Credit Commercial de France, Paris
  • Interest Rate Risk Management Applied to the French Bond Market – Jean-Francois Boulier, Serge Demay & Michel-Andre Levy, Credit Commercial de France, Paris
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