Details about Andrea Monticini

Access statistics for papers by Andrea Monticini.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pmo155

Working Papers

2023

1. Bootstrap Performance with Heteroskedasticity
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)

2021

2. The Impact of the ECB Banking Supervision Announcements on the EU Stock Market
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (6)

2018

3. Improvements in Bootstrap Inference
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (13)

2014

4. Forecasting the intraday market price of money
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (32)
   Also in Working Paper, Norges Bank (2011) View citations (3)
   See also Journal Article Forecasting the intraday market price of money, Journal of Empirical Finance, Elsevier (2014) View citations (31) (2014)
5. Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (28)

2013

6. The effect of underreporting on LIBOR rates
   Working Papers, Federal Reserve Bank of St. Louis View citations (20)
   See also Journal Article The effect of underreporting on LIBOR rates, Journal of Macroeconomics, Elsevier (2013) View citations (20) (2013)

2011

7. The Importance of the Electoral Rule: Evidence from Italy
   CESifo Working Paper Series, CESifo View citations (2)
   Also in DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) (2011) View citations (2)
   See also Journal Article The importance of the electoral rule: Evidence from Italy, Economics Letters, Elsevier (2012) View citations (5) (2012)

2010

8. Is the Leverage of European Commercial Banks Pro-Cyclical?
   DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (7)
9. The Impact of ECB and FED announcements on the Euro Interest Rates
   DEP - series of economic working papers, University of Genoa, Research Doctorate in Public Economics View citations (3)
   See also Journal Article The impact of ECB and FED announcements on the Euro interest rates, Economics Letters, Elsevier (2011) View citations (10) (2011)
10. Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis
    DEP - series of economic working papers, University of Genoa, Research Doctorate in Public Economics View citations (1)
    See also Journal Article Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis, Journal of Financial Services Research, Springer (2013) View citations (12) (2013)

2008

11. The intraday interest rate under a liquidity crisis: the case of August 2007
    DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (5)
    See also Journal Article The intraday interest rate under a liquidity crisis: The case of August 2007, Economics Letters, Elsevier (2010) View citations (30) (2010)

2007

12. Are Euro Interest Rates led by FED Announcements?
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (6)
13. Tests for Cointegration with Structural Breaks Based on Subsamples
    Discussion Papers, University of Exeter, Department of Economics View citations (2)
    See also Journal Article Tests for cointegration with structural breaks based on subsamples, Computational Statistics & Data Analysis, Elsevier (2010) View citations (13) (2010)

2005

14. The intraday price of money: evidence from the e-MID market
    Finance, University Library of Munich, Germany View citations (3)

Journal Articles

2020

1. Standard costs of regional public rail passenger transport: evidence from Italy
   Applied Economics, 2020, 52, (15), 1704-1717 View citations (1)

2014

2. After the Credit Crunch: Long-Term Finance for Economic Growth
   Rivista di Politica Economica, 2014, (2), 217-229
3. Forecasting the intraday market price of money
   Journal of Empirical Finance, 2014, 29, (C), 304-315 View citations (31)
   See also Working Paper Forecasting the intraday market price of money, DISCE - Working Papers del Dipartimento di Economia e Finanza (2014) View citations (32) (2014)

2013

4. Is the leverage of European banks procyclical?
   Empirical Economics, 2013, 45, (3), 1251-1266 View citations (25)
5. The effect of underreporting on LIBOR rates
   Journal of Macroeconomics, 2013, 37, (C), 345-348 View citations (20)
   See also Working Paper The effect of underreporting on LIBOR rates, Working Papers (2013) View citations (20) (2013)
6. Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis
   Journal of Financial Services Research, 2013, 44, (2), 175-186 View citations (12)
   See also Working Paper Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis, DEP - series of economic working papers (2010) View citations (1) (2010)

2012

7. The importance of the electoral rule: Evidence from Italy
   Economics Letters, 2012, 117, (1), 322-325 View citations (5)
   See also Working Paper The Importance of the Electoral Rule: Evidence from Italy, CESifo Working Paper Series (2011) View citations (2) (2011)

2011

8. The impact of ECB and FED announcements on the Euro interest rates
   Economics Letters, 2011, 113, (2), 139-142 View citations (10)
   See also Working Paper The Impact of ECB and FED announcements on the Euro Interest Rates, DEP - series of economic working papers (2010) View citations (3) (2010)

2010

9. Tests for cointegration with structural breaks based on subsamples
   Computational Statistics & Data Analysis, 2010, 54, (11), 2498-2511 View citations (13)
   See also Working Paper Tests for Cointegration with Structural Breaks Based on Subsamples, Discussion Papers (2007) View citations (2) (2007)
10. The intraday interest rate under a liquidity crisis: The case of August 2007
    Economics Letters, 2010, 107, (2), 198-200 View citations (30)
    See also Working Paper The intraday interest rate under a liquidity crisis: the case of August 2007, DISCE - Quaderni dell'Istituto di Economia e Finanza (2008) View citations (5) (2008)

2009

11. Testing for central bank independence and inflation using the wild bootstrap
    Economics Bulletin, 2009, 29, (3), 1602-1607

2008

12. The Intraday Price of Money: Evidence from the e-MID Interbank Market
    Journal of Money, Credit and Banking, 2008, 40, (7), 1533-1540 View citations (56)
    Also in Journal of Money, Credit and Banking, 2008, 40, (7), 1533-1540 (2008) View citations (5)

2007

13. Implementing the wild bootstrap using a two-point distribution
    Economics Letters, 2007, 96, (3), 309-315 View citations (25)