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Details about Andrea Monticini

Homepage:http://monticini.eu
Workplace:Dipartimento di Economia e Finanza (Department of Economics and Finance), Dipartimenti e Istituti di Scienze Economiche (Departments and Institutes of Economics), Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart), (more information at EDIRC)

Access statistics for papers by Andrea Monticini.

Last updated 2019-06-12. Update your information in the RePEc Author Service.

Short-id: pmo155


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Working Papers

2018

  1. 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) Downloads View citations (3)

2014

  1. 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) Downloads View citations (18)
    Also in Working Paper, Norges Bank (2011) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2014)
  2. 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) Downloads View citations (17)

2013

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

2011

  1. The importance of electoral rule: Evidence from Italy
    DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) Downloads View citations (2)
    See also Journal Article in Economics Letters (2012)

2010

  1. 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) Downloads View citations (7)
  2. 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 Downloads View citations (2)
    See also Journal Article in Economics Letters (2011)
  3. 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 Downloads View citations (1)
    See also Journal Article in Journal of Financial Services Research (2013)

2008

  1. 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) Downloads View citations (1)
    See also Journal Article in Economics Letters (2010)

2007

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

2005

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

Journal Articles

2014

  1. After the Credit Crunch: Long-Term Finance for Economic Growth
    Rivista di Politica Economica, 2014, (2), 217-229
  2. Forecasting the intraday market price of money
    Journal of Empirical Finance, 2014, 29, (C), 304-315 Downloads View citations (23)
    See also Working Paper (2014)

2013

  1. Is the leverage of European banks procyclical?
    Empirical Economics, 2013, 45, (3), 1251-1266 Downloads View citations (17)
  2. The effect of underreporting on LIBOR rates
    Journal of Macroeconomics, 2013, 37, (C), 345-348 Downloads View citations (7)
    See also Working Paper (2013)
  3. Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis
    Journal of Financial Services Research, 2013, 44, (2), 175-186 Downloads View citations (8)
    See also Working Paper (2010)

2012

  1. The importance of the electoral rule: Evidence from Italy
    Economics Letters, 2012, 117, (1), 322-325 Downloads View citations (5)
    See also Working Paper (2011)

2011

  1. The impact of ECB and FED announcements on the Euro interest rates
    Economics Letters, 2011, 113, (2), 139-142 Downloads View citations (6)
    See also Working Paper (2010)

2010

  1. Tests for cointegration with structural breaks based on subsamples
    Computational Statistics & Data Analysis, 2010, 54, (11), 2498-2511 Downloads View citations (6)
    See also Working Paper (2007)
  2. The intraday interest rate under a liquidity crisis: The case of August 2007
    Economics Letters, 2010, 107, (2), 198-200 Downloads View citations (21)
    See also Working Paper (2008)

2009

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

2008

  1. 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 (45)

2007

  1. Implementing the wild bootstrap using a two-point distribution
    Economics Letters, 2007, 96, (3), 309-315 Downloads View citations (19)
 
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