Forecasting the intraday market price of money
Year of publication: |
2014-02
|
---|---|
Authors: | Monticini, Andrea ; Ravazzolo, Francesco |
Institutions: | Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore |
Subject: | interbank market | intraday interest rate | forecasting | density forecasting | policy tools |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number def010 2 pages long |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit |
Source: |
-
Forecasting the intraday market price of money
Monticini, Andrea, (2014)
-
Forecasting the intraday market price of money
Monticini, Andrea, (2014)
-
Forecasting the intraday market price of money
Monticini, Andrea, (2011)
- More ...
-
Forecasting the intraday market price of money
Monticini, Andrea, (2014)
-
Forecasting the intraday market price of money
Monticini, Andrea, (2014)
-
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel, (2014)
- More ...