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The intraday interest rate under a liquidity crisis : the case of August 2007
Baglioni, Angelo; Monticini, Andrea - In: Economics letters 107 (2010) 2, pp. 198-200
Persistent link: https://www.econbiz.de/10003991927
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Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
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The importance of the electoral rule : evidence from Italy
Bordignon, Massimo; Monticini, Andrea - 2011
We employ bootstrap methods (Efron (1979)) to test the effect of an important electoral reform implemented in Italy from 1993 to 2001, that moved the system for electing the Par-liament from purely proportional to plurality rule (for 75% of the seats). We do not find any effect on either the...
Persistent link: https://www.econbiz.de/10009010168
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The impact of ECB and FED announcements on the Euro interest rates
Monticini, Andrea; Peel, David; Vaciago, Giacomo - In: Economics letters 113 (2011) 2, pp. 139-142
Persistent link: https://www.econbiz.de/10009375596
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Forecasting the intraday market price of money
Monticini, Andrea; Ravazzolo, Francesco - In: Journal of empirical finance 29 (2014), pp. 304-315
Persistent link: https://www.econbiz.de/10011300463
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The importance of the electoral rule : evidence from Italy
Bordignon, Massimo; Monticini, Andrea - In: Economics letters 117 (2012) 1, pp. 322-325
Persistent link: https://www.econbiz.de/10009697736
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The effect of underreporting on LIBOR rates
Monticini, Andrea; Thornton, Daniel L. - 2013
Persistent link: https://www.econbiz.de/10009721441
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The effect of underreporting on LIBOR rates
Monticini, Andrea; Thornton, Daniel L. - In: Journal of macroeconomics 37 (2013), pp. 345-348
Persistent link: https://www.econbiz.de/10010237905
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Why does the interest rate decline over the day? : evidence from the liquidity crisis
Baglioni, Angelo; Monticini, Andrea - In: Journal of financial services research : JFSR 44 (2013) 2, pp. 175-186
Persistent link: https://www.econbiz.de/10010200545
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After the credit crunch : long-term finance for economic growth
Baglioni, Angelo S.; Monticini, Andrea; Vaciago, Giacomo - In: Rivista di politica economica 103 (2014) 4/6, pp. 217-229
Persistent link: https://www.econbiz.de/10010407808