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Andrea Monticini

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This is information that was supplied by Andrea Monticini in registering through RePEc. If you are Andrea Monticini , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andrea
Middle Name:
Last Name: Monticini
Suffix:

RePEc Short-ID: pmo155

Email: [This author has chosen not to make the email address public]
Homepage: http://monticini.altervista.org
Postal Address:
Phone:

Affiliation

Dipartimento di Economia e Finanza
Dipartimenti e Istituti di Scienze Economiche
Università Cattolica del Sacro Cuore
Location: Milano, Italy
Homepage: http://dipartimenti.unicatt.it/defin
Email:
Phone: 02 723.2499
Fax: 02 7234.2781
Postal: Via Necchi, 5, 20123 Milano
Handle: RePEc:edi:iecatit (more details at EDIRC)

Works

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Working papers

  1. Russel Davidson & Andrea Monticini, 2014. "Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping," DISCE - Working Papers del Dipartimento di Economia e Finanza def12, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  2. Andrea Monticini & Daniel L. Thornton, 2013. "The effect of underreporting on LIBOR rates," Working Papers 2013-008, Federal Reserve Bank of St. Louis.
  3. Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
  4. Massimo Bordignon & Andrea Monticini, 2011. "The Importance of the Electoral Rule: Evidence from Italy," CESifo Working Paper Series 3347, CESifo Group Munich.
  5. Massimo Bordignon & Andrea Monticini, 2011. "The importance of electoral rule: Evidence from Italy," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0099, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  6. Angelo Baglioni & Andrea Monticini, 2010. "Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," DEP - series of economic working papers 4/2010, University of Genoa, Research Doctorate in Public Economics.
  7. Andrea Monticini & David Peel & Giacomo Vaciago, 2010. "The Impact of ECB and FED announcements on the Euro Interest Rates," DEP - series of economic working papers 2/2010, University of Genoa, Research Doctorate in Public Economics.
  8. Angelo Baglioni & Andrea Boitani & Massimo Liberatore & Andrea Monticini, 2010. "Is the Leverage of European Commercial Banks Pro-Cyclical?," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0093, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  9. Angelo Baglioni & Andrea Monticini, 2008. "The intraday interest rate under a liquidity crisis: the case of August 2007," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0083, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  10. James Davidson & Andrea Monticini, 2007. "Tests for Cointegration with Structural Breaks Based on Subsamples," Discussion Papers 0704, Exeter University, Department of Economics.

Articles

  1. Angelo Baglioni & Andrea Monticini, 2013. "Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," Journal of Financial Services Research, Springer, vol. 44(2), pages 175-186, October.
  2. Monticini, Andrea & Thornton, Daniel L., 2013. "The effect of underreporting on LIBOR rates," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 345-348.
  3. Bordignon, Massimo & Monticini, Andrea, 2012. "The importance of the electoral rule: Evidence from Italy," Economics Letters, Elsevier, vol. 117(1), pages 322-325.
  4. Monticini, Andrea & Peel, David & Vaciago, Giacomo, 2011. "The impact of ECB and FED announcements on the Euro interest rates," Economics Letters, Elsevier, vol. 113(2), pages 139-142.
  5. Davidson, James & Monticini, Andrea, 2010. "Tests for cointegration with structural breaks based on subsamples," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2498-2511, November.
  6. Baglioni, Angelo & Monticini, Andrea, 2010. "The intraday interest rate under a liquidity crisis: The case of August 2007," Economics Letters, Elsevier, vol. 107(2), pages 198-200, May.
  7. Andrea Monticini & David Peel, 2009. "Testing for central bank independence and inflation using the wild bootstrap," Economics Bulletin, AccessEcon, vol. 29(3), pages 1602-1607.
  8. Angelo Baglioni & Andrea Monticini, 2008. "The Intraday Price of Money: Evidence from the e-MID Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1533-1540, October.
  9. Davidson, James & Monticini, Andrea & Peel, David, 2007. "Implementing the wild bootstrap using a two-point distribution," Economics Letters, Elsevier, vol. 96(3), pages 309-315, September.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-05-29 2010-12-23
  2. NEP-CBA: Central Banking (3) 2010-10-23 2010-12-23 2011-06-11. Author is listed
  3. NEP-CDM: Collective Decision-Making (1) 2011-02-26
  4. NEP-CFN: Corporate Finance (1) 2010-05-29
  5. NEP-ECM: Econometrics (1) 2014-04-29
  6. NEP-EEC: European Economics (4) 2008-11-11 2010-05-29 2010-10-23 2010-12-23. Author is listed
  7. NEP-ETS: Econometric Time Series (1) 2014-04-29
  8. NEP-FMK: Financial Markets (2) 2010-05-29 2011-06-11
  9. NEP-FOR: Forecasting (2) 2011-06-11 2014-03-15
  10. NEP-MAC: Macroeconomics (4) 2010-10-23 2010-12-23 2011-06-11 2014-03-15. Author is listed
  11. NEP-MON: Monetary Economics (6) 2008-11-11 2010-10-23 2010-12-23 2011-06-11 2013-03-23 2014-03-15. Author is listed
  12. NEP-MST: Market Microstructure (3) 2008-11-11 2010-12-23 2011-06-11. Author is listed
  13. NEP-ORE: Operations Research (1) 2014-04-29
  14. NEP-POL: Positive Political Economics (1) 2011-02-26
  15. NEP-REG: Regulation (1) 2010-05-29

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