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Andrea Monticini

Personal Details

First Name:Andrea
Middle Name:
Last Name:Monticini
Suffix:
RePEc Short-ID:pmo155
[This author has chosen not to make the email address public]
http://monticini.eu
Terminal Degree:2004 Department of Economics; Business School; University of Exeter (from RePEc Genealogy)

Affiliation

Dipartimento di Economia e Finanza
Dipartimenti e Istituti di Scienze Economiche
Università Cattolica del Sacro Cuore

Milano, Italy
http://dipartimenti.unicatt.it/defin
RePEc:edi:iecatit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  2. Angelo Baglioni & Andrea Monticini & David Peel, 2021. "The Impact of the ECB Banking Supervision Announcements on the EU Stock Market," DISCE - Working Papers del Dipartimento di Economia e Finanza def112, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  3. Russell Davidson & Andrea Monticini, 2018. "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza def070, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  4. Russel Davidson & Andrea Monticini, 2014. "Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping," DISCE - Working Papers del Dipartimento di Economia e Finanza def012, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  5. Andrea Monticini & Daniel L. Thornton, 2013. "The effect of underreporting on LIBOR rates," Working Papers 2013-008, Federal Reserve Bank of St. Louis.
  6. Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
  7. Massimo Bordignon & Andrea Monticini, 2011. "The Importance of the Electoral Rule: Evidence from Italy," CESifo Working Paper Series 3347, CESifo.
  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, 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.
  10. 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.
  11. 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).
  12. James Davidson & Andrea Monticini, 2007. "Tests for Cointegration with Structural Breaks Based on Subsamples," Discussion Papers 0704, University of Exeter, Department of Economics.
  13. Andrea Monticini & Giacomo Vaciago, 2007. "Are Euro Interest Rates led by FED Announcements?," Money Macro and Finance (MMF) Research Group Conference 2006 16, Money Macro and Finance Research Group.
  14. Angelo Baglioni & Andrea Monticini, 2005. "The intraday price of money: evidence from the e-MID market," Finance 0507020, University Library of Munich, Germany.

Articles

  1. Alessandro Avenali & Andrea Boitani & Giuseppe Catalano & Giorgio Matteucci & Andrea Monticini, 2020. "Standard costs of regional public rail passenger transport: evidence from Italy," Applied Economics, Taylor & Francis Journals, vol. 52(15), pages 1704-1717, March.
  2. Angelo S. Baglioni & Andrea Monticini & Giacomo Vaciago, 2014. "After the Credit Crunch: Long-Term Finance for Economic Growth," Rivista di Politica Economica, SIPI Spa, issue 2, pages 217-229, April-Jun.
  3. Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
  4. 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;Western Finance Association, vol. 44(2), pages 175-186, October.
  5. A. Baglioni & E. Beccalli & A. Boitani & A. Monticini, 2013. "Is the leverage of European banks procyclical?," Empirical Economics, Springer, vol. 45(3), pages 1251-1266, December.
  6. Monticini, Andrea & Thornton, Daniel L., 2013. "The effect of underreporting on LIBOR rates," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 345-348.
  7. Bordignon, Massimo & Monticini, Andrea, 2012. "The importance of the electoral rule: Evidence from Italy," Economics Letters, Elsevier, vol. 117(1), pages 322-325.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (9) 2005-07-25 2007-04-09 2008-11-11 2010-10-23 2010-12-23 2011-06-11 2013-03-23 2015-02-28 2021-11-22. Author is listed
  2. NEP-CBA: Central Banking (6) 2005-07-25 2007-04-09 2010-10-23 2010-12-23 2011-06-11 2021-11-22. Author is listed
  3. NEP-EEC: European Economics (6) 2007-04-09 2008-11-11 2010-05-29 2010-10-23 2010-12-23 2021-11-22. Author is listed
  4. NEP-MAC: Macroeconomics (6) 2005-07-25 2007-04-09 2010-10-23 2010-12-23 2011-06-11 2015-02-28. Author is listed
  5. NEP-BAN: Banking (3) 2010-05-29 2010-12-23 2021-11-22
  6. NEP-ECM: Econometrics (3) 2015-02-28 2018-06-11 2023-12-11
  7. NEP-FMK: Financial Markets (3) 2010-05-29 2011-06-11 2021-11-22
  8. NEP-MST: Market Microstructure (3) 2008-11-11 2010-12-23 2011-06-11
  9. NEP-ETS: Econometric Time Series (2) 2018-06-11 2023-12-11
  10. NEP-FOR: Forecasting (2) 2011-06-11 2015-02-28
  11. NEP-ORE: Operations Research (2) 2015-02-28 2018-06-11
  12. NEP-CDM: Collective Decision-Making (1) 2011-02-26
  13. NEP-CFN: Corporate Finance (1) 2010-05-29
  14. NEP-FDG: Financial Development and Growth (1) 2021-11-22
  15. NEP-POL: Positive Political Economics (1) 2011-02-26
  16. NEP-REG: Regulation (1) 2010-05-29

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