Andrea Monticini

Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance

Via Necchi 5

20123 Milano

Italy

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

1.

Are Euro Interest Rates Led by Fed Announcements?

Quaderni Istitute of Economics and Finance Working Paper
Number of pages: 30 Posted: 25 Oct 2004
Andrea Monticini and Giacomo Vaciago
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance and Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance
Downloads 217 (140,701)
Citation 2

Abstract:

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Announcements, interdependence, term structure of interest rates

2.

Is the Leverage of European Banks Procyclical?

Number of pages: 16 Posted: 12 Feb 2011 Last Revised: 03 Sep 2012
Catholic University of the Sacred Heart of Milan, Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance, Catholic University of the Sacred Heart of Milan and Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance
Downloads 163 (182,356)
Citation 2

Abstract:

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Banks, Procyclicality, Financial Regulation

3.

The Intraday Interest Rate under a Liquidity Crisis: The Case of August 2007

Number of pages: 16 Posted: 21 Jan 2009
Angelo S. Baglioni and Andrea Monticini
Catholic University of the Sacred Heart of Milan and Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance
Downloads 130 (219,453)
Citation 2

Abstract:

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intraday interest rate, liquidity crisis, money market, central banking

4.

The Intraday Price of Money: Evidence from the E-Mid Market

Number of pages: 14 Posted: 05 Sep 2007
Angelo S. Baglioni and Andrea Monticini
Catholic University of the Sacred Heart of Milan and Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance
Downloads 109 (249,965)

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Intraday interest rate, overnight interbank loans, money market

5.

The Effect of Underreporting on LIBOR Rates

FRB of St. Louis Working Paper No. 2013-008A
Number of pages: 9 Posted: 27 Feb 2013
Andrea Monticini and Daniel L. Thornton
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance and Federal Reserve Bank of St. Louis - Research Division
Downloads 95 (274,288)

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LIBOR rate, default risk, structural breaks

6.

The Importance of the Electoral Rule: Evidence from Italy

CESifo Working Paper Series No. 3347
Number of pages: 10 Posted: 20 Feb 2011
Massimo Bordignon and Andrea Monticini
Universita Cattolica and Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance
Downloads 62 (351,100)

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electoral system, plurality rule, Duverger’s law, bootstrap

7.

Forecasting the Intraday Market Price of Money

Norges Bank Working Paper No. 2011/06
Number of pages: 28 Posted: 30 Sep 2011
Andrea Monticini and Francesco Ravazzolo
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance and Free University of Bolzano
Downloads 44 (409,642)
Citation 2

Abstract:

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Interbank market, intraday interest rate, forecasting, density forecasting, policy