7
H index
6
i10 index
139
Citations
Andrea Monticini : Citation Profile
UniversitĂ Cattolica del Sacro Cuore | RESEARCH PRODUCTION: 12 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2005 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Monticini. | Is cited by:
| Cites to:
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Main data
Where Andrea Monticini has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 4 |
Recent works citing Andrea Monticini (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Papers. RePEc:arx:papers:1708.08594. Full description at Econpapers || Download paper |
| 2018 | (Real-)Time Is Money. (2018). Pfister, Christian. In: Working papers. RePEc:bfr:banfra:675. Full description at Econpapers || Download paper |
| 2017 | Sustainable Development in Four East Asian Countries Agricultural Sectors Post-World War II: Measuring Nutrient Balance and Estimating the Environmental Kuznets Curve. (2017). Moriwaki, Shota. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:4:y:2017:i:3:p:467-483. Full description at Econpapers || Download paper |
| 2017 | Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification. (2017). Pedrono, Justine. In: Working Papers. RePEc:cii:cepidt:2017-06. Full description at Econpapers || Download paper |
| 2017 | Banks leverage Procyclicality: Does Currency Diversification Matter?. (2017). Pedrono, Justine ; Violon, Aurelien . In: Working Papers. RePEc:cii:cepidt:2017-09. Full description at Econpapers || Download paper |
| 2017 | Is it the way you live or the job you have? Health effects of lifestyles and working conditions.. (2017). Cottini, Elena ; Ghinetti, Paolo . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def056. Full description at Econpapers || Download paper |
| 2017 | The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059. Full description at Econpapers || Download paper |
| 2017 | E Many Pluribus Unum: A Behavioural Macro-Economic Agent Based Model.. (2017). Tettamanzi, Michele. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def062. Full description at Econpapers || Download paper |
| 2018 | Banks’ leverage behaviour in a two-agent New Keynesian model.. (2018). Punzo, Chiara ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def063. Full description at Econpapers || Download paper |
| 2018 | A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11. Full description at Econpapers || Download paper |
| 2017 | Network centrality and funding rates in the e-MID interbank market. (2017). Temizsoy, Asena ; Montes-Rojas, Gabriel ; Iori, Giulia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365. Full description at Econpapers || Download paper |
| 2017 | Significant ties: Identifying relationship lending in temporal interbank networks. (2017). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Discussion Papers. RePEc:koe:wpaper:1717. Full description at Econpapers || Download paper |
| 2018 | Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2018). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine A. In: Working Papers. RePEc:qed:wpaper:1399. Full description at Econpapers || Download paper |
| 2017 | Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0. Full description at Econpapers || Download paper |
| 2017 | Explaining the Failure of the Expectations Hypothesis with Short-Term Rates. (2017). Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:19. Full description at Econpapers || Download paper |
Works by Andrea Monticini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Forecasting the intraday market price of money In: Working Paper. [Full Text][Citation analysis] | paper | 20 |
| 2014 | Forecasting the intraday market price of money.(2014) In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2014 | Forecasting the intraday market price of money.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2011 | The Importance of the Electoral Rule: Evidence from Italy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2012 | The importance of the electoral rule: Evidence from Italy.(2012) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] | paper | 14 |
| 2018 | Improvements in Bootstrap Inference. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The intraday interest rate under a liquidity crisis: the case of August 2007 In: DISCE - Quaderni dell'Istituto di Economia e Finanza. [Full Text][Citation analysis] | paper | 14 |
| 2010 | The intraday interest rate under a liquidity crisis: The case of August 2007.(2010) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2010 | Is the Leverage of European Commercial Banks Pro-Cyclical? In: DISCE - Quaderni dell'Istituto di Economia e Finanza. [Full Text][Citation analysis] | paper | 7 |
| 2011 | The importance of electoral rule: Evidence from Italy In: DISCE - Quaderni dell'Istituto di Economia e Finanza. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Testing for central bank independence and inflation using the wild bootstrap In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Tests for cointegration with structural breaks based on subsamples In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2007 | Tests for Cointegration with Structural Breaks Based on Subsamples.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2010 | The Impact of ECB and FED announcements on the Euro Interest Rates.(2010) In: DEP - series of economic working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | Implementing the wild bootstrap using a two-point distribution In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2013 | The effect of underreporting on LIBOR rates In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
| 2013 | The effect of underreporting on LIBOR rates.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis In: DEP - series of economic working papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis.(2013) In: Journal of Financial Services Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2008 | The Intraday Price of Money: Evidence from the e-MID Interbank Market In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 33 |
| 2007 | Are Euro Interest Rates led by FED Announcements? In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 1 |
| 2014 | After the Credit Crunch: Long-Term Finance for Economic Growth In: Rivista di Politica Economica. [Citation analysis] | article | 0 |
| 2013 | Is the leverage of European banks procyclical? In: Empirical Economics. [Full Text][Citation analysis] | article | 12 |
| 2005 | The intraday price of money: evidence from the e-MID market In: Finance. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team