Andrea Monticini : Citation Profile

Are you Andrea Monticini?

Università Cattolica del Sacro Cuore

7

H index

6

i10 index

189

Citations

RESEARCH PRODUCTION:

13

Articles

14

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 14
   Journals where Andrea Monticini has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 12 (5.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo155
   Updated: 2020-07-04    RAS profile: 2020-05-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Baglioni, Angelo (3)

Thornton, Daniel (2)

Ravazzolo, Francesco (2)

Davidson, Russell (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Monticini.

Is cited by:

Mastromatteo, Giuseppe (14)

Pedrono, Justine (8)

bordignon, massimo (7)

Iori, Giulia (7)

Kobayashi, Teruyoshi (6)

MacKinnon, James (6)

Boitani, Andrea (5)

Colombo, Luca (5)

Brenna, Elenka (5)

Violon, Aurélien (5)

Nielsen, Morten (5)

Cites to:

Cappellari, Lorenzo (18)

Tabellini, Guido (15)

bordignon, massimo (14)

Colombo, Luca (11)

TURATI, Gilberto (11)

Persson, Torsten (9)

Baglioni, Angelo (8)

Brenna, Elenka (8)

Boitani, Andrea (7)

Nannicini, Tommaso (7)

Martin, Antoine (7)

Main data

Where Andrea Monticini has published?

Journals with more than one article published# docs
Economics Letters4

Working Papers Series with more than one paper published# docs
DISCE - Working Papers del Dipartimento di Economia e Finanza / Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)3
DISCE - Quaderni dell'Istituto di Economia e Finanza / Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)3
DEP - series of economic working papers / University of Genoa, Research Doctorate in Public Economics2

Recent works citing Andrea Monticini (2020 and 2019)

YearTitle of citing document
2018Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34.

Full description at Econpapers || Download paper

2019Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05.

Full description at Econpapers || Download paper

2018Provision for Bad & Doubtful Financing and Contingency Reserve Management: Assessing Resilient and Stable Islamic Banks. (2018). Ahmad, Asmalia Che ; Kamsi, Nor Samsinar ; Abd, Farrah Dina ; Nasir, Noormahayu Mohd ; Abu, Mohd Afandi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:621-627.

Full description at Econpapers || Download paper

2018Identifying 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

2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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

2017Sustainable 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

2017Banking 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

2017Banks leverage Procyclicality: Does Currency Diversification Matter?. (2017). Violon, Aurélien ; Pedrono, Justine. In: Working Papers. RePEc:cii:cepidt:2017-09.

Full description at Econpapers || Download paper

2017Is it the way you live or the job you have? Health effects of lifestyles and working conditions.. (2017). Ghinetti, Paolo ; Cottini, Elena. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def056.

Full description at Econpapers || Download paper

2017The 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

2017E 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

2018Banks’ 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

2018Fighting Mobile Crime.. (2018). immordino, giovanni ; Crino, Rosario ; Piccolo, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def071.

Full description at Econpapers || Download paper

2018Adult education, the use of Information and Communication Technologies and the impact on quality of life: a case study.. (2018). Brenna, Elenka ; Gitto, Lara. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def073.

Full description at Econpapers || Download paper

2019Cultural Transmission with Incomplete Information: Parental Perceived Efficacy and Group Misrepresentation.. (2019). Panebianco, Fabrizio ; della Lena, Sebastiano. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def079.

Full description at Econpapers || Download paper

2019Asymptotic theory and wild bootstrap inference with clustered errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:393-412.

Full description at Econpapers || Download paper

2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207.

Full description at Econpapers || Download paper

2018A 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

2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

Full description at Econpapers || Download paper

2017Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

Full description at Econpapers || Download paper

2019Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. (2019). Dufour, Alfonso ; Sangiorgi, Ivan ; Marra, Miriam . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:10.

Full description at Econpapers || Download paper

2018Hidden effects of bank recapitalizations. (2018). Beccalli, Elena ; Lenoci, Francesca ; Frantz, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:297-314.

Full description at Econpapers || Download paper

2018The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures. (2018). Frino, Alex ; Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:27-43.

Full description at Econpapers || Download paper

2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

Full description at Econpapers || Download paper

2019Banks’ leverage behaviour in a two-agent new Keynesian model. (2019). Punzo, Chiara ; Boitani, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:347-359.

Full description at Econpapers || Download paper

2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

Full description at Econpapers || Download paper

2019Corporate Credit Provision. (2019). Mueller, Philippe ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:895.

Full description at Econpapers || Download paper

2017Significant 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

2018Comparing different methods for the estimation of interbank intraday yield curves. (2018). Demertzidis, Anastasios ; Jeleskovic, Vahidin. In: MAGKS Papers on Economics. RePEc:mar:magkse:201839.

Full description at Econpapers || Download paper

2019Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932.

Full description at Econpapers || Download paper

2019Integrity of Financial Benchmarks. (2019). Beres, Daniel. In: Financial and Economic Review. RePEc:mnb:finrev:v:18:y:2019:i:1:p:33-59.

Full description at Econpapers || Download paper

2018Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component.. (2018). Filis, George ; Degiannakis, Stavros ; Tsemperlidis, Stefanos. In: MPRA Paper. RePEc:pra:mprapa:94176.

Full description at Econpapers || Download paper

2019Impact de risque de crédit et de liquidité sur la stabilité bancaire. (2019). MABROUKI, Mohamed ; Amara, Tijani. In: MPRA Paper. RePEc:pra:mprapa:95453.

Full description at Econpapers || Download paper

2018Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors. (2018). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Working Paper. RePEc:qed:wpaper:1399.

Full description at Econpapers || Download paper

2018Fast And Wild: Bootstrap Inference In Stata Using Boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1406.

Full description at Econpapers || Download paper

2017Wild 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

2017Explaining 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

2019Liquidity Risk and Funding Cost. (2019). Ranaldo, Angelo ; Bechtel, Alexander ; Wrampelmeyer, Jan. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:03.

Full description at Econpapers || Download paper

2019The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning. In: Discussion Papers. RePEc:zbw:bubdps:082019.

Full description at Econpapers || Download paper

2019Procyclical leverage in Europe and its role in asset pricing. (2019). Reitz, Stefan ; Koehl, Alexandra ; Baltzer, Markus. In: Discussion Papers. RePEc:zbw:bubdps:102019.

Full description at Econpapers || Download paper

2017How does the public perceive alliances? The Central and Allied Powers in World War I. (2017). Jopp, Tobias A. In: IBF Paper Series. RePEc:zbw:ibfpps:1217.

Full description at Econpapers || Download paper

Works by Andrea Monticini:

YearTitleTypeCited
2011Forecasting the intraday market price of money In: Working Paper.
[Full Text][Citation analysis]		paper23
2014Forecasting 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: 23		paper
2014Forecasting the intraday market price of money.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2011The Importance of the Electoral Rule: Evidence from Italy In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2014Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]		paper17
2018Improvements in Bootstrap Inference. In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]		paper3
2008The 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]		paper19
2010The 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: 19		article
2010Is the Leverage of European Commercial Banks Pro-Cyclical? In: DISCE - Quaderni dell'Istituto di Economia e Finanza.
[Full Text][Citation analysis]		paper7
2011The importance of electoral rule: Evidence from Italy In: DISCE - Quaderni dell'Istituto di Economia e Finanza.
[Full Text][Citation analysis]		paper7
2012The importance of the electoral rule: Evidence from Italy.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2009Testing for central bank independence and inflation using the wild bootstrap In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010Tests for cointegration with structural breaks based on subsamples In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2007Tests for Cointegration with Structural Breaks Based on Subsamples.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2011The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters.
[Full Text][Citation analysis]		article7
2010The 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: 7		paper
2007Implementing the wild bootstrap using a two-point distribution In: Economics Letters.
[Full Text][Citation analysis]		article15
2013The effect of underreporting on LIBOR rates In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article7
2013The effect of underreporting on LIBOR rates.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2010Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis In: DEP - series of economic working papers.
[Full Text][Citation analysis]		paper7
2013Why 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: 7		article
2008The Intraday Price of Money: Evidence from the e-MID Interbank Market In: Journal of Money, Credit and Banking.
[Citation analysis]		article41
2007Are Euro Interest Rates led by FED Announcements? In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper6
2014After the Credit Crunch: Long-Term Finance for Economic Growth In: Rivista di Politica Economica.
[Citation analysis]		article0
2013Is the leverage of European banks procyclical? In: Empirical Economics.
[Full Text][Citation analysis]		article18
2020Standard costs of regional public rail passenger transport: evidence from Italy In: Applied Economics.
[Full Text][Citation analysis]		article0
2005The intraday price of money: evidence from the e-MID market In: Finance.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team