10
H index
10
i10 index
242
Citations
Andrea Monticini : Citation Profile
Università Cattolica del Sacro Cuore | RESEARCH PRODUCTION: 13 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2005 - 2020). 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 (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper |
| 2022 | The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine. In: Working papers. RePEc:bfr:banfra:870. Full description at Econpapers || Download paper |
| 2021 | When LIBOR becomes LIEBOR: Reputational penalties and bank contagion. (2021). Parbonetti, Antonio ; Huan, Xing ; Fabrizi, Michele. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:157-178. Full description at Econpapers || Download paper |
| 2022 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104. Full description at Econpapers || Download paper |
| 2022 | Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236. Full description at Econpapers || Download paper |
| 2021 | Italy: immigration and the evolution of populism.. (2021). Pieroni, Luca ; Salmasi, Luca ; Roig, Melcior Rossello. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def098. Full description at Econpapers || Download paper |
| 2021 | PUBLIC SECTOR JOBS: Working in the public sector in Europe and the US.. (2021). Lucifora, Claudio ; Fenizia, Alessandra ; Checchi, Daniele. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def107. Full description at Econpapers || Download paper |
| 2021 | Impatience and crime. Evidence from the NLSY97. (2021). Turati, Gilberto ; Foresta, Alessandra ; Basiglio, Stefania. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def111. Full description at Econpapers || Download paper |
| 2022 | News and narratives: A cointegration analysis of Russian economic policy uncertainty.. (2022). Dragomirescu-Gaina, Catalin ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def115. Full description at Econpapers || Download paper |
| 2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper |
| 2021 | How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?. (2021). Hochreiter, Ronald ; Luis , ; Martinez-Jaramillo, Serafin ; Tellez-Leon, Isela-Elizabeth. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100053x. Full description at Econpapers || Download paper |
| 2021 | Intertemporal imitation behavior of interbank offered rate submissions. (2021). Zong, Jichuan ; Sun, Hang ; Li, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001783. Full description at Econpapers || Download paper |
| 2021 | The Use of Surrogate Currency to Address Liquidity Crisis: The Zimbabwean Experience. (2021). Denhere, Varaidzo ; Mhlanga, David. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:9:y:2021:i:3:p:159-169. Full description at Econpapers || Download paper |
| 2021 | Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Demertzidis, Anastasios ; Jeleskovic, Vahidin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636. Full description at Econpapers || Download paper |
| 2021 | Performance and Market Maturity in Mutual Funds: Is Real Estate Different?. (2021). Schulz, Rainer ; MacGregor, Bryan D ; Zhao, Yuan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09787-0. Full description at Econpapers || Download paper |
| 2022 | Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03. 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 | 28 |
| 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: 28 | 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: 28 | article | |
| 2011 | The Importance of the Electoral Rule: Evidence from Italy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2011 | The importance of electoral rule: Evidence from Italy.(2011) In: DISCE - Quaderni dell'Istituto di Economia e Finanza. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 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: 7 | article | |
| 2014 | Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] | paper | 22 |
| 2018 | Improvements in Bootstrap Inference. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] | paper | 8 |
| 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 | 26 |
| 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: 26 | 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 |
| 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 | 11 |
| 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: 11 | paper | |
| 2011 | The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 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: 11 | paper | |
| 2007 | Implementing the wild bootstrap using a two-point distribution In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 2013 | The effect of underreporting on LIBOR rates In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 14 |
| 2013 | The effect of underreporting on LIBOR rates.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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 | 12 |
| 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: 12 | article | |
| 2008 | The Intraday Price of Money: Evidence from the e-MID Interbank Market In: Journal of Money, Credit and Banking. [Citation analysis] | article | 46 |
| 2007 | Are Euro Interest Rates led by FED Announcements? In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 6 |
| 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 | 23 |
| 2020 | Standard costs of regional public rail passenger transport: evidence from Italy In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | The intraday price of money: evidence from the e-MID market In: Finance. [Full Text][Citation analysis] | paper | 2 |
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