Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Andrea Monticini"'
The paper estimates the standard cost in Italian regional public rail passenger transport services (LPTR), depending on service characteristics. The results highlight the crucial role of: number of...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::404a6608f71ec66885c721ea12625068
http://hdl.handle.net/10807/143126
http://hdl.handle.net/10807/143126
Autor:
Andrea Monticini, Daniel L. Thornton
Publikováno v:
Journal of Macroeconomics. 37:345-348
On May 29, 2008, the Wall Street Journal reported that several large international banks were reporting unjustifiably low LIBOR rates. Since then two large banks, Barclays and UBS, have paid significant fines for manipulating their LIBOR rates, and a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::02f47682c18e8564625e9f379a6e7fa3
https://doi.org/10.1016/j.jmacro.2013.02.002
https://doi.org/10.1016/j.jmacro.2013.02.002
Publikováno v:
Empirical Economics. 45:1251-1266
Detecting whether banks' leverage is indeed procyclical is relevant to support the view that booms and crises may be reinforced by some sort of supply side financial accelerator, whilst finding a plausible explanation of banks' behaviour is crucial t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a02403bbf82ac6b4c3aed1a3d0fd6c46
https://doi.org/10.1007/s00181-012-0655-4
https://doi.org/10.1007/s00181-012-0655-4
Autor:
Andrea Monticini, Massimo Bordignon
Publikováno v:
Economics Letters. 117:322-325
We employ bootstrap methods (Efron (1979)) to test the effect of an important electoral reform implemented in Italy from 1993 to 2001, that moved the system for electing the Par-liament from purely proportional to plurality rule (for 75% of the seats
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::500b7467b1297d417c8028978766ae84
https://doi.org/10.1016/j.econlet.2012.05.035
https://doi.org/10.1016/j.econlet.2012.05.035
Publikováno v:
Lancaster University-Pure
We consider how to select the auxiliary distribution to implement the wild bootstrap for regressions featuring heteroscedasticity of unknown form. We propose a new class of two-point distributions and suggest using the Kolmogorov–Smirnov statistic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::861257fe24c2c21e23e1b59a6ad80af4
https://doi.org/10.1016/j.econlet.2007.01.020
https://doi.org/10.1016/j.econlet.2007.01.020
Publikováno v:
The Restructuring of Banks and Financial Systems in the Euro Area and the Financing of SMEs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0bb2bd75b4788e760df1aecd16795056
https://doi.org/10.1057/9781137518736.0012
https://doi.org/10.1057/9781137518736.0012
Publikováno v:
The Restructuring of Banks and Financial Systems in the Euro Area and the Financing of SMEs ISBN: 9781349506521
We stress the role of a more balanced financial structure for the Italian corporate sector. Three sources of funding are seen as complementary: equity, long-term debt, and bank loans. An analysis of the credit crunch shows the emergence of two phases
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d6091fc16ede5ceb46ab2a7b16bf550
https://doi.org/10.1057/9781137518736_10
https://doi.org/10.1057/9781137518736_10
Autor:
Russel Davidson, Andrea Monticini
In many, if not most, econometric applications, it is impossible to estimate consistently the elements of the white-noise process or processes that underlie the DGP. A common example is a regression model with heteroskedastic and/or autocorrelated di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::07b19207b5fd7af820975c7f6aef13dc
http://dipartimenti.unicatt.it/economia-finanza-def12.pdf
http://dipartimenti.unicatt.it/economia-finanza-def12.pdf
Autor:
Andrea Monticini, Francesco Ravazzolo
Market efficiency hypothesis suggests a zero level for the intraday interest rate. However, a liquidity crisis introduces frictions related to news, which can cause an upward jump of the intraday rate. This paper documents that these dynamics can be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::127f271b634884edb02ea70d526d74b8
http://dipartimenti.unicatt.it/economia-finanza-def10.pdf
http://dipartimenti.unicatt.it/economia-finanza-def10.pdf