The Euribor rate: a forecasting exercise based on fractional integration-Reference-Cited by-同舟云学术

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The Euribor rate: a forecasting exercise based on fractional integration

Published:2023-09-15 Issue: Volume: Page:1-4
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Cuestas Juan Carlos¹²^ORCID,Gil-Alana Luis Alberiko³⁴^ORCID

Affiliation:

1. Department of Economics and IEI, Universitat Jaume I, Castellón de la Plana, Spain

2. Department of Economics and Finance, Tallinn University of Technology, Tallinn, Estonia

3. Department of Economics, ICS, DATAI, University of Navarra, Navarra, Spain

4. Department of Economics and Business, Francisco Vitoria University, Madrid, Spain

Funder

Generalitat Valenciana

Ministerio de Economía, Industria y Competitividad

Universitat Jaume I

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2023.2259592

Reference17 articles.

1. Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates

2. FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES

3. Globalization, long memory, and real interest rate convergence: a historical perspective

4. Persistence and cyclical dependence in the monthly euribor rate

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