Working Papers

Click the hotspots to download PDF copies. These constitute work in progress. Check back for updates, and please don't cite without permission. Comments to andrea.monticini at unicatt.it welcome.

• Tests for cointegration with structural breaks based on subsamples (with J. Davidson), revised and resubmitted (third round) Computational Statistics and Data Analysis, November 2009
  
  
• The intraday interest rate under a liquidity crisis: the case of August 2007 (with A. Baglioni), Revised October 2008
  
  
• Are Euro Interest Rates Led by FED Announcements? (with G. Vaciago), Revised, February 2008