The Euribor rate: a forecasting exercise based on fractional integration
Metadatos
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INVESTIGACIONMetadatos
Título
The Euribor rate: a forecasting exercise based on fractional integrationFecha de publicación
2023Editor
Taylor and Francis GroupISSN
1350-4851; 1466-4291Cita bibliográfica
Juan Carlos Cuestas & Luis Alberiko Gil-Alana (2023) The Euribor rate: a forecasting exercise based on fractional integration, Applied Economics Letters, DOI: 10.1080/13504851.2023.2259592Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
https://www.tandfonline.com/doi/abs/10.1080/13504851.2023.2259592Versión
info:eu-repo/semantics/acceptedVersionPalabras clave / Materias
Resumen
In this paper we analyse the evolution of the 12-month EURIBOR, with the aim of forecasting its trend in the forthcoming years. Using fractional integration, we find that the Euribor will return to a downward trend ... [+]
In this paper we analyse the evolution of the 12-month EURIBOR, with the aim of forecasting its trend in the forthcoming years. Using fractional integration, we find that the Euribor will return to a downward trend towards the end of 2023 and potentially reach negative numbers by 2025. [-]
Publicado en
Applied Economics Letters, 2023Entidad financiadora
Ministerio de Ciencia, Innovación y Universidades | Generalitat Valenciana | Universitat Jaume I
Identificador de la entidad financiadora
http://dx.doi.org/10.13039/501100011033
Código del proyecto o subvención
MICIU/ICTI2017-2020/PID2020-113691RB-I00 | AICO/2021/005 | UJI-B2022-03
Título del proyecto o subvención
Integración fraccional: avances teóricos y desarrollos empíricos
Derechos de acceso
Copyright © Taylor and Francis Group
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info:eu-repo/semantics/embargoedAccess
http://rightsstatements.org/vocab/CNE/1.0/
info:eu-repo/semantics/embargoedAccess
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- ECO_Articles [696]