Visualitza Departament: Economia by font "Applied Economics Letters, 2023"
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The Euribor rate: a forecasting exercise based on fractional integration
Taylor and Francis Group (2023)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 ...