Listar ECO_Articles por fuente "Applied Economics Letters, 2023"

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    • closedAccess   The Euribor rate: a forecasting exercise based on fractional integration 

      Cuestas, Juan Carlos; Gil-Alana, Luis 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 ...