The Euribor rate: a forecasting exercise based on fractional integration.
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 towards
the end of 2023 and potentially reach negative numbers by 2025. This all
assuming ceteris paribus.
Identificador universal: https://hdl.handle.net/10641/4314
Fecha: 2023
Ficheros en el ítem
Ficheros | Tamaño | Formato | Ver |
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EURIBOR PAPER.pdf | 186.2Kb | Ver/ |
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- BUSINESS ANALYTICS [144]