The Euribor rate: a forecasting exercise based on fractional integration.

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URI: https://hdl.handle.net/10641/4314
ISSN: 1350-4851
DOI: 10.1080/13504851.2023.2259592

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2023

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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.

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EURIBOR, Mortgages, Forecast, European Union

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FACULTAD DE DERECHO, EMPRESA Y GOBIERNO