Access Statistics for Simone Manganelli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new theory of forecasting 0 1 11 162 3 12 46 328
Asset allocation by penalized least squares 1 6 14 53 1 9 34 152
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 6 22 89 758 14 46 184 1,263
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 9 26 120 1,051 21 61 251 2,158
CAViaR: Conditional Value at Risk by Quantile Regression 4 31 139 1,118 13 76 291 2,562
Duration: volume and volatility impact of trades 3 5 21 557 4 9 43 1,250
Financial integration of new EU Member States 0 2 26 137 4 14 70 309
Market discipline, financial integration and fiscal rules - what drives spreads in the euro area government bond market? 3 4 19 56 8 13 45 129
Measuring comovements by regression quantiles 1 3 18 92 2 7 34 225
Measuring financial integration in new EU member states 0 1 13 37 0 3 39 69
Sensitivity analysis of volatility - a new tool for risk management 4 6 25 623 16 33 131 1,628
The Central Bank as a risk manager: quantifying and forecasting fnflation risks 2 2 5 206 5 7 18 562
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 4 22 84 2 9 49 187
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 2 4 11 95 3 6 31 350
The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles 1 6 28 141 2 8 42 317
The Euro area financial system: structure, integration and policy initiatives 2 6 32 526 10 22 82 1,007
The impact of the euro on equity markets - a country and sector decomposition 1 3 14 18 4 7 34 44
The impact of the euro on financial markets 4 8 51 194 10 20 134 524
Value at risk models in finance 12 21 98 1,696 21 46 221 3,027
Total Working Papers 55 161 756 7,604 143 408 1,779 16,091

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Allocation by Variance Sensitivity Analysis 0 2 8 57 1 6 19 121
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 12 27 94 202 19 48 165 364
Duration, volume and volatility impact of trades 5 9 25 113 9 16 45 245
Quantifying the Risk of Deflation 2 6 28 43 3 9 64 138
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 2 17 21 1 5 42 57
The Euro-area Financial System: Structure, Integration, and Policy Initiatives 0 0 0 2 1 6 49 618
Total Journal Articles 19 46 172 438 34 90 384 1,543

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Statistics updated 2009-11-04