| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A high frequency assessment of the ECB Securities Markets Programme |
1 |
1 |
1 |
25 |
2 |
7 |
15 |
133 |
| A high frequency assessment of the ECB securities markets programme |
0 |
0 |
2 |
101 |
1 |
4 |
9 |
357 |
| A new theory of forecasting |
0 |
0 |
0 |
193 |
2 |
2 |
3 |
488 |
| A risk management perspective on macroprudential policy |
0 |
0 |
0 |
20 |
3 |
6 |
7 |
59 |
| Asset allocation by penalized least squares |
0 |
0 |
0 |
70 |
2 |
2 |
5 |
255 |
| Bank Risk during the Financial Crisis: Do business models matter? |
1 |
1 |
1 |
120 |
3 |
5 |
11 |
396 |
| Bank risk during the financial crisis: do business models matter? |
1 |
1 |
6 |
265 |
4 |
9 |
24 |
1,036 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
2 |
67 |
2 |
2 |
14 |
267 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
7 |
1,399 |
8 |
30 |
74 |
3,394 |
| CAViaR: Conditional Value at Risk by Quantile Regression |
0 |
0 |
0 |
1,448 |
13 |
19 |
21 |
3,478 |
| Covid-19 and rural landscape: the case of Italy |
0 |
0 |
0 |
14 |
2 |
5 |
8 |
79 |
| Deciding with Judgment |
0 |
0 |
0 |
7 |
2 |
2 |
6 |
45 |
| Deciding with judgment |
0 |
0 |
0 |
19 |
3 |
3 |
4 |
43 |
| Double conditioning: the hidden connection between Bayesian and classical statistics |
0 |
0 |
1 |
30 |
2 |
5 |
7 |
23 |
| Duration, volume and volatility impact of trades |
0 |
0 |
0 |
619 |
2 |
7 |
13 |
1,497 |
| Estimating systemic risk for non-listed euro-area banks |
1 |
1 |
5 |
18 |
3 |
6 |
14 |
37 |
| Finance and diversification |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
136 |
| Financial conditions, business cycle fluctuations and growth at risk |
0 |
0 |
3 |
34 |
4 |
10 |
18 |
105 |
| Financial integration of new EU Member States |
0 |
0 |
0 |
185 |
2 |
3 |
7 |
573 |
| Forecasting and stress testing with quantile vector autoregression |
1 |
2 |
12 |
208 |
11 |
21 |
56 |
715 |
| Fragmentation in the euro overnight unsecured money market |
0 |
0 |
0 |
48 |
1 |
2 |
4 |
135 |
| Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in |
0 |
0 |
0 |
66 |
0 |
1 |
4 |
151 |
| Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area |
0 |
0 |
0 |
66 |
1 |
1 |
1 |
194 |
| Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? |
0 |
0 |
1 |
163 |
1 |
4 |
11 |
462 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
1 |
98 |
3 |
7 |
14 |
294 |
| Measuring comovements by regression quantiles |
0 |
0 |
0 |
181 |
3 |
5 |
7 |
514 |
| Measuring financial integration in new EU Member States |
0 |
0 |
0 |
18 |
2 |
3 |
3 |
93 |
| Modeling a Time-Varying Order Statistic |
0 |
0 |
0 |
284 |
1 |
2 |
3 |
1,013 |
| Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
0 |
0 |
1 |
191 |
5 |
11 |
15 |
644 |
| Monetary Policy with Judgment |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
40 |
| Monetary policy with judgment |
0 |
0 |
0 |
9 |
2 |
2 |
3 |
44 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
29 |
1 |
1 |
4 |
107 |
| Realized Bank Risk during the Great Recession |
0 |
0 |
1 |
69 |
0 |
3 |
10 |
160 |
| Selecting models with judgment |
0 |
0 |
1 |
26 |
1 |
2 |
5 |
31 |
| Sensitivity Analysis of GARCH Models |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
253 |
| Sensitivity analysis of volatility: a new tool for risk management |
0 |
0 |
0 |
672 |
2 |
5 |
7 |
2,004 |
| Statistical decision functions with judgment |
0 |
0 |
0 |
17 |
3 |
6 |
10 |
39 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
1 |
2 |
125 |
3 |
5 |
8 |
406 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
115 |
2 |
5 |
6 |
481 |
| The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles |
0 |
0 |
0 |
197 |
1 |
3 |
7 |
511 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
1 |
2 |
246 |
0 |
4 |
11 |
729 |
| The euro area financial system: structure, integration and policy initiatives |
0 |
0 |
1 |
696 |
4 |
8 |
13 |
1,522 |
| The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets |
0 |
0 |
1 |
12 |
0 |
4 |
13 |
124 |
| The impact of the euro on equity markets: a country and sector decomposition |
0 |
0 |
0 |
31 |
0 |
2 |
2 |
190 |
| The impact of the euro on financial markets |
0 |
0 |
0 |
267 |
3 |
7 |
8 |
858 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
0 |
0 |
43 |
2 |
6 |
9 |
140 |
| The risk management approach to macro-prudential policy |
1 |
1 |
2 |
41 |
3 |
8 |
17 |
127 |
| VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles |
0 |
0 |
0 |
171 |
2 |
3 |
5 |
500 |
| VAR for VaR: measuring systemic risk using multivariate regression quantiles |
0 |
0 |
1 |
137 |
1 |
5 |
7 |
398 |
| VAR for VaR: measuring tail dependence using multivariate regression quantiles |
0 |
1 |
2 |
63 |
3 |
10 |
21 |
319 |
| Value at risk models in finance |
0 |
1 |
1 |
2,090 |
3 |
6 |
11 |
4,045 |
| Total Working Papers |
6 |
11 |
57 |
11,077 |
125 |
280 |
565 |
29,644 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A High-Frequency assessment of the ECB Securities Markets Programme |
0 |
1 |
1 |
30 |
1 |
6 |
12 |
215 |
| A novel risk management perspective for macroprudential policy |
0 |
1 |
2 |
18 |
1 |
3 |
8 |
58 |
| Asset Allocation by Variance Sensitivity Analysis |
0 |
0 |
0 |
77 |
1 |
1 |
3 |
201 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
6 |
633 |
5 |
22 |
43 |
1,528 |
| Changes in financial fragmentation in the euro area since 2008 |
0 |
0 |
0 |
7 |
1 |
2 |
5 |
53 |
| Comment |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
43 |
| Duration, volume and volatility impact of trades |
0 |
0 |
0 |
181 |
1 |
4 |
5 |
479 |
| Estimating systemic risk for non-listed Euro-area banks |
0 |
2 |
5 |
5 |
1 |
5 |
16 |
16 |
| Financial conditions, business cycle fluctuations and growth-at-risk |
0 |
0 |
3 |
3 |
5 |
15 |
21 |
21 |
| Financial dependence, global growth opportunities, and growth revisited |
0 |
0 |
1 |
72 |
2 |
3 |
9 |
301 |
| Financial development, sectoral reallocation, and volatility: International evidence |
0 |
0 |
1 |
113 |
0 |
2 |
7 |
465 |
| Financial integration and capital flows in the new EU Member States |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
28 |
| Forecasting With Judgment |
0 |
0 |
0 |
31 |
1 |
2 |
5 |
83 |
| Forecasting and stress testing with quantile vector autoregression |
2 |
6 |
15 |
22 |
11 |
23 |
49 |
67 |
| Fragmentation in the Euro overnight unsecured money market |
0 |
0 |
0 |
33 |
0 |
2 |
3 |
125 |
| Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area |
0 |
0 |
2 |
64 |
1 |
5 |
11 |
251 |
| Measuring Comovements by Regression Quantiles |
0 |
0 |
0 |
10 |
1 |
3 |
7 |
59 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
0 |
29 |
0 |
0 |
4 |
173 |
| New methodologies for systemic risk measurement |
0 |
0 |
1 |
7 |
1 |
5 |
7 |
45 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
1 |
3 |
6 |
278 |
| Quantifying the Risk of Deflation |
0 |
0 |
1 |
9 |
3 |
6 |
8 |
30 |
| Realized bank risk during the great recession |
0 |
1 |
5 |
43 |
3 |
4 |
18 |
207 |
| Statistical decision functions with judgment |
0 |
1 |
2 |
2 |
1 |
2 |
5 |
5 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
4 |
4 |
7 |
9 |
25 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
3 |
7 |
10 |
258 |
| The Euro-area Financial System: Structure, Integration, and Policy Initiatives |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
855 |
| The Impact of the Euro on Equity Markets |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
163 |
| The impact of the Securities Markets Programme |
0 |
0 |
2 |
245 |
1 |
3 |
6 |
731 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
0 |
1 |
20 |
2 |
9 |
12 |
103 |
| VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
1 |
4 |
8 |
71 |
3 |
11 |
27 |
294 |
| What drives spreads in the euro area government bond market? |
0 |
1 |
3 |
35 |
1 |
11 |
17 |
94 |
| Total Journal Articles |
3 |
17 |
59 |
1,957 |
56 |
169 |
340 |
7,254 |
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