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 high frequency assessment of the ECB Securities Markets Programme 0 0 0 24 0 0 2 120
A high frequency assessment of the ECB securities markets programme 0 1 3 101 0 1 9 353
A new theory of forecasting 0 0 0 193 0 0 1 486
A risk management perspective on macroprudential policy 0 0 0 20 1 1 1 53
Asset allocation by penalized least squares 0 0 0 70 0 0 3 253
Bank Risk during the Financial Crisis: Do business models matter? 0 0 0 119 0 0 5 390
Bank risk during the financial crisis: do business models matter? 0 0 6 263 1 5 22 1,026
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 3 10 1,399 1 12 52 3,363
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 0 2 67 1 4 12 264
CAViaR: Conditional Value at Risk by Quantile Regression 0 0 0 1,448 0 0 2 3,459
Covid-19 and rural landscape: the case of Italy 0 0 0 14 0 1 3 74
Deciding with Judgment 0 0 0 7 0 0 5 43
Deciding with judgment 0 0 0 19 0 0 3 40
Double conditioning: the hidden connection between Bayesian and classical statistics 0 0 0 29 0 0 0 16
Duration, volume and volatility impact of trades 0 0 1 619 0 2 8 1,490
Estimating systemic risk for non-listed euro-area banks 1 1 4 17 1 1 7 29
Finance and diversification 0 0 0 36 0 0 1 135
Financial conditions, business cycle fluctuations and growth at risk 0 0 3 34 0 0 10 95
Financial integration of new EU Member States 0 0 0 185 1 1 5 570
Forecasting and stress testing with quantile vector autoregression 0 3 19 206 1 6 69 691
Fragmentation in the euro overnight unsecured money market 0 0 0 48 0 0 3 133
Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in 0 0 0 66 1 2 3 150
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 0 0 1 193
Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? 1 1 1 163 2 2 7 456
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market 0 1 1 98 0 2 10 287
Measuring comovements by regression quantiles 0 0 0 181 2 2 3 509
Measuring financial integration in new EU Member States 0 0 0 18 0 0 1 90
Modeling a Time-Varying Order Statistic 0 0 0 284 0 0 1 1,011
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 1 191 0 1 4 633
Monetary Policy with Judgment 0 0 0 28 0 1 3 40
Monetary policy with judgment 0 0 0 9 0 0 4 42
Quantifying the Risk of Deflation 0 0 1 29 1 1 3 104
Realized Bank Risk during the Great Recession 0 0 1 69 0 0 6 156
Selecting models with judgment 0 0 1 26 0 0 4 29
Sensitivity Analysis of GARCH Models 0 0 0 0 0 0 4 251
Sensitivity analysis of volatility: a new tool for risk management 0 0 1 672 0 0 3 1,999
Statistical decision functions with judgment 0 0 1 17 1 2 5 33
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 124 2 2 6 401
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 115 0 0 2 476
The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles 0 0 1 197 2 3 6 508
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 2 245 0 0 8 724
The euro area financial system: structure, integration and policy initiatives 0 0 1 696 0 0 6 1,514
The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets 0 1 1 12 1 3 11 120
The impact of the euro on equity markets: a country and sector decomposition 0 0 0 31 0 0 0 188
The impact of the euro on financial markets 0 0 0 267 0 0 1 851
The portfolio of euro area fund investors and ECB monetary policy announcements 0 0 0 43 0 2 4 134
The risk management approach to macro-prudential policy 0 0 2 40 0 1 8 116
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 0 2 3 497
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 137 0 0 3 393
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 1 62 1 5 15 308
Value at risk models in finance 0 0 0 2,089 0 0 8 4,039
Total Working Papers 2 11 67 11,064 20 65 366 29,335
1 registered items for which data could not be found

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 0 1 29 0 0 9 209
A novel risk management perspective for macroprudential policy 0 0 1 17 1 3 8 55
Asset Allocation by Variance Sensitivity Analysis 0 0 0 77 0 0 2 200
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 1 13 633 2 6 39 1,506
Changes in financial fragmentation in the euro area since 2008 0 0 0 7 0 1 3 51
Comment 0 0 0 3 0 0 0 42
Duration, volume and volatility impact of trades 0 0 0 181 0 0 1 475
Estimating systemic risk for non-listed Euro-area banks 0 1 3 3 2 6 10 10
Financial conditions, business cycle fluctuations and growth-at-risk 0 2 2 2 0 3 4 4
Financial dependence, global growth opportunities, and growth revisited 0 0 1 72 1 5 7 298
Financial development, sectoral reallocation, and volatility: International evidence 0 0 3 113 1 3 8 463
Financial integration and capital flows in the new EU Member States 0 0 0 3 0 0 2 28
Forecasting With Judgment 0 0 0 31 0 1 2 80
Forecasting and stress testing with quantile vector autoregression 0 0 8 13 2 5 30 41
Fragmentation in the Euro overnight unsecured money market 0 0 0 33 0 1 1 123
Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area 0 1 3 64 0 1 9 246
Measuring Comovements by Regression Quantiles 0 0 0 10 2 2 3 55
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market 0 0 1 29 0 0 7 173
New methodologies for systemic risk measurement 0 0 1 7 0 0 2 40
Quantifying the Risk of Deflation 1 1 1 9 1 1 2 24
Quantifying the Risk of Deflation 0 0 0 84 0 0 7 275
Realized bank risk during the great recession 0 0 6 42 2 3 24 202
Statistical decision functions with judgment 0 1 1 1 1 2 3 3
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 2 2 3 251
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 4 0 1 3 18
The Euro-area Financial System: Structure, Integration, and Policy Initiatives 0 0 0 2 0 0 2 853
The Impact of the Euro on Equity Markets 0 0 0 34 1 1 2 163
The impact of the Securities Markets Programme 0 1 2 245 0 1 3 727
The portfolio of euro area fund investors and ECB monetary policy announcements 0 1 2 20 0 1 5 94
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 67 1 8 19 283
What drives spreads in the euro area government bond market? 1 2 4 34 1 2 11 83
Total Journal Articles 2 12 59 1,936 20 59 231 7,075

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Equity Market Integration of New EU Member States 0 0 0 0 0 0 0 10
Total Chapters 0 0 0 0 0 0 0 10

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Statistics updated 2025-09-05