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 1 2 3 101 1 2 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 0 0 0 52
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 1 119 0 0 6 390
Bank risk during the financial crisis: do business models matter? 0 0 6 263 1 5 22 1,025
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 1 2 67 2 4 11 263
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 2 3 10 1,399 7 18 52 3,362
CAViaR: Conditional Value at Risk by Quantile Regression 0 0 1 1,448 0 1 3 3,459
Covid-19 and rural landscape: the case of Italy 0 0 0 14 1 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 1 3 8 1,490
Estimating systemic risk for non-listed euro-area banks 0 0 3 16 0 0 6 28
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 2 10 95
Financial integration of new EU Member States 0 0 0 185 0 0 4 569
Forecasting and stress testing with quantile vector autoregression 1 7 19 206 3 13 72 690
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 0 2 2 149
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? 0 0 0 162 0 1 5 454
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 0 0 1 507
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 1 1 3 40
Monetary policy with judgment 0 0 0 9 0 1 4 42
Quantifying the Risk of Deflation 0 0 1 29 0 0 2 103
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 1 4 251
Sensitivity analysis of volatility: a new tool for risk management 0 0 1 672 0 0 4 1,999
Statistical decision functions with judgment 0 0 1 17 1 1 4 32
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 124 0 0 4 399
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 0 1 4 506
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 2 245 0 0 9 724
The euro area financial system: structure, integration and policy initiatives 0 0 3 696 0 1 8 1,514
The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets 0 1 1 12 0 3 10 119
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 1 2 5 134
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 4 497
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 137 0 0 4 393
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 1 62 2 6 15 307
Value at risk models in finance 0 0 1 2,089 0 2 9 4,039
Total Working Papers 4 16 70 11,062 21 77 363 29,315
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 1 9 209
A novel risk management perspective for macroprudential policy 0 0 1 17 1 2 7 54
Asset Allocation by Variance Sensitivity Analysis 0 0 0 77 0 0 2 200
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 1 1 13 633 3 6 42 1,504
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 1 1 3 3 1 4 8 8
Financial conditions, business cycle fluctuations and growth-at-risk 0 2 2 2 0 4 4 4
Financial dependence, global growth opportunities, and growth revisited 0 0 1 72 2 4 6 297
Financial development, sectoral reallocation, and volatility: International evidence 0 0 3 113 2 3 7 462
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 1 1 2 80
Forecasting and stress testing with quantile vector autoregression 0 1 10 13 2 6 31 39
Fragmentation in the Euro overnight unsecured money market 0 0 0 33 1 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 1 1 3 64 1 2 9 246
Measuring Comovements by Regression Quantiles 0 0 0 10 0 0 1 53
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 1 1 7 0 1 2 40
Quantifying the Risk of Deflation 0 0 0 8 0 0 1 23
Quantifying the Risk of Deflation 0 0 0 84 0 0 7 275
Realized bank risk during the great recession 0 1 7 42 1 3 23 200
Statistical decision functions with judgment 0 1 1 1 0 1 2 2
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 0 1 249
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 4 1 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 0 0 1 162
The impact of the Securities Markets Programme 0 2 2 245 0 2 3 727
The portfolio of euro area fund investors and ECB monetary policy announcements 1 1 2 20 1 2 5 94
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 67 3 8 19 282
What drives spreads in the euro area government bond market? 1 1 3 33 1 2 11 82
Total Journal Articles 5 14 60 1,934 21 55 222 7,055

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 2025-08-05