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 |
1 |
1 |
1 |
119 |
A high frequency assessment of the ECB securities markets programme |
0 |
1 |
1 |
99 |
2 |
6 |
8 |
350 |
A new theory of forecasting |
0 |
0 |
0 |
193 |
1 |
1 |
2 |
486 |
A risk management perspective on macroprudential policy |
0 |
0 |
2 |
20 |
0 |
0 |
3 |
52 |
Asset allocation by penalized least squares |
0 |
0 |
0 |
70 |
2 |
2 |
2 |
252 |
Bank Risk during the Financial Crisis: Do business models matter? |
0 |
0 |
1 |
119 |
2 |
2 |
4 |
387 |
Bank risk during the financial crisis: do business models matter? |
2 |
3 |
5 |
261 |
2 |
4 |
15 |
1,014 |
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
4 |
65 |
0 |
1 |
13 |
253 |
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
2 |
4 |
9 |
1,394 |
3 |
6 |
27 |
3,323 |
CAViaR: Conditional Value at Risk by Quantile Regression |
0 |
0 |
4 |
1,448 |
0 |
0 |
9 |
3,457 |
Covid-19 and rural landscape: the case of Italy |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
71 |
Deciding with Judgment |
0 |
0 |
1 |
7 |
1 |
2 |
3 |
40 |
Deciding with judgment |
0 |
0 |
0 |
19 |
1 |
3 |
3 |
40 |
Double conditioning: the hidden connection between Bayesian and classical statistics |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
16 |
Duration, volume and volatility impact of trades |
0 |
0 |
1 |
619 |
1 |
2 |
4 |
1,485 |
Estimating systemic risk for non-listed euro-area banks |
1 |
1 |
3 |
14 |
1 |
2 |
11 |
24 |
Finance and diversification |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
134 |
Financial conditions, business cycle fluctuations and growth at risk |
0 |
0 |
2 |
31 |
1 |
2 |
6 |
88 |
Financial integration of new EU Member States |
0 |
0 |
1 |
185 |
2 |
3 |
4 |
568 |
Forecasting and stress testing with quantile vector autoregression |
1 |
4 |
18 |
197 |
7 |
26 |
85 |
666 |
Fragmentation in the euro overnight unsecured money market |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
132 |
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 |
0 |
0 |
147 |
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 |
1 |
66 |
0 |
0 |
5 |
193 |
Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? |
0 |
0 |
0 |
162 |
1 |
2 |
4 |
452 |
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
1 |
97 |
1 |
1 |
11 |
281 |
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 |
1 |
2 |
90 |
Modeling a Time-Varying Order Statistic |
0 |
0 |
0 |
284 |
0 |
0 |
0 |
1,010 |
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
0 |
0 |
0 |
190 |
0 |
0 |
5 |
629 |
Monetary Policy with Judgment |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
37 |
Monetary policy with judgment |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
41 |
Quantifying the Risk of Deflation |
0 |
0 |
2 |
29 |
0 |
0 |
5 |
103 |
Realized Bank Risk during the Great Recession |
0 |
0 |
0 |
68 |
3 |
3 |
5 |
153 |
Selecting models with judgment |
0 |
0 |
0 |
25 |
1 |
2 |
2 |
27 |
Sensitivity Analysis of GARCH Models |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
250 |
Sensitivity analysis of volatility: a new tool for risk management |
0 |
1 |
1 |
672 |
1 |
2 |
5 |
1,998 |
Statistical decision functions with judgment |
0 |
1 |
1 |
17 |
1 |
2 |
2 |
30 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
1 |
123 |
0 |
1 |
5 |
398 |
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
1 |
115 |
0 |
1 |
2 |
475 |
The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles |
0 |
0 |
1 |
197 |
0 |
0 |
2 |
504 |
The central bank as a risk manager: quantifying and forecasting inflation risks |
1 |
2 |
2 |
245 |
2 |
3 |
6 |
720 |
The euro area financial system: structure, integration and policy initiatives |
0 |
0 |
2 |
695 |
2 |
2 |
8 |
1,511 |
The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets |
0 |
0 |
1 |
11 |
3 |
4 |
9 |
114 |
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 |
1 |
267 |
1 |
1 |
4 |
851 |
The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
0 |
0 |
43 |
1 |
1 |
3 |
132 |
The risk management approach to macro-prudential policy |
0 |
0 |
2 |
39 |
0 |
0 |
8 |
110 |
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles |
0 |
0 |
4 |
171 |
0 |
1 |
8 |
495 |
VAR for VaR: measuring systemic risk using multivariate regression quantiles |
0 |
0 |
4 |
136 |
0 |
0 |
10 |
391 |
VAR for VaR: measuring tail dependence using multivariate regression quantiles |
0 |
0 |
0 |
61 |
0 |
4 |
14 |
298 |
Value at risk models in finance |
0 |
0 |
6 |
2,089 |
0 |
2 |
18 |
4,034 |
Total Working Papers |
7 |
17 |
84 |
11,027 |
47 |
100 |
356 |
29,126 |
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 |
3 |
29 |
2 |
5 |
12 |
205 |
A novel risk management perspective for macroprudential policy |
1 |
1 |
1 |
17 |
1 |
3 |
9 |
51 |
Asset Allocation by Variance Sensitivity Analysis |
0 |
0 |
0 |
77 |
1 |
1 |
2 |
199 |
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
2 |
6 |
15 |
629 |
3 |
13 |
38 |
1,488 |
Changes in financial fragmentation in the euro area since 2008 |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
49 |
Comment |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
42 |
Duration, volume and volatility impact of trades |
0 |
0 |
0 |
181 |
1 |
1 |
1 |
475 |
Financial dependence, global growth opportunities, and growth revisited |
0 |
0 |
1 |
71 |
0 |
0 |
4 |
292 |
Financial development, sectoral reallocation, and volatility: International evidence |
0 |
1 |
3 |
112 |
0 |
1 |
4 |
458 |
Financial integration and capital flows in the new EU Member States |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
27 |
Forecasting With Judgment |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
78 |
Forecasting and stress testing with quantile vector autoregression |
1 |
2 |
8 |
8 |
4 |
8 |
22 |
22 |
Fragmentation in the Euro overnight unsecured money market |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
122 |
Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area |
1 |
2 |
6 |
63 |
1 |
3 |
17 |
241 |
Measuring Comovements by Regression Quantiles |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
52 |
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
7 |
29 |
1 |
3 |
14 |
170 |
New methodologies for systemic risk measurement |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
38 |
Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
3 |
3 |
10 |
275 |
Quantifying the Risk of Deflation |
0 |
0 |
3 |
8 |
0 |
0 |
3 |
22 |
Realized bank risk during the great recession |
0 |
1 |
3 |
38 |
2 |
7 |
18 |
191 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
2 |
4 |
0 |
1 |
5 |
16 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
248 |
The Euro-area Financial System: Structure, Integration, and Policy Initiatives |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
853 |
The Impact of the Euro on Equity Markets |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
162 |
The impact of the Securities Markets Programme |
0 |
0 |
0 |
243 |
0 |
0 |
1 |
725 |
The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
1 |
1 |
19 |
1 |
2 |
3 |
92 |
VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
0 |
0 |
4 |
63 |
2 |
2 |
14 |
269 |
What drives spreads in the euro area government bond market? |
0 |
1 |
10 |
32 |
1 |
3 |
23 |
78 |
Total Journal Articles |
5 |
16 |
69 |
1,903 |
26 |
61 |
209 |
6,940 |