| 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 |
1 |
1 |
25 |
1 |
6 |
17 |
137 |
| A high frequency assessment of the ECB securities markets programme |
0 |
0 |
2 |
101 |
3 |
13 |
19 |
369 |
| A new theory of forecasting |
0 |
0 |
0 |
193 |
2 |
4 |
4 |
490 |
| A risk management perspective on macroprudential policy |
0 |
0 |
0 |
20 |
1 |
8 |
12 |
64 |
| Asset allocation by penalized least squares |
0 |
0 |
0 |
70 |
2 |
5 |
6 |
258 |
| Bank Risk during the Financial Crisis: Do business models matter? |
0 |
1 |
1 |
120 |
5 |
12 |
16 |
405 |
| Bank risk during the financial crisis: do business models matter? |
0 |
1 |
3 |
265 |
0 |
10 |
26 |
1,042 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
1 |
67 |
2 |
11 |
18 |
276 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
4 |
1,399 |
4 |
27 |
79 |
3,413 |
| CAViaR: Conditional Value at Risk by Quantile Regression |
0 |
0 |
0 |
1,448 |
3 |
25 |
32 |
3,490 |
| Covid-19 and rural landscape: the case of Italy |
0 |
0 |
0 |
14 |
0 |
6 |
10 |
83 |
| Deciding with Judgment |
0 |
0 |
0 |
7 |
0 |
3 |
4 |
46 |
| Deciding with judgment |
0 |
0 |
0 |
19 |
5 |
11 |
11 |
51 |
| Double conditioning: the hidden connection between Bayesian and classical statistics |
0 |
0 |
1 |
30 |
1 |
6 |
11 |
27 |
| Duration, volume and volatility impact of trades |
0 |
0 |
0 |
619 |
10 |
18 |
27 |
1,513 |
| Estimating systemic risk for non-listed euro-area banks |
0 |
2 |
4 |
19 |
4 |
12 |
20 |
46 |
| Finance and diversification |
0 |
0 |
0 |
36 |
0 |
2 |
3 |
138 |
| Financial conditions, business cycle fluctuations and growth at risk |
0 |
0 |
1 |
34 |
1 |
9 |
20 |
110 |
| Financial integration of new EU Member States |
0 |
0 |
0 |
185 |
2 |
12 |
15 |
583 |
| Forecasting and stress testing with quantile vector autoregression |
2 |
4 |
13 |
211 |
7 |
31 |
64 |
735 |
| Fragmentation in the euro overnight unsecured money market |
0 |
0 |
0 |
48 |
1 |
8 |
9 |
142 |
| 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 |
7 |
11 |
158 |
| 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 |
7 |
7 |
200 |
| Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? |
0 |
1 |
2 |
164 |
4 |
9 |
17 |
470 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
1 |
98 |
0 |
4 |
12 |
295 |
| Measuring comovements by regression quantiles |
0 |
0 |
0 |
181 |
0 |
9 |
13 |
520 |
| Measuring financial integration in new EU Member States |
0 |
0 |
0 |
18 |
3 |
8 |
9 |
99 |
| Modeling a Time-Varying Order Statistic |
0 |
0 |
0 |
284 |
2 |
6 |
7 |
1,018 |
| Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
0 |
0 |
1 |
191 |
3 |
18 |
27 |
657 |
| Monetary Policy with Judgment |
0 |
0 |
0 |
28 |
0 |
4 |
5 |
44 |
| Monetary policy with judgment |
0 |
0 |
0 |
9 |
3 |
15 |
16 |
57 |
| Quantifying the Risk of Deflation |
1 |
1 |
1 |
30 |
2 |
8 |
11 |
114 |
| Realized Bank Risk during the Great Recession |
0 |
0 |
1 |
69 |
2 |
5 |
10 |
165 |
| Selecting models with judgment |
0 |
0 |
1 |
26 |
5 |
11 |
13 |
41 |
| Sensitivity Analysis of GARCH Models |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
254 |
| Sensitivity analysis of volatility: a new tool for risk management |
0 |
0 |
0 |
672 |
1 |
6 |
9 |
2,008 |
| Statistical decision functions with judgment |
0 |
0 |
0 |
17 |
2 |
7 |
12 |
43 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
2 |
125 |
0 |
6 |
11 |
409 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
115 |
0 |
5 |
9 |
484 |
| The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles |
0 |
0 |
0 |
197 |
15 |
30 |
36 |
540 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
0 |
1 |
246 |
1 |
2 |
9 |
731 |
| The euro area financial system: structure, integration and policy initiatives |
0 |
0 |
1 |
696 |
3 |
12 |
18 |
1,530 |
| The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets |
0 |
0 |
1 |
12 |
0 |
7 |
17 |
131 |
| The impact of the euro on equity markets: a country and sector decomposition |
0 |
0 |
0 |
31 |
0 |
2 |
4 |
192 |
| The impact of the euro on financial markets |
0 |
0 |
0 |
267 |
1 |
5 |
9 |
860 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
1 |
1 |
1 |
44 |
2 |
9 |
15 |
147 |
| The risk management approach to macro-prudential policy |
0 |
1 |
1 |
41 |
5 |
11 |
22 |
135 |
| VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles |
0 |
0 |
0 |
171 |
1 |
6 |
9 |
504 |
| VAR for VaR: measuring systemic risk using multivariate regression quantiles |
0 |
0 |
1 |
137 |
2 |
13 |
19 |
410 |
| VAR for VaR: measuring tail dependence using multivariate regression quantiles |
0 |
0 |
2 |
63 |
1 |
10 |
28 |
326 |
| Value at risk models in finance |
0 |
0 |
1 |
2,090 |
1 |
10 |
17 |
4,052 |
| Total Working Papers |
4 |
13 |
49 |
11,084 |
115 |
493 |
829 |
30,012 |
| 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 |
30 |
3 |
7 |
14 |
221 |
| A novel risk management perspective for macroprudential policy |
0 |
0 |
1 |
18 |
0 |
5 |
11 |
62 |
| Asset Allocation by Variance Sensitivity Analysis |
0 |
0 |
0 |
77 |
0 |
2 |
3 |
202 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
1 |
2 |
4 |
635 |
6 |
22 |
52 |
1,545 |
| Changes in financial fragmentation in the euro area since 2008 |
0 |
0 |
0 |
7 |
0 |
3 |
5 |
55 |
| Comment |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
44 |
| Duration, volume and volatility impact of trades |
0 |
0 |
0 |
181 |
0 |
6 |
9 |
484 |
| Estimating systemic risk for non-listed Euro-area banks |
0 |
0 |
5 |
5 |
3 |
8 |
23 |
23 |
| Financial conditions, business cycle fluctuations and growth-at-risk |
1 |
1 |
4 |
4 |
2 |
15 |
31 |
31 |
| Financial dependence, global growth opportunities, and growth revisited |
0 |
0 |
1 |
72 |
2 |
6 |
13 |
305 |
| Financial development, sectoral reallocation, and volatility: International evidence |
0 |
0 |
1 |
113 |
3 |
10 |
17 |
475 |
| Financial integration and capital flows in the new EU Member States |
0 |
0 |
0 |
3 |
0 |
5 |
5 |
33 |
| Forecasting With Judgment |
0 |
0 |
0 |
31 |
1 |
5 |
8 |
87 |
| Forecasting and stress testing with quantile vector autoregression |
2 |
6 |
16 |
26 |
6 |
28 |
57 |
84 |
| Fragmentation in the Euro overnight unsecured money market |
0 |
0 |
0 |
33 |
1 |
3 |
6 |
128 |
| 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 |
64 |
2 |
8 |
16 |
258 |
| Measuring Comovements by Regression Quantiles |
0 |
0 |
0 |
10 |
0 |
6 |
12 |
64 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
0 |
29 |
1 |
4 |
5 |
177 |
| New methodologies for systemic risk measurement |
0 |
0 |
1 |
7 |
0 |
4 |
9 |
48 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
1 |
6 |
8 |
283 |
| Quantifying the Risk of Deflation |
0 |
0 |
1 |
9 |
1 |
6 |
10 |
33 |
| Realized bank risk during the great recession |
0 |
0 |
5 |
43 |
2 |
7 |
17 |
211 |
| Statistical decision functions with judgment |
0 |
0 |
2 |
2 |
0 |
3 |
6 |
7 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
4 |
1 |
7 |
12 |
28 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
3 |
18 |
25 |
273 |
| The Euro-area Financial System: Structure, Integration, and Policy Initiatives |
0 |
0 |
0 |
2 |
1 |
8 |
9 |
862 |
| The Impact of the Euro on Equity Markets |
0 |
0 |
0 |
34 |
0 |
3 |
4 |
166 |
| The impact of the Securities Markets Programme |
0 |
0 |
2 |
245 |
2 |
7 |
12 |
737 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
1 |
2 |
21 |
0 |
4 |
13 |
105 |
| VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
0 |
1 |
6 |
71 |
2 |
10 |
29 |
301 |
| What drives spreads in the euro area government bond market? |
0 |
1 |
4 |
36 |
3 |
7 |
20 |
100 |
| Total Journal Articles |
4 |
12 |
57 |
1,966 |
46 |
234 |
463 |
7,432 |
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