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 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
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 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


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


Statistics updated 2025-02-05