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 1 25 1 1 19 145
A high frequency assessment of the ECB securities markets programme 0 0 1 102 0 2 23 376
A new theory of forecasting 0 0 0 193 0 0 8 494
A risk management perspective on macroprudential policy 0 0 1 21 5 6 26 79
Asset allocation by penalized least squares 0 0 0 70 0 2 11 264
Bank Risk during the Financial Crisis: Do business models matter? 1 1 2 121 1 1 23 414
Bank risk during the financial crisis: do business models matter? 0 0 2 266 0 0 25 1,052
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 1 3 1,402 2 8 82 3,446
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 0 0 67 0 2 26 291
CAViaR: Conditional Value at Risk by Quantile Regression 1 1 1 1,449 4 6 57 3,516
Covid-19 and rural landscape: the case of Italy 0 0 0 14 0 0 14 88
Deciding with Judgment 0 0 0 7 0 1 11 54
Deciding with judgment 0 0 0 19 0 1 16 56
Double conditioning: the hidden connection between Bayesian and classical statistics 0 0 0 30 1 2 15 33
Duration, volume and volatility impact of trades 0 0 0 619 0 2 32 1,522
Estimating systemic risk for non-listed euro-area banks 0 1 3 20 3 10 32 63
Finance and diversification 0 0 1 37 0 0 10 146
Financial conditions, business cycle fluctuations and growth at risk 0 0 0 34 0 1 16 111
Financial integration of new EU Member States 0 0 0 185 0 1 17 587
Forecasting and stress testing with quantile vector autoregression 0 0 6 212 3 6 61 755
Fragmentation in the euro overnight unsecured money market 0 0 0 48 0 0 10 143
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 1 10 160
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 2 16 209
Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? 0 2 3 166 0 4 22 480
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market 0 0 0 98 0 2 20 307
Measuring comovements by regression quantiles 1 1 1 182 1 1 19 528
Measuring financial integration in new EU Member States 0 0 0 18 0 0 11 101
Modeling a Time-Varying Order Statistic 0 0 0 284 0 1 13 1,024
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 0 191 0 0 27 660
Monetary Policy with Judgment 0 0 0 28 0 0 7 47
Monetary policy with judgment 0 0 0 9 1 1 19 61
Quantifying the Risk of Deflation 0 0 1 30 1 2 12 118
Realized Bank Risk during the Great Recession 0 0 0 69 1 3 13 170
Selecting models with judgment 0 0 0 26 0 0 16 45
Sensitivity Analysis of GARCH Models 0 0 0 0 1 3 9 261
Sensitivity analysis of volatility: a new tool for risk management 0 0 0 672 0 1 12 2,011
Statistical decision functions with judgment 0 0 0 17 1 2 12 45
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 125 0 1 12 413
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 115 0 0 13 489
The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles 0 0 0 197 0 1 47 555
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 1 246 0 0 10 735
The euro area financial system: structure, integration and policy initiatives 0 0 0 696 0 1 22 1,536
The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets 0 0 1 13 0 0 24 144
The impact of the euro on equity markets: a country and sector decomposition 0 0 0 31 0 0 6 194
The impact of the euro on financial markets 0 0 0 267 0 0 11 862
The portfolio of euro area fund investors and ECB monetary policy announcements 0 0 1 44 0 0 21 155
The risk management approach to macro-prudential policy 0 0 2 42 0 2 23 142
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 0 0 10 507
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 139 0 0 27 420
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 2 64 1 5 28 337
Value at risk models in finance 0 0 5 2,094 2 2 25 4,064
Total Working Papers 3 8 41 11,107 29 87 1,051 30,415
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 30 0 1 17 226
A novel risk management perspective for macroprudential policy 0 1 2 19 0 4 15 70
Asset Allocation by Variance Sensitivity Analysis 0 0 0 77 1 2 4 204
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 1 1 4 637 4 10 71 1,577
Changes in financial fragmentation in the euro area since 2008 0 0 0 7 1 1 9 60
Comment 0 0 0 3 0 0 5 47
Duration, volume and volatility impact of trades 0 0 0 181 2 3 14 489
Estimating systemic risk for non-listed Euro-area banks 0 2 7 10 0 10 34 45
Financial conditions, business cycle fluctuations and growth-at-risk 0 0 1 4 0 1 35 41
Financial dependence, global growth opportunities, and growth revisited 0 0 0 72 0 1 10 308
Financial development, sectoral reallocation, and volatility: International evidence 0 0 0 113 0 0 19 482
Financial integration and capital flows in the new EU Member States 0 0 0 3 0 1 8 36
Forecasting With Judgment 0 0 0 31 0 0 8 89
Forecasting and stress testing with quantile vector autoregression 0 0 12 28 1 5 64 108
Fragmentation in the Euro overnight unsecured money market 1 1 1 34 1 1 7 130
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 64 0 2 21 267
Macro-prudential policy under asymmetric risks: A Bayesian structural quantile VAR approach 0 0 0 0 0 1 1 1
Measuring Comovements by Regression Quantiles 0 0 0 10 0 1 12 68
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market 0 0 0 29 0 2 10 183
New methodologies for systemic risk measurement 0 0 0 7 0 1 12 52
Quantifying the Risk of Deflation 0 0 0 84 0 1 11 286
Quantifying the Risk of Deflation 0 0 2 11 0 1 18 42
Realized bank risk during the great recession 0 0 1 43 0 0 14 217
Statistical decision functions with judgment 0 0 1 2 0 0 8 11
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 5 0 1 17 35
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 2 28 279
The Euro-area Financial System: Structure, Integration, and Policy Initiatives 0 0 0 2 0 2 14 867
The Impact of the Euro on Equity Markets 0 0 0 34 0 0 6 169
The impact of the Securities Markets Programme 0 0 0 245 1 1 15 743
The portfolio of euro area fund investors and ECB monetary policy announcements 1 1 2 22 2 2 16 110
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 0 6 73 1 4 33 316
What drives spreads in the euro area government bond market? 0 0 5 39 0 3 28 111
Total Journal Articles 3 6 46 1,986 14 64 584 7,669

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 13 23
Total Chapters 0 0 0 0 0 0 13 23

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