| 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 |
0 |
118 |
| A high frequency assessment of the ECB securities markets programme |
0 |
0 |
0 |
98 |
0 |
0 |
4 |
344 |
| A new theory of forecasting |
0 |
0 |
0 |
193 |
0 |
0 |
1 |
485 |
| A risk management perspective on macroprudential policy |
0 |
1 |
2 |
20 |
0 |
1 |
5 |
52 |
| Asset allocation by penalized least squares |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
250 |
| Bank Risk during the Financial Crisis: Do business models matter? |
1 |
1 |
1 |
119 |
1 |
1 |
4 |
385 |
| Bank risk during the financial crisis: do business models matter? |
0 |
1 |
8 |
257 |
1 |
2 |
19 |
1,004 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
2 |
8 |
1,389 |
1 |
4 |
32 |
3,311 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
2 |
5 |
65 |
0 |
5 |
16 |
252 |
| CAViaR: Conditional Value at Risk by Quantile Regression |
1 |
2 |
8 |
1,448 |
1 |
4 |
21 |
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 |
0 |
0 |
1 |
38 |
| Deciding with judgment |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
37 |
| Double conditioning: the hidden connection between Bayesian and classical statistics |
0 |
0 |
0 |
29 |
0 |
0 |
4 |
16 |
| Duration, volume and volatility impact of trades |
0 |
0 |
0 |
618 |
0 |
0 |
1 |
1,482 |
| Estimating systemic risk for non-listed euro-area banks |
0 |
1 |
13 |
13 |
0 |
5 |
22 |
22 |
| Finance and diversification |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
134 |
| Financial conditions, business cycle fluctuations and growth at risk |
0 |
1 |
3 |
31 |
0 |
1 |
10 |
85 |
| Financial integration of new EU Member States |
0 |
0 |
1 |
185 |
0 |
0 |
2 |
565 |
| Forecasting and stress testing with quantile vector autoregression |
0 |
3 |
33 |
187 |
4 |
15 |
126 |
622 |
| Fragmentation in the euro overnight unsecured money market |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
130 |
| 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 |
1 |
5 |
192 |
| Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? |
0 |
0 |
0 |
162 |
0 |
0 |
3 |
449 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
1 |
3 |
97 |
0 |
3 |
11 |
277 |
| Measuring comovements by regression quantiles |
0 |
0 |
0 |
181 |
0 |
0 |
1 |
506 |
| Measuring financial integration in new EU Member States |
0 |
0 |
1 |
18 |
0 |
0 |
7 |
89 |
| 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 |
1 |
190 |
0 |
2 |
8 |
629 |
| Monetary Policy with Judgment |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
37 |
| Monetary policy with judgment |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
38 |
| Quantifying the Risk of Deflation |
0 |
0 |
1 |
28 |
0 |
2 |
4 |
101 |
| Realized Bank Risk during the Great Recession |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
150 |
| Selecting models with judgment |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
25 |
| Sensitivity Analysis of GARCH Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
247 |
| Sensitivity analysis of volatility: a new tool for risk management |
0 |
0 |
0 |
671 |
1 |
1 |
4 |
1,996 |
| Statistical decision functions with judgment |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
28 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
1 |
123 |
0 |
0 |
2 |
395 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
1 |
115 |
0 |
0 |
1 |
474 |
| The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles |
0 |
0 |
2 |
196 |
0 |
0 |
2 |
502 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
0 |
1 |
243 |
1 |
1 |
4 |
716 |
| The euro area financial system: structure, integration and policy initiatives |
2 |
2 |
2 |
695 |
2 |
2 |
10 |
1,508 |
| The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets |
0 |
0 |
1 |
11 |
0 |
0 |
6 |
109 |
| 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 |
0 |
1 |
4 |
850 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
0 |
0 |
43 |
1 |
1 |
3 |
130 |
| The risk management approach to macro-prudential policy |
0 |
0 |
3 |
38 |
0 |
2 |
15 |
108 |
| VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles |
0 |
1 |
5 |
171 |
1 |
3 |
13 |
494 |
| VAR for VaR: measuring systemic risk using multivariate regression quantiles |
0 |
0 |
3 |
135 |
1 |
2 |
12 |
390 |
| VAR for VaR: measuring tail dependence using multivariate regression quantiles |
0 |
0 |
0 |
61 |
1 |
2 |
14 |
293 |
| Value at risk models in finance |
1 |
2 |
9 |
2,089 |
1 |
5 |
23 |
4,031 |
| Total Working Papers |
5 |
20 |
121 |
10,997 |
17 |
66 |
432 |
28,969 |
| 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 |
28 |
0 |
3 |
11 |
200 |
| A novel risk management perspective for macroprudential policy |
0 |
0 |
2 |
16 |
0 |
3 |
10 |
47 |
| Asset Allocation by Variance Sensitivity Analysis |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
198 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
2 |
9 |
620 |
5 |
7 |
24 |
1,467 |
| Changes in financial fragmentation in the euro area since 2008 |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
48 |
| Comment |
0 |
1 |
1 |
3 |
0 |
1 |
4 |
42 |
| Duration, volume and volatility impact of trades |
0 |
0 |
1 |
181 |
0 |
0 |
2 |
474 |
| Financial dependence, global growth opportunities, and growth revisited |
0 |
1 |
1 |
71 |
0 |
1 |
7 |
291 |
| Financial development, sectoral reallocation, and volatility: International evidence |
0 |
0 |
2 |
110 |
0 |
0 |
2 |
455 |
| Financial integration and capital flows in the new EU Member States |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
26 |
| Forecasting With Judgment |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
78 |
| Forecasting and stress testing with quantile vector autoregression |
2 |
2 |
5 |
5 |
3 |
6 |
11 |
11 |
| Fragmentation in the Euro overnight unsecured money market |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
122 |
| Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area |
0 |
1 |
4 |
61 |
0 |
7 |
14 |
237 |
| Measuring Comovements by Regression Quantiles |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
52 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
1 |
11 |
28 |
0 |
1 |
20 |
166 |
| New methodologies for systemic risk measurement |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
38 |
| Quantifying the Risk of Deflation |
0 |
2 |
3 |
8 |
0 |
2 |
3 |
22 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
0 |
2 |
4 |
268 |
| Realized bank risk during the great recession |
1 |
1 |
3 |
36 |
1 |
2 |
8 |
178 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
0 |
0 |
3 |
248 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
1 |
2 |
4 |
0 |
1 |
5 |
15 |
| The Euro-area Financial System: Structure, Integration, and Policy Initiatives |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
851 |
| The Impact of the Euro on Equity Markets |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
161 |
| The impact of the Securities Markets Programme |
0 |
0 |
0 |
243 |
0 |
0 |
3 |
724 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
89 |
| VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
0 |
1 |
5 |
61 |
1 |
4 |
18 |
264 |
| What drives spreads in the euro area government bond market? |
0 |
2 |
10 |
30 |
1 |
6 |
26 |
72 |
| Total Journal Articles |
3 |
16 |
63 |
1,877 |
11 |
46 |
186 |
6,844 |
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