| 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 |
3 |
4 |
20 |
140 |
| A high frequency assessment of the ECB securities markets programme |
0 |
0 |
2 |
101 |
3 |
6 |
21 |
372 |
| A new theory of forecasting |
0 |
0 |
0 |
193 |
3 |
5 |
7 |
493 |
| A risk management perspective on macroprudential policy |
0 |
0 |
0 |
20 |
5 |
8 |
19 |
71 |
| Asset allocation by penalized least squares |
0 |
0 |
0 |
70 |
1 |
4 |
7 |
260 |
| Bank Risk during the Financial Crisis: Do business models matter? |
0 |
0 |
1 |
120 |
3 |
10 |
20 |
410 |
| Bank risk during the financial crisis: do business models matter? |
1 |
1 |
3 |
266 |
6 |
8 |
30 |
1,050 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
1 |
67 |
10 |
12 |
27 |
286 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
0 |
0 |
3 |
1,399 |
12 |
23 |
88 |
3,432 |
| CAViaR: Conditional Value at Risk by Quantile Regression |
0 |
0 |
0 |
1,448 |
9 |
16 |
45 |
3,503 |
| Covid-19 and rural landscape: the case of Italy |
0 |
0 |
0 |
14 |
2 |
2 |
12 |
85 |
| Deciding with Judgment |
0 |
0 |
0 |
7 |
5 |
6 |
9 |
52 |
| Deciding with judgment |
0 |
0 |
0 |
19 |
4 |
9 |
15 |
55 |
| Double conditioning: the hidden connection between Bayesian and classical statistics |
0 |
0 |
1 |
30 |
1 |
3 |
13 |
29 |
| Duration, volume and volatility impact of trades |
0 |
0 |
0 |
619 |
2 |
15 |
31 |
1,518 |
| Estimating systemic risk for non-listed euro-area banks |
0 |
0 |
3 |
19 |
3 |
7 |
21 |
49 |
| Finance and diversification |
0 |
0 |
0 |
36 |
6 |
6 |
9 |
144 |
| Financial conditions, business cycle fluctuations and growth at risk |
0 |
0 |
0 |
34 |
0 |
1 |
17 |
110 |
| Financial integration of new EU Member States |
0 |
0 |
0 |
185 |
0 |
3 |
15 |
584 |
| Forecasting and stress testing with quantile vector autoregression |
0 |
3 |
13 |
212 |
3 |
14 |
65 |
742 |
| Fragmentation in the euro overnight unsecured money market |
0 |
0 |
0 |
48 |
1 |
2 |
10 |
143 |
| 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 |
2 |
12 |
159 |
| 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 |
4 |
8 |
14 |
207 |
| Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? |
0 |
0 |
2 |
164 |
1 |
8 |
21 |
474 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
1 |
98 |
7 |
10 |
20 |
305 |
| Measuring comovements by regression quantiles |
0 |
0 |
0 |
181 |
4 |
5 |
18 |
525 |
| Measuring financial integration in new EU Member States |
0 |
0 |
0 |
18 |
1 |
5 |
11 |
101 |
| Modeling a Time-Varying Order Statistic |
0 |
0 |
0 |
284 |
3 |
5 |
10 |
1,021 |
| Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
0 |
0 |
0 |
191 |
3 |
6 |
28 |
660 |
| Monetary Policy with Judgment |
0 |
0 |
0 |
28 |
1 |
1 |
6 |
45 |
| Monetary policy with judgment |
0 |
0 |
0 |
9 |
3 |
6 |
19 |
60 |
| Quantifying the Risk of Deflation |
0 |
1 |
1 |
30 |
1 |
3 |
12 |
115 |
| Realized Bank Risk during the Great Recession |
0 |
0 |
0 |
69 |
0 |
3 |
10 |
166 |
| Selecting models with judgment |
0 |
0 |
0 |
26 |
4 |
9 |
16 |
45 |
| Sensitivity Analysis of GARCH Models |
0 |
0 |
0 |
0 |
3 |
3 |
7 |
257 |
| Sensitivity analysis of volatility: a new tool for risk management |
0 |
0 |
0 |
672 |
1 |
2 |
10 |
2,009 |
| Statistical decision functions with judgment |
0 |
0 |
0 |
17 |
0 |
2 |
12 |
43 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
1 |
125 |
2 |
2 |
12 |
411 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
115 |
4 |
4 |
12 |
488 |
| The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles |
0 |
0 |
0 |
197 |
1 |
26 |
46 |
551 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
0 |
1 |
246 |
4 |
5 |
11 |
735 |
| The euro area financial system: structure, integration and policy initiatives |
0 |
0 |
0 |
696 |
2 |
6 |
20 |
1,533 |
| The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets |
0 |
0 |
1 |
12 |
10 |
10 |
25 |
141 |
| The impact of the euro on equity markets: a country and sector decomposition |
0 |
0 |
0 |
31 |
1 |
2 |
6 |
194 |
| The impact of the euro on financial markets |
0 |
0 |
0 |
267 |
2 |
3 |
11 |
862 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
1 |
1 |
44 |
4 |
7 |
20 |
152 |
| The risk management approach to macro-prudential policy |
0 |
0 |
1 |
41 |
0 |
6 |
21 |
136 |
| VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles |
0 |
0 |
0 |
171 |
3 |
4 |
12 |
507 |
| VAR for VaR: measuring systemic risk using multivariate regression quantiles |
0 |
1 |
1 |
138 |
4 |
8 |
23 |
416 |
| VAR for VaR: measuring tail dependence using multivariate regression quantiles |
0 |
0 |
2 |
63 |
3 |
5 |
29 |
330 |
| Value at risk models in finance |
1 |
3 |
4 |
2,093 |
3 |
9 |
23 |
4,060 |
| Total Working Papers |
2 |
10 |
44 |
11,090 |
162 |
339 |
998 |
30,236 |
| 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 |
6 |
16 |
224 |
| A novel risk management perspective for macroprudential policy |
0 |
0 |
1 |
18 |
2 |
3 |
13 |
65 |
| Asset Allocation by Variance Sensitivity Analysis |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
202 |
| CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
1 |
2 |
4 |
636 |
12 |
23 |
64 |
1,562 |
| Changes in financial fragmentation in the euro area since 2008 |
0 |
0 |
0 |
7 |
3 |
4 |
9 |
59 |
| Comment |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
46 |
| Duration, volume and volatility impact of trades |
0 |
0 |
0 |
181 |
1 |
2 |
11 |
486 |
| Estimating systemic risk for non-listed Euro-area banks |
0 |
1 |
4 |
6 |
3 |
9 |
25 |
29 |
| Financial conditions, business cycle fluctuations and growth-at-risk |
0 |
1 |
4 |
4 |
4 |
8 |
37 |
37 |
| Financial dependence, global growth opportunities, and growth revisited |
0 |
0 |
0 |
72 |
1 |
4 |
14 |
307 |
| Financial development, sectoral reallocation, and volatility: International evidence |
0 |
0 |
0 |
113 |
3 |
7 |
20 |
479 |
| Financial integration and capital flows in the new EU Member States |
0 |
0 |
0 |
3 |
1 |
1 |
6 |
34 |
| Forecasting With Judgment |
0 |
0 |
0 |
31 |
1 |
2 |
9 |
88 |
| Forecasting and stress testing with quantile vector autoregression |
1 |
3 |
15 |
27 |
6 |
17 |
62 |
95 |
| Fragmentation in the Euro overnight unsecured money market |
0 |
0 |
0 |
33 |
1 |
2 |
7 |
129 |
| 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 |
7 |
19 |
263 |
| Measuring Comovements by Regression Quantiles |
0 |
0 |
0 |
10 |
2 |
2 |
13 |
66 |
| Measuring Financial Fragmentation in the Euro Area Corporate Bond Market |
0 |
0 |
0 |
29 |
2 |
3 |
6 |
179 |
| New methodologies for systemic risk measurement |
0 |
0 |
1 |
7 |
2 |
2 |
11 |
50 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
0 |
1 |
8 |
283 |
| Quantifying the Risk of Deflation |
0 |
0 |
1 |
9 |
3 |
5 |
14 |
37 |
| Realized bank risk during the great recession |
0 |
0 |
2 |
43 |
4 |
7 |
19 |
216 |
| Statistical decision functions with judgment |
0 |
0 |
2 |
2 |
1 |
2 |
8 |
9 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
4 |
3 |
5 |
15 |
32 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
1 |
6 |
27 |
276 |
| The Euro-area Financial System: Structure, Integration, and Policy Initiatives |
0 |
0 |
0 |
2 |
1 |
4 |
12 |
865 |
| The Impact of the Euro on Equity Markets |
0 |
0 |
0 |
34 |
1 |
3 |
7 |
169 |
| The impact of the Securities Markets Programme |
0 |
0 |
2 |
245 |
3 |
7 |
17 |
742 |
| The portfolio of euro area fund investors and ECB monetary policy announcements |
0 |
0 |
2 |
21 |
2 |
2 |
15 |
107 |
| VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
1 |
1 |
6 |
72 |
7 |
12 |
37 |
311 |
| What drives spreads in the euro area government bond market? |
0 |
1 |
5 |
37 |
2 |
7 |
24 |
104 |
| Total Journal Articles |
3 |
9 |
51 |
1,971 |
79 |
165 |
551 |
7,551 |
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