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 0 0 2 120
A high frequency assessment of the ECB securities markets programme 0 1 2 100 0 1 8 352
A new theory of forecasting 0 0 0 193 0 0 1 486
A risk management perspective on macroprudential policy 0 0 0 20 0 0 0 52
Asset allocation by penalized least squares 0 0 0 70 0 0 3 253
Bank Risk during the Financial Crisis: Do business models matter? 0 0 1 119 0 0 6 390
Bank risk during the financial crisis: do business models matter? 0 0 7 263 3 5 22 1,024
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 1 2 67 1 3 12 261
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 1 2 8 1,397 4 17 46 3,355
CAViaR: Conditional Value at Risk by Quantile Regression 0 0 1 1,448 0 1 4 3,459
Covid-19 and rural landscape: the case of Italy 0 0 0 14 0 0 2 73
Deciding with Judgment 0 0 0 7 0 0 5 43
Deciding with judgment 0 0 0 19 0 0 3 40
Double conditioning: the hidden connection between Bayesian and classical statistics 0 0 0 29 0 0 0 16
Duration, volume and volatility impact of trades 0 0 1 619 1 2 7 1,489
Estimating systemic risk for non-listed euro-area banks 0 0 4 16 0 1 8 28
Finance and diversification 0 0 0 36 0 0 1 135
Financial conditions, business cycle fluctuations and growth at risk 0 1 3 34 0 5 10 95
Financial integration of new EU Member States 0 0 0 185 0 1 4 569
Forecasting and stress testing with quantile vector autoregression 2 6 19 205 2 13 74 687
Fragmentation in the euro overnight unsecured money market 0 0 0 48 0 0 3 133
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 2 149
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 0 2 193
Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? 0 0 0 162 0 1 5 454
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market 1 1 2 98 2 3 12 287
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 0 1 90
Modeling a Time-Varying Order Statistic 0 0 0 284 0 0 1 1,011
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 1 1 191 1 2 5 633
Monetary Policy with Judgment 0 0 0 28 0 0 2 39
Monetary policy with judgment 0 0 0 9 0 1 4 42
Quantifying the Risk of Deflation 0 0 1 29 0 0 3 103
Realized Bank Risk during the Great Recession 0 0 1 69 0 0 6 156
Selecting models with judgment 0 1 1 26 0 1 4 29
Sensitivity Analysis of GARCH Models 0 0 0 0 0 1 4 251
Sensitivity analysis of volatility: a new tool for risk management 0 0 1 672 0 0 4 1,999
Statistical decision functions with judgment 0 0 1 17 0 0 3 31
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 124 0 0 4 399
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 115 0 0 2 476
The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles 0 0 1 197 1 1 4 506
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 2 245 0 1 9 724
The euro area financial system: structure, integration and policy initiatives 0 1 3 696 0 2 8 1,514
The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets 1 1 1 12 2 4 10 119
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 0 267 0 0 2 851
The portfolio of euro area fund investors and ECB monetary policy announcements 0 0 0 43 1 1 4 133
The risk management approach to macro-prudential policy 0 0 2 40 1 2 10 116
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 2 2 5 497
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 137 0 1 5 393
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 1 62 2 6 13 305
Value at risk models in finance 0 0 2 2,089 0 4 11 4,039
Total Working Papers 5 17 71 11,058 24 84 367 29,294
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 29 0 2 9 209
A novel risk management perspective for macroprudential policy 0 0 1 17 1 1 6 53
Asset Allocation by Variance Sensitivity Analysis 0 0 0 77 0 1 2 200
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 1 13 632 1 8 40 1,501
Changes in financial fragmentation in the euro area since 2008 0 0 0 7 1 1 3 51
Comment 0 0 0 3 0 0 0 42
Duration, volume and volatility impact of trades 0 0 0 181 0 0 1 475
Financial dependence, global growth opportunities, and growth revisited 0 1 2 72 2 3 5 295
Financial development, sectoral reallocation, and volatility: International evidence 0 1 3 113 0 2 5 460
Financial integration and capital flows in the new EU Member States 0 0 0 3 0 0 2 28
Forecasting With Judgment 0 0 0 31 0 0 1 79
Forecasting and stress testing with quantile vector autoregression 0 3 10 13 1 9 32 37
Fragmentation in the Euro overnight unsecured money market 0 0 0 33 0 0 0 122
Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area 0 0 2 63 0 2 9 245
Measuring Comovements by Regression Quantiles 0 0 0 10 0 0 1 53
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market 0 0 1 29 0 0 7 173
New methodologies for systemic risk measurement 0 1 1 7 0 1 2 40
Quantifying the Risk of Deflation 0 0 0 84 0 0 8 275
Quantifying the Risk of Deflation 0 0 2 8 0 0 3 23
Realized bank risk during the great recession 0 2 7 42 0 3 22 199
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 4 0 0 2 17
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 0 1 249
The Euro-area Financial System: Structure, Integration, and Policy Initiatives 0 0 0 2 0 0 2 853
The Impact of the Euro on Equity Markets 0 0 0 34 0 0 1 162
The impact of the Securities Markets Programme 1 2 2 245 1 2 3 727
The portfolio of euro area fund investors and ECB monetary policy announcements 0 0 1 19 0 1 4 93
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 2 6 67 4 7 17 279
What drives spreads in the euro area government bond market? 0 0 3 32 0 1 11 81
Total Journal Articles 2 13 55 1,924 11 44 199 7,021

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

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Statistics updated 2025-07-04