Simone Manganelli
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- Deciding with Judgment (RePEc:arx:papers:1903.06980)
by Simone Manganelli - CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles (RePEc:bes:jnlbes:v:22:y:2004:p:367-381)
by Robert F. Engle & Simone Manganelli - Forecasting With Judgment (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:553-563)
by Manganelli, Simone - Measuring Financial Fragmentation in the Euro Area Corporate Bond Market (RePEc:bfr:banfra:582)
by G. Horny & M. Manganelli & B. Mojon - Changes in financial fragmentation in the euro area since 2008 (RePEc:bfr:rueban:2016:28)
by Horny, G. & Manganelli, S. & Mojon, B. - Bank Risk during the Financial Crisis: Do business models matter? (RePEc:bng:wpaper:12003)
by Yener Altunbas & Simone Manganelli & David Marques-Ibanez - CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles (RePEc:cdl:ucsdec:qt06m3d6nv)
by Engle, Robert F & Manganelli, Simone - Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area (RePEc:cpr:ceprdp:10901)
by Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone - The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks (RePEc:cpr:ceprdp:3918)
by Kilian, Lutz & Manganelli, Simone - The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan (RePEc:cpr:ceprdp:6031)
by Kilian, Lutz & Manganelli, Simone - A high frequency assessment of the ECB Securities Markets Programme (RePEc:cpr:ceprdp:9778)
by Ghysels, Eric & Idier, Julien & Manganelli, Simone & Vergote, Olivier - The Impact of the Euro on Equity Markets (RePEc:cup:jfinqa:v:45:y:2010:i:02:p:473-502_00)
by Cappiello, Lorenzo & Kadareja, Arjan & Manganelli, Simone - Measuring financial integration in new EU Member States (RePEc:ecb:ecbops:200881)
by De Santis, Roberto A. & Cappiello, Lorenzo & Baltzer, Markus & Manganelli, Simone - The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets (RePEc:ecb:ecbops:2011122)
by Beirne, John & Tapking, Jens & Sahel, Benjamin & Sušec, Matjaž & Monar, Fernando & Manganelli, Simone & Grothe, Magdalena & Ejsing, Jacob & Dalitz, Lars & Vong, Tana - Financial integration and capital flows in the new EU Member States (RePEc:ecb:ecbrbu:2007:0006:2)
by Lorenzo Cappiello & Simone Manganelli - New methodologies for systemic risk measurement (RePEc:ecb:ecbrbu:2011:0012:1)
by Stefano Corradin & Simone Manganelli & Bernd Schwaab - The impact of the Securities Markets Programme (RePEc:ecb:ecbrbu:2012:0017:1)
by Simone Manganelli - A novel risk management perspective for macroprudential policy (RePEc:ecb:ecbrbu:2021:87.1:)
by Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd - Value at risk models in finance (RePEc:ecb:ecbwps:200175)
by Engle, Robert F. & Manganelli, Simone - Duration, volume and volatility impact of trades (RePEc:ecb:ecbwps:2002125)
by Manganelli, Simone - Sensitivity analysis of volatility: a new tool for risk management (RePEc:ecb:ecbwps:2002194)
by Ceci, Vladimiro & Manganelli, Simone & Vecchiato, Walter - The central bank as a risk manager: quantifying and forecasting inflation risks (RePEc:ecb:ecbwps:2003226)
by Kilian, Lutz & Manganelli, Simone - The euro area financial system: structure, integration and policy initiatives (RePEc:ecb:ecbwps:2003230)
by Hartmann, Philipp & Maddaloni, Angela & Manganelli, Simone - Measuring comovements by regression quantiles (RePEc:ecb:ecbwps:2005501)
by Cappiello, Lorenzo & Manganelli, Simone & Gérard, Bruno - A new theory of forecasting (RePEc:ecb:ecbwps:2006584)
by Manganelli, Simone - The impact of the euro on financial markets (RePEc:ecb:ecbwps:2006598)
by Cappiello, Lorenzo & Manganelli, Simone & Hördahl, Peter & Kadareja, Arjan - Financial integration of new EU Member States (RePEc:ecb:ecbwps:2006683)
by Cappiello, Lorenzo & Gérard, Bruno & Kadareja, Arjan & Manganelli, Simone - Asset allocation by penalized least squares (RePEc:ecb:ecbwps:2007723)
by Manganelli, Simone - Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? (RePEc:ecb:ecbwps:2007745)
by Manganelli, Simone & Wolswijk, Guido - The impact of the euro on equity markets: a country and sector decomposition (RePEc:ecb:ecbwps:2008906)
by Cappiello, Lorenzo & Manganelli, Simone & Kadareja, Arjan - Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR (RePEc:ecb:ecbwps:2008957)
by Manganelli, Simone & White, Halbert & Kim, Tae-Hwan - Finance and diversification (RePEc:ecb:ecbwps:20101259)
by Manganelli, Simone & Popov, Alexander - Bank risk during the financial crisis: do business models matter? (RePEc:ecb:ecbwps:20111394)
by Manganelli, Simone & Altunbas, Yener & Marqués-Ibáñez, David - A high frequency assessment of the ECB securities markets programme (RePEc:ecb:ecbwps:20141642)
by Manganelli, Simone & Idier, Julien & Vergote, Olivier & Ghysels, Eric - Fragmentation in the euro overnight unsecured money market (RePEc:ecb:ecbwps:20141755)
by Manganelli, Simone & Hoffmann, Peter & Garcia-de-Andoain, Carlos - VAR for VaR: measuring tail dependence using multivariate regression quantiles (RePEc:ecb:ecbwps:20151814)
by Manganelli, Simone & White, Halbert & Kim, Tae-Hwan - Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area (RePEc:ecb:ecbwps:20161886)
by Manganelli, Simone & Heider, Florian & Hoerova, Marie & Garcia-de-Andoain, Carlos - Deciding with judgment (RePEc:ecb:ecbwps:20161947)
by Manganelli, Simone - The portfolio of euro area fund investors and ECB monetary policy announcements (RePEc:ecb:ecbwps:20172116)
by Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone - Selecting models with judgment (RePEc:ecb:ecbwps:20182188)
by Manganelli, Simone - Forecasting and stress testing with quantile vector autoregression (RePEc:ecb:ecbwps:20192330)
by Chavleishvili, Sulkhan & Manganelli, Simone - Monetary policy with judgment (RePEc:ecb:ecbwps:20202404)
by Gelain, Paolo & Manganelli, Simone - Financial conditions, business cycle fluctuations and growth at risk (RePEc:ecb:ecbwps:20202470)
by Falconio, Andrea & Manganelli, Simone - Covid-19 and rural landscape: the case of Italy (RePEc:ecb:ecbwps:20202478)
by Manganelli, Simone & Piras, Francesco & Agnoletti, Mauro - Statistical decision functions with judgment (RePEc:ecb:ecbwps:20212512)
by Manganelli, Simone - A risk management perspective on macroprudential policy (RePEc:ecb:ecbwps:20212556)
by Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd - The risk management approach to macro-prudential policy (RePEc:ecb:ecbwps:20212565)
by Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd - Double conditioning: the hidden connection between Bayesian and classical statistics (RePEc:ecb:ecbwps:20232786)
by Manganelli, Simone - The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles (RePEc:ecm:latm04:77)
by Simone Manganelli & Lorenzo Cappiello & Bruno Gerard - CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles (RePEc:ecm:wc2000:0841)
by Robert Engle & Simone Manganelli - Financial dependence, global growth opportunities, and growth revisited (RePEc:eee:ecolet:v:120:y:2013:i:1:p:123-125)
by Manganelli, Simone & Popov, Alexander - Fragmentation in the Euro overnight unsecured money market (RePEc:eee:ecolet:v:125:y:2014:i:2:p:298-302)
by Garcia-de-Andoain, Carlos & Hoffmann, Peter & Manganelli, Simone - VAR for VaR: Measuring tail dependence using multivariate regression quantiles (RePEc:eee:econom:v:187:y:2015:i:1:p:169-188)
by White, Halbert & Kim, Tae-Hwan & Manganelli, Simone - Duration, volume and volatility impact of trades (RePEc:eee:finmar:v:8:y:2005:i:4:p:377-399)
by Manganelli, Simone - Financial development, sectoral reallocation, and volatility: International evidence (RePEc:eee:inecon:v:96:y:2015:i:2:p:323-337)
by Manganelli, Simone & Popov, Alexander - Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area (RePEc:eee:jfinin:v:28:y:2016:i:c:p:32-47)
by Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone - Realized bank risk during the great recession (RePEc:eee:jfinin:v:32:y:2017:i:c:p:29-44)
by Altunbas, Yener & Manganelli, Simone & Marques-Ibanez, David - The portfolio of euro area fund investors and ECB monetary policy announcements (RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126)
by Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone - Quantifying the Risk of Deflation (RePEc:ekd:003306:330600076)
by Lutz KILIAN & Simone MANGANELLI - Equity Market Integration of New EU Member States (RePEc:elg:eechap:12523_25)
by Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli - Monetary Policy with Judgment (RePEc:fip:fedcwq:88033)
by Paolo Gelain & Simone Manganelli - Realized Bank Risk during the Great Recession (RePEc:fip:fedgif:1140)
by Yener Altunbas & Simone Manganelli & David Marques-Ibanez - Measuring Financial Fragmentation in the Euro Area Corporate Bond Market (RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:74-:d:178985)
by Guillaume Horny & Simone Manganelli & Benoit Mojon - Quantifying the Risk of Deflation (RePEc:mcb:jmoncb:v:39:y:2007:i:2-3:p:561-590)
by Lutz Kilian & Simone Manganelli - The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan (RePEc:mcb:jmoncb:v:40:y:2008:i:6:p:1103-1129)
by Lutz Kilian & Simone Manganelli - CAViaR: Conditional Value at Risk by Quantile Regression (RePEc:nbr:nberwo:7341)
by Robert F. Engle & Simone Manganelli - What drives spreads in the euro area government bond market?
[‘What “hides” behind sovereign debt ratings?’] (RePEc:oup:ecpoli:v:24:y:2009:i:58:p:191-240.)
by Simone Manganelli & Guido Wolswijk - A High-Frequency assessment of the ECB Securities Markets Programme (RePEc:oup:jeurec:v:15:y:2017:i:1:p:218-243.)
by Eric Ghysels & Julien Idier & Simone Manganelli & Olivier Vergote - Measuring Comovements by Regression Quantiles (RePEc:oup:jfinec:v:12:y:2014:i:4:p:645-678.)
by Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli - Asset Allocation by Variance Sensitivity Analysis (RePEc:oup:jfinec:v:2:y:2004:i:3:p:370-389)
by Simone Manganelli - The Euro-area Financial System: Structure, Integration, and Policy Initiatives (RePEc:oup:oxford:v:19:y:2003:i:1:p:180-213)
by Philipp Hartmann & Angela Maddaloni & Simone Manganelli - VAR for VaR: measuring systemic risk using multivariate regression quantiles (RePEc:pra:mprapa:35372)
by White, Halbert & Kim, Tae-Hwan & Manganelli, Simone - Sensitivity Analysis of GARCH Models (RePEc:sce:scecf2:31)
by Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato - Modeling a Time-Varying Order Statistic (RePEc:sce:scecf9:952)
by Simone Manganelli & Robert F. Engle - Comment (RePEc:taf:jnlbes:v:32:y:2014:i:4:p:506-509)
by Kirstin Hubrich & Simone Manganelli - Quantifying the Risk of Deflation (RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:561-590)
by Lutz Kilian & Simone Manganelli - The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan (RePEc:wly:jmoncb:v:40:y:2008:i:6:p:1103-1129)
by Lutz Kilian & Simone Manganelli - Achieving Financial Stability:Challenges to Prudential Regulation (RePEc:wsi:wsbook:10529)
by None - VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles (RePEc:yon:wpaper:2012rwp-45)
by Habert white & Tae-Hwan Kim & Simone Manganelli