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Simone Manganelli

SSRN Author Rank: 2,090 by Downloads and 1,895 by Citations

 Principal Economist, DG-Research
 

European Central Bank (ECB)


 Kaiserstrasse 29
 Frankfurt am Main, 60311
 Germany
 HOME PAGE: http://www.simonemanganelli.org
 email address


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. Simone Manganelli's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,005
Total
Citations
292
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Value at Risk Models in Finance | Show Abstract | Download This Paper | Open PDF in Browser |
ECB Working Paper No. 75
Number of Pages in PDF File: 41
Manganelli , Simone
European Central Bank (ECB)
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
25 Feb 03
4,986
(875)
14

2.  
Hartmann, Philipp
European Central Bank (ECB)
Maddaloni, Angela
European Central Bank (ECB)
Manganelli , Simone
European Central Bank (ECB)
Posted:
06 Jun 03
827
(19,905)
42

3.  
Manganelli , Simone
European Central Bank (ECB)
Ceci, Vladimiro
Cassa Depositi e Prestiti S.p.A.
Vecchiato, Walter
Veneto Banca
Posted:
10 Dec 02
564
(33,998)
 

4.  
Cappiello, Lorenzo
European Central Bank (ECB)
Manganelli , Simone
European Central Bank (ECB)
Gerard, Bruno
Norwegian School of Management (BI) - Department of Financial Economics
Posted:
28 Jul 05
542
(35,377)
9

5.  
Manganelli , Simone
European Central Bank (ECB)
Posted:
12 Feb 02
462
(43,743)
28

6.  
Beirne, John
European Central Bank (ECB)
Dalitz, Lars
European Central Bank (ECB)
Ejsing, Jacob
European Central Bank (ECB)
Grothe, Magdalena
European Central Bank (ECB)
Manganelli , Simone
European Central Bank (ECB)
Monar, Fernando
European Central Bank (ECB)
Sahel, Benjamin
European Central Bank
Susec, Matjaz
European Central Bank (ECB)
Tapking, Jens
European Central Bank (ECB)
Vong, Tana
European Central Bank (ECB)
Posted:
19 Jan 11
424
(36,907)
1

7.   Incl. Electronic Paper
Altunbas, Yener
University of Wales, Bangor
Manganelli , Simone
European Central Bank (ECB)
Marques-Ibanez, David
European Central Bank (ECB)
Posted:
05 Nov 11
Last Revised:
06 Feb 12
420
(50,159)
8

8.  
Manganelli , Simone
European Central Bank (ECB)
Wolswijk, Guido
European Central Bank (ECB)
Posted:
25 Apr 07
406
(49,571)
7

9.  
The Impact of the Euro on Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
ECB Working Paper No. 598
Number of Pages in PDF File: 113
Cappiello, Lorenzo
European Central Bank (ECB)
Hördahl, Peter
Bank for International Settlements (BIS)
Kadareja, Arjan
European Central Bank (ECB)
Manganelli , Simone
European Central Bank (ECB)
Posted:
25 Apr 06
377
(55,054)
13

10.  
Cappiello, Lorenzo
European Central Bank (ECB)
Kadareja, Arjan
European Central Bank (ECB)
Gerard, Bruno
Norwegian School of Management (BI) - Department of Financial Economics
Manganelli , Simone
European Central Bank (ECB)
Posted:
09 Nov 06
308
(69,006)
8

11.  
A New Theory of Forecasting | Show Abstract | Download This Paper | Open PDF in Browser |
ECB Working Paper No. 584, EFA 2006 Zurich Meetings
Number of Pages in PDF File: 43
Manganelli , Simone
European Central Bank (ECB)
Posted:
03 Feb 06
306
(71,725)
1

12.  
Baltzer, Markus
Deutsche Bundesbank
Cappiello, Lorenzo
European Central Bank (ECB)
De Santis, Roberto A.
European Central Bank (ECB) - Directorate General Economics
Manganelli , Simone
European Central Bank (ECB)
Posted:
15 Mar 08
239
(85,499)
11

13.  
Manganelli , Simone
European Central Bank (ECB)
Posted:
06 Feb 07
224
(93,400)
 

14.  
Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
Manganelli , Simone
European Central Bank (ECB)
Posted:
04 Jun 03
195
(114,546)
3

15.  
Manganelli , Simone
European Central Bank (ECB)
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
17 Feb 00
164
(135,434)
115

16.  
Marques-Ibanez, David
European Central Bank (ECB)
Manganelli , Simone
European Central Bank (ECB)
Altunbas, Yener
University of Wales, Bangor
Posted:
21 Mar 11
161
(131,906)
1

17.  
White, Jr., Halbert L.
University of California, San Diego (UCSD) - Department of Economics
Kim, Tae-Hwan
University of Nottingham - School of Economics
Manganelli , Simone
European Central Bank (ECB)
Posted:
20 Nov 08
156
(127,737)
4

18.   Incl. Electronic Paper
Garcia-de-Andoain, Carlos
European Central Bank (ECB)
Heider, Florian
European Central Bank (ECB)
Hoerova, Marie
European Central Bank (ECB)
Manganelli , Simone
European Central Bank (ECB)
Posted:
23 Sep 15
Last Revised:
24 May 16
144
(151,345)
 

19.  
Cappiello, Lorenzo
European Central Bank (ECB)
Kadareja, Arjan
European Central Bank (ECB)
Manganelli , Simone
European Central Bank (ECB)
Posted:
01 Jul 08
89
(213,593)
1

20.   Incl. Electronic Paper
Garcia-de-Andoain, Carlos
European Central Bank (ECB)
Hoffmann, Peter
European Central Bank (ECB) - Directorate General Research
Manganelli , Simone
European Central Bank (ECB)
Posted:
16 Sep 14
Last Revised:
28 Jan 16
82
(226,312)
 

21.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Idier, Julien
Banque de France - Centre de Recherche
Manganelli , Simone
European Central Bank (ECB)
Vergote, Olivier
European Central Bank (ECB)
Posted:
10 Dec 13
Last Revised:
15 Mar 14
77
(234,837)
 

22.  
Finance and Diversification | Show Abstract | Download This Paper | Open PDF in Browser |
ECB Working Paper No. 1259
Number of Pages in PDF File: 59
Manganelli , Simone
European Central Bank (ECB)
Popov, Alexander A.
European Central Bank (ECB)
Posted:
22 Oct 10
71
(242,245)
 

23.  
Manganelli , Simone
European Central Bank (ECB)
Popov, Alexander A.
European Central Bank (ECB)
Posted:
17 Mar 10
52
(262,396)
 

24.  
Realized Bank Risk during the Great Recession | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 1140
Number of Pages in PDF File: 38
Altunbas, Yener
University of Wales, Bangor
Manganelli , Simone
European Central Bank (ECB)
Marques-Ibanez, David
European Central Bank (ECB)
Posted:
05 Sep 15
29
(358,206)
 

25.  
White, Jr., Halbert L.
University of California, San Diego (UCSD) - Department of Economics
Kim, Tae-Hwan
University of Nottingham - School of Economics
Manganelli , Simone
European Central Bank (ECB)
Posted:
23 Jun 15
22
(306,383)
1

26.  
Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
Manganelli , Simone
European Central Bank (ECB)
Posted:
25 Jul 03
19
(403,600)
2

27.  
Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
Manganelli , Simone
European Central Bank (ECB)
Posted:
27 Jun 07
4
(476,653)
2

28.  
What Drives Spreads in the Euro Area Government Bond Market? | Show Abstract | Add to Cart |
Economic Policy, Vol. 24, Issue 58, pp. 191-240, April 2009
Number of Pages in PDF File: 50
Manganelli , Simone
European Central Bank (ECB)
Wolswijk, Guido
European Central Bank (ECB)
Posted:
27 Apr 09
2
(488,538)
18

29.  
Horny, Guillaume
Banque de France
Manganelli , Simone
European Central Bank (ECB)
Mojon, Benoît
Banque de France
Posted:
05 Apr 16
0
(290,353)
 

30.  
Asset Allocation by Variance Sensitivity Analysis | Show Abstract |
Journal of Financial Econometrics, Vol. 2, No. 3, pp. 370-389, 2004
Manganelli , Simone
European Central Bank (ECB)
Posted:
29 Feb 08
 

31.  
Asset Allocation with Judgment | Show Abstract | Download This Paper | Open PDF in Browser |
ECB Working Paper No. 1947
Number of Pages in PDF File: 29
Manganelli , Simone
European Central Bank (ECB)
Posted:
0
 


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