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Manganelli , Simone's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,295 |
Total
Citations
294 |
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1.
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Manganelli , Simone
European Central Bank (ECB) Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
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4,170
(757)
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13
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Value at Risk; CAViaR; Extreme Value Theory
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2.
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Hartmann, Philipp
European Central Bank (ECB) Maddaloni, Angela
European Central Bank (ECB) Manganelli , Simone
European Central Bank (ECB)
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801
(13,084)
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43
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Financial system design, financial structure, financial integration, euro area, financial policy
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3.
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Manganelli , Simone
European Central Bank (ECB) Ceci, Vladimiro
Cassa Depositi e Prestiti S.p.A. Vecchiato, Walter
Veneto Banca
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547
(22,545)
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Risk Management, Sensitivity Analysis, Dynamic Correlations, GARCH
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4.
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Cappiello, Lorenzo
European Central Bank (ECB) Manganelli , Simone
European Central Bank (ECB) Gerard, Bruno
Norwegian School of Management BI - Department of Financial Economics
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456
(28,736)
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10
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codependence, semi-parametric, conditional quantiles
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5.
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Manganelli , Simone
European Central Bank (ECB)
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447
(29,495)
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27
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Autoregressive Conditional Duration, GARCH, Ultra High Frequency Data, Empirical Market Microstructure
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6.
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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)
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371
(37,335)
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14
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Financial markets, euro, financial integration, volatility, conditional correlation, term structure, fundamentals, risk premia
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7.
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Manganelli , Simone
European Central Bank (ECB) Wolswijk, Guido
European Central Bank (ECB)
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361
(38,557)
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7
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Bond spreads, credit risk, liquidity risk
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8.
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Manganelli , Simone
European Central Bank (ECB)
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304
(47,340)
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1
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Decision under uncertainty, estimation, overfitting, asset allocation
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9.
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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)
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273
(53,597)
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10
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Integration, new EU member states, regression quantile
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10.
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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)
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234
(63,475)
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4
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covered bonds, liquidity, primary market, secondary market
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11.
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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)
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195
(76,563)
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13
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12.
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Manganelli , Simone
European Central Bank (ECB)
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195
(76,563)
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Portfolio optimization, mean-risk utility model, stochastic dominance, asymmetric least squares, expectile
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13.
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Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics Manganelli , Simone
European Central Bank (ECB)
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184
(81,024)
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3
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Inflation, deflation, risk, forecast, monetary policy
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14.
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Manganelli , Simone
European Central Bank (ECB) Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
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143
(101,955)
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113
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15.
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Marques-Ibanez, David
European Central Bank (ECB) Manganelli , Simone
European Central Bank (ECB) Altunbas, Yener
University of Wales, Bangor
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138
(105,097)
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bank risk, business models, quantile regression, great recession
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16.
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Bank Risk During the Financial Crisis: Do Business Models Matter?
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Versions (2)
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Altunbas, Yener
University of Wales, Bangor Manganelli , Simone
European Central Bank (ECB) Marques-Ibanez, David
European Central Bank (ECB)
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Posted:
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05 Nov 11
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Last Revised:
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06 Feb 12
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137
(105,727)
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4
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Altunbas, Yener
University of Wales, Bangor Manganelli , Simone
European Central Bank (ECB) Marques-Ibanez, David
European Central Bank (ECB)
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03 Feb 12
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Last Revised:
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06 Feb 12
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0
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bank risk, business models, bank regulation, financial crisis, Basle III
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Altunbas, Yener
University of Wales, Bangor Manganelli , Simone
European Central Bank (ECB) Marques-Ibanez, David
European Central Bank (ECB)
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137
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4
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bank risk, business models, bank regulation, financial crisis, Basle III
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17.
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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)
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124
(114,816)
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6
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Asset returns, CAViaR, Conditional quantiles, Dynamic quantiles, Kurtosis, Skewness
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18.
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Cappiello, Lorenzo
European Central Bank (ECB) Kadareja, Arjan
European Central Bank (ECB) Manganelli , Simone
European Central Bank (ECB)
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83
(152,598)
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1
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National and industry equity returns, euro, conditional comovements, regression quantiles
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19.
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Manganelli , Simone
European Central Bank (ECB) Popov, Alexander A.
European Central Bank (ECB)
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64
(177,525)
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Financial Development, Growth, Volatility, Diversification, Mean-Variance Efficiency
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20.
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Manganelli , Simone
European Central Bank (ECB) Popov, Alexander A.
European Central Bank (ECB)
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43
(213,451)
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Financial markets, growth, volatility, diversification, mean-variance efficiency
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21.
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Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics Manganelli , Simone
European Central Bank (ECB)
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19
(278,416)
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2
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Risk, forecast, monetary policy, price stability, inflation, deflation
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22.
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Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics Manganelli , Simone
European Central Bank (ECB)
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4
(327,683)
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4
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Greenspan, inflation, monetary policy, output, policy rule, preferences, risk
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23.
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Manganelli , Simone
European Central Bank (ECB) Wolswijk, Guido
European Central Bank (ECB)
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2
(335,455)
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18
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24.
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Manganelli , Simone
European Central Bank (ECB)
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dynamic correlations, multivariate GARCH, risk management
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