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Manganelli, Simone


 SSRN Author Rank: 1,935 by Downloads
 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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. Manganelli, Simone's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,144
Total
Citations
311
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 |
ECB Working Paper No. 75
Working Paper Series
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
4,639
(796)
15

2.  
Hartmann, Philipp
European Central Bank (ECB)
Maddaloni, Angela
European Central Bank (ECB)
Manganelli, Simone
European Central Bank (ECB)
Posted:
06 Jun 03
820
(15,234)
43

3.  
Manganelli, Simone
European Central Bank (ECB)
Ceci, Vladimiro
Cassa Depositi e Prestiti S.p.A.
Vecchiato, Walter
Veneto Banca
Posted:
10 Dec 02
556
(26,443)
 

4.  
Measuring Comovements by Regression Quantiles | Show Abstract | Download |
ECB Working Paper No. 501
Working Paper Series
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
508
(29,861)
10

5.  
Duration, Volume and Volatility Impact of Trades | Show Abstract | Download |
ECB Working Paper No. 125
Working Paper Series
Manganelli, Simone
European Central Bank (ECB)
Posted:
12 Feb 02
456
(34,433)
29

6.  
Manganelli, Simone
European Central Bank (ECB)
Wolswijk, Guido
European Central Bank (ECB)
Posted:
25 Apr 07
386
(42,374)
7

7.  
The Impact of the Euro on Financial Markets | Show Abstract | Download |
ECB Working Paper No. 598
Working Paper Series
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
374
(44,006)
15

8.  
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
319
(53,267)
3

9.  
A New Theory of Forecasting | Show Abstract | Download |
ECB Working Paper No. 584, EFA 2006 Zurich Meetings
Working Paper Series
Manganelli, Simone
European Central Bank (ECB)
Posted:
03 Feb 06
305
(56,149)
1

10.  
Financial Integration of New EU Member States | Show Abstract | Download |
ECB Working Paper No. 683
Working Paper Series
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
296
(58,129)
10

11.  
Asset Allocation By Penalized Least Squares | Show Abstract | Download |
ECB Working Paper No. 723
Working Paper Series
Manganelli, Simone
European Central Bank (ECB)
Posted:
06 Feb 07
214
(82,425)
 

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
213
(82,825)
13

13.  
Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
Manganelli, Simone
European Central Bank (ECB)
Posted:
04 Jun 03
189
(93,145)
3

14.   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
166
(105,063)
10

15.  
Marques-Ibanez, David
European Central Bank (ECB)
Manganelli, Simone
European Central Bank (ECB)
Altunbas, Yener
University of Wales, Bangor
Posted:
21 Mar 11
153
(113,112)
 

16.  
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
150
(115,028)
117

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
141
(121,294)
6

18.  
Cappiello, Lorenzo
European Central Bank (ECB)
Kadareja, Arjan
European Central Bank (ECB)
Manganelli, Simone
European Central Bank (ECB)
Posted:
01 Jul 08
88
(171,852)
1

19.  
Finance and Diversification | Show Abstract | Download |
ECB Working Paper No. 1259
Working Paper Series
Manganelli, Simone
European Central Bank (ECB)
Popov, Alexander A.
European Central Bank (ECB)
Posted:
22 Oct 10
70
(197,134)
 

20.  
Manganelli, Simone
European Central Bank (ECB)
Popov, Alexander A.
European Central Bank (ECB)
Posted:
17 Mar 10
51
(231,248)
 

21.  
Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
Manganelli, Simone
European Central Bank (ECB)
Posted:
25 Jul 03
19
(324,187)
2

22.   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
18
(328,309)
1

23.  
Fragmentation in the Euro Overnight Unsecured Money Market | Show Abstract | Download |
Economics Letters, Forthcoming
Accepted Paper Series
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
7
(374,404)
 

24.  
Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
Manganelli, Simone
European Central Bank (ECB)
Posted:
27 Jun 07
4
(386,551)
4

25.  
What Drives Spreads in the Euro Area Government Bond Market? | Show Abstract | Download |
Economic Policy, Vol. 24, Issue 58, pp. 191-240, April 2009
Accepted Paper Series
Manganelli, Simone
European Central Bank (ECB)
Wolswijk, Guido
European Central Bank (ECB)
Posted:
27 Apr 09
2
(397,096)
20

26.  
Asset Allocation by Variance Sensitivity Analysis | Show Abstract |
Journal of Financial Econometrics, Vol. 2, No. 3, pp. 370-389, 2004
Accepted Paper Series
Manganelli, Simone
European Central Bank (ECB)
Posted:
29 Feb 08
 


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