Marcello Minenna

The Italian Securities and Exchange Commission (CONSOB)

Director

Via G.B.Martini 3

Rome

Italy

SCHOLARLY PAPERS

11

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CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

The Detection of Market Abuse on Financial Markets: A Quantitative Approach

Quaderni Di Finanza, No. 54
Number of pages: 53 Posted: 14 Feb 2005
Marcello Minenna
The Italian Securities and Exchange Commission (CONSOB)
Downloads 928 (24,120)

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Insider trading, market manipulation, abnormal return, detection of market abuse, alert, diffusion process

2.

A Supervisory Perspective on Insider Trading: Estimating the Value of the Information

CONSOB, Quaderni di Finanza n. 2000-45
Number of pages: 32 Posted: 03 Apr 2001
Marcello Minenna
The Italian Securities and Exchange Commission (CONSOB)
Downloads 702 (35,561)

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SEC, CONSOB, insider trading, disgorgement, event studies analysis, proxy variable, geometric Brownian motion, wiener process, abnormal return, cumulative abnormal return

3.

Making the Eurozone Works: A Risk-Sharing Reform of the European Stability Mechanism

Number of pages: 47 Posted: 25 Jul 2018
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM), The Italian Securities and Exchange Commission (CONSOB), Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Bank of Italy
Downloads 567 (47,265)
Citation 2

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Sovereign Debt, Risk Mutualization, Insurance Fund, ESM, ECB, OMT, CDS Spread, Investment Multiplier, Market Discipline

4.

The New Eurozone Risk Morphology

Number of pages: 52 Posted: 17 Mar 2019 Last Revised: 16 May 2019
Marcello Minenna
The Italian Securities and Exchange Commission (CONSOB)
Downloads 279 (108,983)
Citation 1

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Competitive Gaps, Real Effective Exchange Rate, Financial REER, Inflation Differentials, Real Sovereign Yield Spreads, Target2, Risk Segregation

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politica monetaria, quantitative easing, banca centrale, vendor financing, debito pubblico, target 2, mutualizzazione, eurozona, eurosistema, bilancia dei pagamenti, asset backed securities, covered bonds, spread, LTRO

6.

Quantitative Easing, Structured Finance and Support to the Real Economy Proposals on ABS

Number of pages: 12 Posted: 26 Nov 2014
Astrid, Cassa Depositi e Prestiti, Università degli Studi Guglielmo Marconi, The Italian Securities and Exchange Commission (CONSOB), Cassa Depositi e Prestiti and Istituto Einaudi for Banking, Financial and Insurance Studies (IST EIN)
Downloads 200 (151,724)

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7.

The European Public Debt Refinancing Program - Why the ECB Quantitative Easing Should Envisage Euro-Zone Government Bonds

Number of pages: 18 Posted: 20 Sep 2014
Marcello Minenna
The Italian Securities and Exchange Commission (CONSOB)
Downloads 172 (173,979)
Citation 1

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monetary policy, quantitative easing, central bank, vendor financing, public debt, target 2, mutualisation, eurozone, eurosystem, balance of payment, asset backed securities, covered bonds, spread, LTRO,

8.

A Quantitative Risk-Based Approach to the Transparency on Non-Equity Investment Products

Quaderni di Finanza, CONSOB, 2009
Number of pages: 66 Posted: 11 Jul 2011
The Italian Securities and Exchange Commission (CONSOB), The Italian Securities and Exchange Commission, CONSOB (Commissione Nazionale per le Società e la Borsa), The Italian Securities and Exchange Commission (CONSOB) and The Italian Securities and Exchange Commission (CONSOB)
Downloads 106 (254,713)
Citation 1

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Transparency, risk, return, investment time horizon, unbundling, risk-free asset, benchmark, prospectus, product information sheet, volatility, GARCH, probability scenarios, key information document, first passage times, pricing, fair value, mark-up, mispricing, risk-neutral measure, migration

9.

La reazione del mercato borsistico Italiano ad annunci relativi a patti parasociali (Impact of the Announcement of Shareholders’ Agreements on the the Italian Stock Market)

Number of pages: 27 Posted: 24 Feb 2015
Riccardo Bossi, Giancarlo Giudici and Marcello Minenna
Polytechnic University of Milan, Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale and The Italian Securities and Exchange Commission (CONSOB)
Downloads 50 (388,372)

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10.

Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids

Number of pages: 21 Posted: 25 Jul 2015
Marcello Minenna and Paolo Verzella
The Italian Securities and Exchange Commission (CONSOB) and The Italian Securities and Exchange Commission (CONSOB)
Downloads 46 (402,173)

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11.

A Revised European Stability Mechanism to Realize Risk Sharing on Public Debts at Market Conditions and Realign Economic Cycles in the Euro Area

Economic Notes, Vol. 48, Issue 1, pp. n/a-n/a, 2019
Number of pages: 19 Posted: 24 Jan 2019
Marcello Minenna and Dario Aversa
The Italian Securities and Exchange Commission (CONSOB) and Independent Advisor
Downloads 1 (652,327)
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