Marcello Minenna

University San Raffaele Roma

via di valcannuta

Rome, Rome

Italy

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 19,788

SSRN RANKINGS

Top 19,788

in Total Papers Downloads

4,650

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (16)

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
University San Raffaele Roma
Downloads 1,137 (34,460)

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

2.

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), University San Raffaele Roma, Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Bank of Italy
Downloads 802 (55,954)
Citation 3

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

3.

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
University San Raffaele Roma
Downloads 740 (62,351)
Citation 1

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

4.

The New Eurozone Risk Morphology

Number of pages: 80 Posted: 17 Mar 2019 Last Revised: 23 Oct 2019
Marcello Minenna
University San Raffaele Roma
Downloads 385 (138,688)
Citation 2

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

5.

A Look at EU-UK Trade Relations in Light of Brexit, Pandemic and the Trade and Cooperation Agreement

Number of pages: 44 Posted: 14 Apr 2021
Marcello Minenna
University San Raffaele Roma
Downloads 348 (154,989)

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Brexit, Free Trade Agreement, Prudential Carve-Out, Trade Surplus, Trade Deficit, Most Favored Nation, Exchange Rate

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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

7.

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, University San Raffaele Roma, Cassa Depositi e Prestiti and Istituto Einaudi for Banking, Financial and Insurance Studies (IST EIN)
Downloads 239 (228,470)

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8.

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
University San Raffaele Roma
Downloads 196 (274,926)
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,

9.

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
University San Raffaele Roma, The Italian Securities and Exchange Commission, CONSOB (Commissione Nazionale per le Società e la Borsa), CONSOB (Commissione Nazionale per le Società e la Borsa) and The Italian Securities and Exchange Commission (CONSOB)
Downloads 146 (354,214)
Citation 3

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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

10.

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 University San Raffaele Roma
Downloads 102 (463,948)

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11.

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
University San Raffaele Roma and The Italian Securities and Exchange Commission (CONSOB)
Downloads 89 (507,152)

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12.

Identifying Target 2 Determinants in the Long Run: Strength and Limits of Balance of Payments Accounting Identities

Number of pages: 25 Posted: 13 Oct 2020
Marcello Minenna
University San Raffaele Roma
Downloads 58 (641,704)

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capital flows, payment system, financial crisis, quantitative easing, interbank lending

13.
Downloads 53 (669,364)

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14.

A Market-Based Analysis of Italy’s Redenomination Risk: between EMU Limits and Eurosceptic Sentiments

Number of pages: 60 Posted: 13 Oct 2020
Marcello Minenna
University San Raffaele Roma
Downloads 38 (765,341)

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Euro break-up, redenomination risk, CDS, ISDA basis, Italexit, risk sharing

15.

Clearing Room for Social Impact Investments in Europe: a Support From Financial Engineering

Number of pages: 7 Posted: 10 Feb 2023
Marcello Minenna
University San Raffaele Roma
Downloads 24 (878,555)

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SPV, European Union, Infrastructure, Social

16.

Green Finance and the Incoming Retracement of 2023

Number of pages: 9 Posted: 10 Feb 2023
Marcello Minenna
University San Raffaele Roma
Downloads 12 (996,020)

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ESG, Green Debt, Sustainable Investment, Transition, Climate Risk