Michele Manna

Bank of Italy

via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 3,597

in Total Papers Citations

63

CROSSREF CITATIONS

313

Scholarly Papers (11)

1.
Downloads 696 ( 55,320)
Citation 61

The Microstructure of the Euro Money Market

Number of pages: 70 Posted: 13 Nov 2001
Philipp Hartmann, Michele Manna and Andres Manzanares
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 489 (85,505)
Citation 12

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brokers, euro, financial market microstructure, high-frequency data, liquidity, money market, monetary policy instruments, overnight deposit rates, payment systems, reserve requirements, trading volume, transaction costs, volatility

The Microstructure of the Euro Money Market

Number of pages: 70 Posted: 26 Feb 2003
Philipp Hartmann, Michele Manna and Andres Manzanares
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 184 (238,497)

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euro; financial market microstructure; high-frequency data; liquidity; money market; monetary policy instruments; overnight deposit rates; payment systems; reserve requirements; trading volume; transaction costs; volatility

The Microstructure of the Euro Money Market

Number of pages: 64 Posted: 13 Dec 2001
Philipp Hartmann, Michele Manna and Andres Manzanares
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 23 (736,853)
Citation 4
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Auctions, financial market microstructure, high-frequency data, monetary policy instruments, overnight deposit rates, payment systems, reserve requirements, trading volume, transaction costs

2.

Recent Estimates of Sovereign Risk Premia for Euro-Area Countries

Bank of Italy Occasional Paper No. 128
Number of pages: 41 Posted: 10 Oct 2012
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 296 (151,523)
Citation 55

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interest rates, government yield spreads, sovereign risk premia, government debt, financial crisis, sovereign debt crisis, financial contagion, euro break up, convertibility risk

3.

Developing Statistical Indicators of the Integration of the Euro Area Banking System

Number of pages: 52 Posted: 17 May 2004
Michele Manna
Bank of Italy
Downloads 295 (152,050)
Citation 4

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Banking system, balance sheet, integration, euro area

4.

The Topology of the Interbank Market: Developments in Italy Since 1990

Bank of Italy Temi di Discussione (Working Paper) No. 711
Number of pages: 41 Posted: 04 Oct 2009
Carmela Iazzetta and Michele Manna
Bank of Italy and Bank of Italy
Downloads 199 (222,666)
Citation 40

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interbank market, topology, liquidity crisis

5.

Strategy and Tactics in Public Debt Management

Bank of Italy Temi di Discussione (Working Paper) No. 1005
Number of pages: 47 Posted: 01 May 2015
Davide Dottori and Michele Manna
Bank of Italy and Bank of Italy
Downloads 80 (439,113)
Citation 54

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public debt management, government bond market, issuance maturity, agency problems, financial stability

6.

Home Bias in Interbank Lending and Banks’ Resolution Regimes

Bank of Italy Temi di Discussione (Working Paper) No. 816
Number of pages: 45 Posted: 17 Nov 2011
Michele Manna
Bank of Italy
Downloads 77 (445,564)
Citation 26

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home bias, interbank market, euro area, banks resolution procedures

7.

Modelling Public Debt Strategies

Bank of Italy Occasional Paper No. 199
Number of pages: 38 Posted: 19 Dec 2013
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 67 (480,201)
Citation 2

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refinancing strategy, public debt, government auctions

8.
Downloads 54 (532,816)

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Central bank tender procedures, money market rates, key policy rate, daily data, monetary policy

9.

Externalities in Interbank Network: Results from a Dynamic Simulation Model

Bank of Italy Temi di Discussione (Working Paper) No. 893
Number of pages: 40 Posted: 30 Jan 2013
Michele Manna and Alessandro Schiavone
Bank of Italy and Bank of Italy
Downloads 52 (541,703)
Citation 26

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banking crises, contagion, leverage, interbank market, central bank operations

10.

Banks’ Holdings of and Trading in Government Bonds

Bank of Italy Temi di Discussione (Working Paper) No. 1166
Number of pages: 50 Posted: 17 Apr 2018
Michele Manna and Stefano Nobili
Bank of Italy and Bank of Italy
Downloads 41 (596,291)
Citation 17

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government bond yields, investor holdings, panel cointegration

11.

Un indice OEE per la stampa delle banconote in Banca d’Italia (An OEE index for the Bank of Italy’s Banknote Production Plant)

Bank of Italy Occasional Paper No. 595
Number of pages: 23 Posted: 16 Apr 2021
Michele Manna
Bank of Italy
Downloads 20 (738,964)

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OEE index, reorganization, negotiations with unions