Simone Manganelli - Central Bank Research Hub
| Title | Other author(s) |
|---|---|
Fragmentation in the euro overnight unsecured money marketEuropean Central Bank Working papers [View] (Paper: 1755, 19.12.2014) |
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A high frequency assessment of the ECB securities markets programmeEuropean Central Bank Working papers [View] (Paper: 1642, 28.02.2014) |
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Bank risk during the financial crisis: do business models matter?,European Central Bank Working papers [View] (Paper: 1394, 04.11.2011) |
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The impact of the Eurosystem's covered bond purchase programme on the primary and secondary marketsEuropean Central Bank Occasional papers [View] (Paper: 122, 14.01.2011) |
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Finance and diversification,European Central Bank Working papers [View] (Paper: 1259, 21.10.2010) |
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Measuring financial integration in new EU Member StatesEuropean Central Bank Occasional papers [View] (Paper: 081, 13.03.2008) |
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Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market?European Central Bank Working papers [View] (Paper: 0745, 24.04.2007) |
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Asset allocation by penalized least squaresEuropean Central Bank Working papers [View] (Paper: 0723, 03.02.2007) |
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A new theory of forecastingEuropean Central Bank Working papers [View] (Paper: 0584, 01.02.2006) |
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The central bank as a risk manager: quantifying and forecasting inflation risksEuropean Central Bank Working papers [View] (Paper: 0226, 23.06.2003) |
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DurationEuropean Central Bank Working papers [View] (Paper: 0125, 02.04.2003) |
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Sensitivity analysis of volatility: a new tool for risk managementEuropean Central Bank Working papers [View] (Paper: 0194, 02.04.2003) |