Simone Manganelli - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2008 | 2007 | 2006 | 2003

Title Other author(s)

Bank risk during the financial crisis: do business models matter?,

European Central Bank Working papers [View] (Paper: 1394, 04.11.2011)

The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets

European Central Bank Occasional papers [View] (Paper: 122, 14.01.2011)

Finance and diversification,

European Central Bank Working papers [View] (Paper: 1259, 21.10.2010)

Measuring financial integration in new EU Member States

European Central Bank Occasional papers [View] (Paper: 081, 13.03.2008)

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)

JEL: C23, G12, G18

Asset allocation by penalized least squares

European Central Bank Working papers [View] (Paper: 0723, 03.02.2007)

JEL: C14, C22, G11

A new theory of forecasting

European Central Bank Working papers [View] (Paper: 0584, 01.02.2006)

JEL: C13, C53, G11

The central bank as a risk manager: quantifying and forecasting inflation risks

European Central Bank Working papers [View] (Paper: 0226, 23.06.2003)

JEL: C22, E31, E37, E52, E58

Duration

European Central Bank Working papers [View] (Paper: 0125, 02.04.2003)

JEL: C32, G14

Sensitivity analysis of volatility: a new tool for risk management

European Central Bank Working papers [View] (Paper: 0194, 02.04.2003)

JEL: C32, C53, G15

Papers by year: All | 2011 | 2010 | 2008 | 2007 | 2006 | 2003