Simone Manganelli - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2011 | 2010 | 2008 | 2007 | 2006 | 2003

Title Other author(s)

Asset allocation with judgment

European Central Bank Working papers [View] (Paper: 1947, 26.08.2016)

JEL: C1, C11, C12, C13, D81

Measuring Financial Fragmentation in the Euro Area Corporate Bond Market.

Bank of France Working Papers [View] (Paper: 582, 23.02.2016)

JEL: C23, E43, G12, G24

VAR for VaR: measuring tail dependence using multivariate regression quantiles

European Central Bank Working papers [View] (Paper: 1814, 18.06.2015)

JEL: C13, C14, C32

Fragmentation in the euro overnight unsecured money market

European Central Bank Working papers [View] (Paper: 1755, 19.12.2014)

JEL: E5, G1

A high frequency assessment of the ECB securities markets programme

European Central Bank Working papers [View] (Paper: 1642, 28.02.2014)

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 | 2016 | 2015 | 2014 | 2011 | 2010 | 2008 | 2007 | 2006 | 2003