Search Results - Manganelli, Simone

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  1. 1
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    Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market?
    by Manganelli, Simone

    Published 2007
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  2. 2
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    Asset allocation by penalized least squares
    by Manganelli, Simone

    Published 2007
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  3. 3
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    The Central Bank as a risk manager: quantifying and forecasting inflation risks
    by Kilian, Lutz, Manganelli, Simone

    Published 2003
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  4. 4
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    Duration, volume and volatility impact of trades
    by Manganelli, Simone

    Published 2002
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  5. 5
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    Sensitivity analysis of volatility: a new tool for risk management
    by Manganelli, Simone, Ceci, Vladimiro, Vecchiato, Walter

    Published 2002
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  6. 6
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    A new theory of forecasting
    by Manganelli, Simone

    Published 2006
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  7. 7
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    The euro area financial system: structure, integratioan and policy initiatives
    by Hartmann, Philipp 1969-, Maddaloni, Angela, Manganelli, Simone

    Published 2003
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  8. 8
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    Value at risk models in finance
    by Manganelli, Simone, Engle, Robert F. 1942-

    Published 2001
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  9. 9
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    The central banker as a risk manager: estimating the federal reserve's preferences under greenspan
    by Kilian, Lutz, Manganelli, Simone

    Published 2007
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  10. 10
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    The central banker as a risk manager: quantifying and forecasting inflation risks
    by Kilian, Lutz, Manganelli, Simone

    Published 2003
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  11. 11
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    CAViaR: conditional value at risk by quantile regression
    by Engle, Robert F. 1942-, Manganelli, Simone

    Published 1999
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