Suchergebnisse - Manganelli, Simone

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

von Manganelli, Simone

Asset allocation by penalized least squares

von Manganelli, Simone

The Central Bank as a risk manager: quantifying and forecasting inflation risks

von Kilian, Lutz, Manganelli, Simone

Inhaltsverzeichnis

Duration, volume and volatility impact of trades

von Manganelli, Simone

Inhaltsverzeichnis

Sensitivity analysis of volatility: a new tool for risk management

von Manganelli, Simone, Ceci, Vladimiro, Vecchiato, Walter

Inhaltsverzeichnis

A new theory of forecasting

von Manganelli, Simone

The euro area financial system: structure, integratioan and policy initiatives

von Hartmann, Philipp 1969-, Maddaloni, Angela, Manganelli, Simone

Inhaltsverzeichnis

Value at risk models in finance

von Manganelli, Simone, Engle, Robert F. 1942-

Inhaltsverzeichnis

The central banker as a risk manager: estimating the federal reserve's preferences under greenspan

von Kilian, Lutz, Manganelli, Simone

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

von Kilian, Lutz, Manganelli, Simone

CAViaR: conditional value at risk by quantile regression

von Engle, Robert F. 1942-, Manganelli, Simone

Online lesen (frei zugänglich)