| CAViaR: Conditional autoregressive value at risk by regression quantiles RF Engle, S Manganelli Journal of business & economic statistics 22 (4), 367-381, 2004 | 2870 | 2004 |
| A comparison of value-at-risk models in finance S Manganelli, RF Engle Risk measures for the 21st century, 123-143, 2004 | 631* | 2004 |
| Realized bank risk during the great recession Y Altunbas, S Manganelli, D Marques-Ibanez Journal of Financial Intermediation 32, 29-44, 2017 | 577* | 2017 |
| What drives spreads in the euro area government bond market? S Manganelli, G Wolswijk Economic Policy 24 (58), 191-240, 2009 | 494* | 2009 |
| The Euro‐area financial system: Structure, integration, and policy initiatives P Hartmann, A Maddaloni, S Manganelli Oxford Review of Economic Policy 19 (1), 180-213, 2003 | 451 | 2003 |
| VAR for VaR: Measuring tail dependence using multivariate regression quantiles H White, TH Kim, S Manganelli Journal of econometrics 187 (1), 169-188, 2015 | 403 | 2015 |
| Duration, volume and volatility impact of trades S Manganelli Journal of Financial markets 8 (4), 377-399, 2005 | 278 | 2005 |
| A high-frequency assessment of the ECB Securities Markets Programme E Ghysels, J Idier, S Manganelli, O Vergote Journal of the European Economic Association 15 (1), 218-243, 2017 | 248 | 2017 |
| The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets J Beirne, L Dalitz, J Ejsing, M Grothe, S Manganelli, F Monar, B Sahel, ... ECB occasional paper, 2011 | 207 | 2011 |
| Measuring financial integration in new EU member states M Baltzer, L Cappiello, RA De Santis, S Manganelli ECB Occasional Paper, 2008 | 155 | 2008 |
| Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area C Garcia-de-Andoain, F Heider, M Hoerova, S Manganelli Journal of Financial Intermediation 28, 32-47, 2016 | 138 | 2016 |
| The impact of the euro on financial markets L Cappiello, P Hördahl, A Kadareja, S Manganelli ECB working paper, 2006 | 107 | 2006 |
| Financial integration of new EU member states L Cappiello, A Kadareja, B Gerard, S Manganelli ECB Working Paper, 2006 | 106 | 2006 |
| Measuring comovements by regression quantiles L Cappiello, B Gérard, A Kadareja, S Manganelli Journal of Financial Econometrics 12 (4), 645-678, 2014 | 101 | 2014 |
| The central banker as a risk manager: Estimating the Federal Reserve's preferences under Greenspan L Kilian, S Manganelli Journal of Money, Credit and Banking 40 (6), 1103-1129, 2008 | 101 | 2008 |
| Forecasting and stress testing with quantile vector autoregression S Chavleishvili, S Manganelli Journal of Applied Econometrics 39 (1), 66-85, 2024 | 99 | 2024 |
| Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR HL White Jr, TH Kim, S Manganelli ECB Working Paper, 2008 | 92 | 2008 |
| Quantifying the risk of deflation L Kilian, S Manganelli Journal of Money, Credit and Banking 39 (2‐3), 561-590, 2007 | 69 | 2007 |
| Covid-19 and rural landscape: The case of Italy M Agnoletti, S Manganelli, F Piras Landscape and urban planning 204, 103955, 2020 | 67 | 2020 |
| Financial integration and risk sharing: The role of the monetary union S Kalemli-Ozcan, S Manganelli, E Papaioannou, JL Peydro 5th European Central Banking Conference on The Euro at Ten: Lessons and …, 2008 | 61 | 2008 |
Robert EngleNew York University在 stern.nyu.edu 的电子邮件经过验证
