Simone Manganelli
Research
- Division
-
Financial Research
- Current Position
-
Head of Division
- Fields of interest
-
Mathematical and Quantitative Methods, Financial Economics, Microeconomics
Biography
- Education
- 1996-2000
PhD in Economics, University of California, San Diego, United States of America
- 1995-1999
Italian Doctorate, University of Siena, Italy
- 1988-1994
BA in Economics, Bocconi University, Milan, Italy
- Professional experience
- 2013-
Head of Division - Financial Research Division, Directorate General Research, European Central Bank
- 2012-2013
Adviser - Financial Research Division, Directorate General Research, European Central Bank
- 2010-2012
Principal Economist - Monetary Policy Stance Division, Directorate General Economics, European Central Bank
- 2009-2010
Principal Economist - Market Operations Analysis Division, Directorate General Market Operations, European Central Bank
- 2006-2009
Principal Economist - Financial Research Division, Directorate General Economics, European Central Bank
- 2004-2006
Senior Economist - Financial Research Division, Directorate General Economics, European Central Bank
- 2000-2004
Economist - Financial Research Division, Directorate General Economics, European Central Bank
- Awards
- 1998
Econometric analysis fellowship, University of California, San Diego, United States of America
- 1994
Gold medal for excellence in undergraduate studies, Bocconi University, Milan, Italy
- Teaching experience
- 1997-2000
Teaching Assistant - University of California, San Diego, United States
- 1994-1995
Teaching Assistant - Bocconi University, Milan, Italy
- 25 January 2021
- 7 October 2020
- 25 September 2020
- 12 May 2020
- 18 November 2019
- 26 October 2018
- 6 December 2017
- 26 August 2016
- 19 February 2016
- 18 June 2015
- 19 December 2014
- 28 February 2014
- 4 November 2011
- 14 January 2011
- 21 October 2010
- 12 November 2008
- 23 June 2008
- 13 March 2008
- 24 April 2007
- 2 February 2007
- 27 October 2006
- 23 March 2006
- 31 January 2006
- 21 July 2005
- 1 May 2003
- 1 April 2003
- 1 November 2002
- 1 February 2002
- 1 August 2001
- 2020
- Landscape and Urban PlanningCovid-19 and rural landscape: The case of Italy
- 2017
- Journal of Financial IntermediationBank risk during the financial crisis: do business models matter?
- 2017
- Journal of the European Economic AssociationA high frequency assessment of the ECB Securities Markets Programme
- 2016
- Journal of Financial IntermediationLending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market Functioning in the Euro Area
- 2015
- Journal of International EconomicsFinancial development, sectoral reallocation, and volatility: international evidence
- 2015
- Journal of EconometricsVAR for VaR: measuring tail dependence using multivariate regression quantiles
- 2014
- Journal of Business and Economic StatisticsDiscussion of 'Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences' by Alessi, L. Ghysels, E. Onorante, L. Peach, R. and Potter, S.
- 2014
- Economics LettersFragmentation in the euro overnight unsecured money market
- 2014
- Journal of Financial EconometricsMeasuring comovements by regression quantiles
- 2010
- Journal of Financial and Quantitative AnalysisThe impact of the euro on equity markets
- 2009
- Journal of Business and Economic StatisticsForecasting with judgment
- 2009
- Economic PolicyWhat drives spreads in the euro area government bond market?
- 2008
- Journal of Money, Credit, and BankingThe central banker as a risk manager: estimating the Federal Reserve's preferences under Greenspan
- 2007
- Journal of Money, Credit, and BankingQuantifying the risk of deflation
- 2005
- Journal of Financial MarketsDuration, volume and volatility impact of trades
- 2004
- Journal of Business and Economic StatisticsCAViaR: conditional autoregressive value at risk by regression quantiles
- 2004
- Journal of Financial EconometricsAsset allocation by variance sensitivity analysis
- 2003
- Oxford Review of Economic PolicyEMU and the European financial system: structure, integration and policy initiatives
- 2017
- World Scientific BooksAchieving Financial Stability Challenges to Prudential Regulation
- 2004
- European Central Bank, Frankfurt am MainRisk management for central bank foreign reserves
- 2008
- Volatility and time series econometrics: essays in honour of Robert F. EngleModeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR
- 2004
- Risk measures for the 21st centuryA comparison of value at risk models in finance