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Simone Manganelli

Research

Division

Financial Research

Current Position

Head of Division

Fields of interest

Mathematical and Quantitative Methods,Financial Economics,Microeconomics

Email

simone.manganelli@ecb.europa.eu

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 Planning
Covid-19 and rural landscape: The case of Italy
  • Agnoletti
  • M.
  • Manganelli
  • S. and Piras
  • F.
2017
Journal of Financial Intermediation
Bank risk during the financial crisis: do business models matter?
  • Altunbas
  • Y.
  • Manganelli
  • S. and Marques
  • D.
2017
Journal of the European Economic Association
A high frequency assessment of the ECB Securities Markets Programme
  • Ghysels
  • E.
  • Idier
  • J.
  • Manganelli
  • S. and Vergote
  • O.
2016
Journal of Financial Intermediation
Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market Functioning in the Euro Area
  • Garcia-de-Andoain
  • C.
  • Heider
  • F
  • Hoerova
  • M. and Manganelli
  • S.
2015
Journal of International Economics
Financial development, sectoral reallocation, and volatility: international evidence
  • Manganelli
  • S. and Popov
  • A.
2015
Journal of Econometrics
VAR for VaR: measuring tail dependence using multivariate regression quantiles
  • White
  • H.
  • Kim
  • T. H. and Manganelli
  • S.
2014
Journal of Business and Economic Statistics
Discussion 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.
  • Hubrich
  • K. and Manganelli
  • S.
2014
Economics Letters
Fragmentation in the euro overnight unsecured money market
  • Garcia-de-Andoain
  • C. Hoffmann
  • P. and Manganelli
  • S.
2014
Journal of Financial Econometrics
Measuring comovements by regression quantiles
  • Cappiello
  • L.
  • Gerard
  • B. Kadareja
  • A. and Manganelli
  • S.
2010
Journal of Financial and Quantitative Analysis
The impact of the euro on equity markets
  • Cappiello
  • L.
  • Kadareja
  • A. and Manganelli
  • S.
2009
Journal of Business and Economic Statistics
Forecasting with judgment
  • Manganelli
  • S.
2009
Economic Policy
What drives spreads in the euro area government bond market?
  • Manganelli
  • S. and Wolswijk
  • G.
2008
Journal of Money, Credit, and Banking
The central banker as a risk manager: estimating the Federal Reserve's preferences under Greenspan
  • Kilian
  • L. and Manganelli
  • S.
2007
Journal of Money, Credit, and Banking
Quantifying the risk of deflation
  • Kilian
  • L. and Manganelli
  • S.
2005
Journal of Financial Markets
Duration, volume and volatility impact of trades
  • Manganelli
  • S.
2004
Journal of Business and Economic Statistics
CAViaR: conditional autoregressive value at risk by regression quantiles
  • Engle
  • R. F. and Manganelli
  • S.
2004
Journal of Financial Econometrics
Asset allocation by variance sensitivity analysis
  • Manganelli
  • S.
2003
Oxford Review of Economic Policy
EMU and the European financial system: structure, integration and policy initiatives
  • Hartmann
  • P.
  • Maddaloni
  • A. and Manganelli
  • S.
2017
World Scientific Books
Achieving Financial Stability Challenges to Prudential Regulation
  • Evanoff
  • D. D.
  • Kaufman
  • G. G.
  • Leonello
  • A. and Manganelli
  • S. (editors)
2004
European Central Bank, Frankfurt am Main
Risk management for central bank foreign reserves
  • Bernadell
  • C.
  • Cardon
  • P.
  • Coche
  • J.
  • Diebold
  • F. X.
  • and Manganelli
  • S. (editors)
2008
Volatility and time series econometrics: essays in honour of Robert F. Engle
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR
  • White
  • H.
  • Kim
  • T. H. and Manganelli
  • S.
2004
Risk measures for the 21st century
A comparison of value at risk models in finance
  • Engle
  • R. F. and Manganelli
  • S.