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Simone Manganelli

Global rank #6107 93%

Institution: European Central Bank

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.simonemanganelli.org

First Publication: 2003

Most Recent: 2025

RePEc ID: pma142 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.01 2.01 0.00 6.03
Last 10 Years 0.00 2.51 3.85 0.00 8.88
All Time 0.00 4.19 7.54 0.00 17.09

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 14.14

Publications (17)

Year Article Journal Tier Authors
2025 Financial conditions, business cycle fluctuations and growth-at-risk Journal of Economic Dynamics and Control B 2
2025 Statistical decision functions with judgment Journal of Economic Theory A 1
2024 Forecasting and stress testing with quantile vector autoregression Journal of Applied Econometrics B 2
2018 The portfolio of euro area fund investors and ECB monetary policy announcements Journal of International Money and Finance B 3
2017 Realized bank risk during the great recession Journal of Financial Intermediation B 3
2017 A High-Frequency assessment of the ECB Securities Markets Programme Journal of the European Economic Association A 4
2016 Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area Journal of Financial Intermediation B 4
2015 VAR for VaR: Measuring tail dependence using multivariate regression quantiles Journal of Econometrics A 3
2015 Financial development, sectoral reallocation, and volatility: International evidence Journal of International Economics A 2
2014 Fragmentation in the Euro overnight unsecured money market Economics Letters C 3
2014 Comment Journal of Business & Economic Statistics A 2
2013 Financial dependence, global growth opportunities, and growth revisited Economics Letters C 2
2010 The Impact of the Euro on Equity Markets Journal of Financial and Quantitative Analysis B 3
2009 ‘Corporate bond spreads and the business cycle’ Economic Policy B 2
2008 The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan Journal of Money, Credit, and Banking B 2
2007 Quantifying the Risk of Deflation Journal of Money, Credit, and Banking B 2
2003 The Euro-area Financial System: Structure, Integration, and Policy Initiatives Oxford Review of Economic Policy C 3