Simone Manganelli
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Global Financial Crisis and Policies
- Banking stability, regulation, efficiency
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
-
- Monetary Policy and Economic Impact
Papers in
- Finance 56
- Global Financial Crisis and Policies 35
- Financial Risk and Volatility Modeling 17
- Banking stability, regulation, efficiency 15
- Credit Risk and Financial Regulations 14
- European Monetary and Fiscal Policies 6
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- Monetary Policy and Economic Impact 39
- Co-authors
- Robert F. Engle (6 shared papers)Halbert White (4 shared papers)Guido Wolswijk (2 shared papers)Tae‐Hwan Kim (1 shared paper)Lutz Kilian (4 shared papers)Lorenzo Cappiello (9 shared papers)David Marqués-Ibáñez (3 shared papers)Yener Altunbaş (5 shared papers)
- Journals
- Journal of money credit and banking (2 papers)Economics Letters (2 papers)Journal of Financial Intermediation (2 papers)Journal of Business and Economic Statistics (2 papers)Journal of International Economics (1 paper)
- Partner nations
- GermanyUnited StatesUnited Kingdom
In The Last Decade
Simone Manganelli
59 papers receiving 2.9k citations
Simone Manganelli's Hit Papers
Peers
Comparison fields: 5 of 89
- Finance 2.3k
- General Economics, Econometrics and Finance 1.1k
- Economics and Econometrics 2.0k
- General Energy 37
- Statistics and Probability 224
Countries citing papers authored by Simone Manganelli
This map shows the geographic impact of Simone Manganelli's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Simone Manganelli with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Simone Manganelli more than expected).
Fields of papers citing papers by Simone Manganelli
This network shows the impact of papers produced by Simone Manganelli. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Simone Manganelli. The network helps show where Simone Manganelli may publish in the future.
Co-authors
The 25 scholars most cited alongside Simone Manganelli, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 65 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | CAViaR Hit paper breakdown → | 2004 | 1449 |
| 2 | VAR for VaR: Measuring tail dependence using multivariate regression quantiles Hit paper breakdown → | 2015 | 254 |
| 3 | 2009 | 199 | |
| 4 | 2005 | 120 | |
| 5 | 2001 | 83 | |
| 6 | 2011 | 80 | |
| 7 | 2016 | 60 | |
| 8 | 2008 | 55 | |
| 9 | 2017 | 52 | |
| 10 | 2008 | 43 | |
| 11 | 2003 | 43 | |
| 12 | 2019 | 42 | |
| 13 | 2020 | 41 | |
| 14 | 2014 | 40 | |
| 15 | 2005 | 36 | |
| 16 | 2010 | 35 | |
| 17 | 2002 | 31 | |
| 18 | 2015 | 30 | |
| 19 | 2007 | 30 | |
| 20 | 2011 | 29 |
About Simone Manganelli
Simone Manganelli is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Management Science and Operations Research and Strategy and Management, having authored 65 papers that have together received 3.1k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (39 papers), Global Financial Crisis and Policies (35 papers), Financial Risk and Volatility Modeling (17 papers), Banking stability, regulation, efficiency (15 papers), Credit Risk and Financial Regulations (14 papers), Market Dynamics and Volatility (12 papers), European Monetary and Fiscal Policies (6 papers) and Italy: Economic History and Contemporary Issues (6 papers). The work is most often cited by research in Finance (2.3k citations), General Economics, Econometrics and Finance (1.1k citations), Economics and Econometrics (2.0k citations), General Energy (37 citations) and Statistics and Probability (224 citations). Simone Manganelli has collaborated with scholars based in Germany, United States and United Kingdom. Frequent co-authors include Robert F. Engle, Halbert White, Guido Wolswijk, Tae‐Hwan Kim, Lutz Kilian, Lorenzo Cappiello, David Marqués-Ibáñez, Yener Altunbaş, Bruno Gérard and Florian Heider. Their work appears in journals such as Journal of money credit and banking, Economics Letters, Journal of Financial Intermediation, Journal of Business and Economic Statistics and Journal of International Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.