Marcello Minenna

Customs and Monopolies Agency

Piazza Mastai, 12

Rome, 00153

Italy

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 16,743

SSRN RANKINGS

Top 16,743

in Total Papers Downloads

3,863

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (15)

1.

The Detection of Market Abuse on Financial Markets: A Quantitative Approach

Quaderni Di Finanza, No. 54
Number of pages: 53 Posted: 14 Feb 2005
Marcello Minenna
Customs and Monopolies Agency
Downloads 975 (30,019)

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Insider trading, market manipulation, abnormal return, detection of market abuse, alert, diffusion process

2.

Making the Eurozone Works: A Risk-Sharing Reform of the European Stability Mechanism

Number of pages: 47 Posted: 25 Jul 2018
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM), Customs and Monopolies Agency, Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Bank of Italy
Downloads 727 (45,014)
Citation 3

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Sovereign Debt, Risk Mutualization, Insurance Fund, ESM, ECB, OMT, CDS Spread, Investment Multiplier, Market Discipline

3.

A Supervisory Perspective on Insider Trading: Estimating the Value of the Information

CONSOB, Quaderni di Finanza n. 2000-45
Number of pages: 32 Posted: 03 Apr 2001
Marcello Minenna
Customs and Monopolies Agency
Downloads 710 (46,443)
Citation 1

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SEC, CONSOB, insider trading, disgorgement, event studies analysis, proxy variable, geometric Brownian motion, wiener process, abnormal return, cumulative abnormal return

4.

The New Eurozone Risk Morphology

Number of pages: 80 Posted: 17 Mar 2019 Last Revised: 23 Oct 2019
Marcello Minenna
Customs and Monopolies Agency
Downloads 346 (111,518)
Citation 2

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Competitive Gaps, Financial Real Effective Exchange Rate, Inflation Differentials, Real Sovereign Yield Spreads, Target2, Risk Segregation, Risk Sharing

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politica monetaria, quantitative easing, banca centrale, vendor financing, debito pubblico, target 2, mutualizzazione, eurozona, eurosistema, bilancia dei pagamenti, asset backed securities, covered bonds, spread, LTRO

6.

Quantitative Easing, Structured Finance and Support to the Real Economy Proposals on ABS

Number of pages: 12 Posted: 26 Nov 2014
Astrid, Cassa Depositi e Prestiti, Università degli Studi Guglielmo Marconi, Customs and Monopolies Agency, Cassa Depositi e Prestiti and Istituto Einaudi for Banking, Financial and Insurance Studies (IST EIN)
Downloads 211 (184,528)

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7.

The European Public Debt Refinancing Program - Why the ECB Quantitative Easing Should Envisage Euro-Zone Government Bonds

Number of pages: 18 Posted: 20 Sep 2014
Marcello Minenna
Customs and Monopolies Agency
Downloads 182 (210,928)
Citation 1

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monetary policy, quantitative easing, central bank, vendor financing, public debt, target 2, mutualisation, eurozone, eurosystem, balance of payment, asset backed securities, covered bonds, spread, LTRO,

8.

A Look at EU-UK Trade Relations in Light of Brexit, Pandemic and the Trade and Cooperation Agreement

Number of pages: 44 Posted: 14 Apr 2021
Marcello Minenna
Customs and Monopolies Agency
Downloads 153 (244,236)

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Brexit, Free Trade Agreement, Prudential Carve-Out, Trade Surplus, Trade Deficit, Most Favored Nation, Exchange Rate

9.

A Quantitative Risk-Based Approach to the Transparency on Non-Equity Investment Products

Quaderni di Finanza, CONSOB, 2009
Number of pages: 66 Posted: 11 Jul 2011
Customs and Monopolies Agency, The Italian Securities and Exchange Commission, CONSOB (Commissione Nazionale per le Società e la Borsa), The Italian Securities and Exchange Commission (CONSOB) and The Italian Securities and Exchange Commission (CONSOB)
Downloads 114 (305,669)
Citation 3

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Transparency, risk, return, investment time horizon, unbundling, risk-free asset, benchmark, prospectus, product information sheet, volatility, GARCH, probability scenarios, key information document, first passage times, pricing, fair value, mark-up, mispricing, risk-neutral measure, migration

10.

La reazione del mercato borsistico Italiano ad annunci relativi a patti parasociali (Impact of the Announcement of Shareholders’ Agreements on the the Italian Stock Market)

Number of pages: 27 Posted: 24 Feb 2015
Riccardo Bossi, Giancarlo Giudici and Marcello Minenna
Polytechnic University of Milan, Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale and Customs and Monopolies Agency
Downloads 62 (440,275)

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11.

Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids

Number of pages: 21 Posted: 25 Jul 2015
Marcello Minenna and Paolo Verzella
Customs and Monopolies Agency and The Italian Securities and Exchange Commission (CONSOB)
Downloads 60 (447,271)

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12.

Identifying Target 2 Determinants in the Long Run: Strength and Limits of Balance of Payments Accounting Identities

Number of pages: 25 Posted: 13 Oct 2020
Marcello Minenna
Customs and Monopolies Agency
Downloads 34 (561,573)

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capital flows, payment system, financial crisis, quantitative easing, interbank lending

13.

A Market-Based Analysis of Italy’s Redenomination Risk: between EMU Limits and Eurosceptic Sentiments

Number of pages: 60 Posted: 13 Oct 2020
Marcello Minenna
Customs and Monopolies Agency
Downloads 16 (679,346)

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Euro break-up, redenomination risk, CDS, ISDA basis, Italexit, risk sharing

14.
Downloads 15 (686,905)

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15.

A Revised European Stability Mechanism to Realize Risk Sharing on Public Debts at Market Conditions and Realign Economic Cycles in the Euro Area

Economic Notes, Vol. 48, Issue 1, pp. n/a-n/a, 2019
Number of pages: 19 Posted: 24 Jan 2019
Marcello Minenna and Dario Aversa
Customs and Monopolies Agency and Independent Advisor
Downloads 1 (802,064)
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