Access Statistics for Celso Brunetti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bivariate FIGARCH Model of Crude Oil Price Volatility 0 0 0 8 0 0 1 12
Analyzing State Resilience to Weather and Climate Disasters 0 0 1 3 0 1 2 9
Are Metals Prices Becoming More Volatile? 0 0 0 10 0 0 1 16
Asset Prices and Asset Correlations in Illiquid Markets 0 0 1 97 1 1 13 364
Asset Prices and asset Correlations in Illiquid Markets 0 0 2 255 0 1 12 659
Bank Holdings and Systemic Risk 0 0 0 66 0 0 4 94
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 0 0 11
Climate Change and Financial Stability 0 2 10 52 1 4 20 96
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 0 0 9 55
Commodity index trading and hedging costs 0 0 0 34 0 0 1 138
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 0 0 1 80
Interconnectedness in the Corporate Bond Market 0 0 9 9 0 1 13 13
Interconnectedness in the Interbank Market 1 1 1 54 1 2 6 171
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 0 7 0 0 0 18
Managing Counterparty Risk in OTC Markets 0 0 0 35 0 0 0 124
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 0 0 1 924
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 0 314 0 0 0 935
Measuring Interest Rate Risk Management by Financial Institutions 0 0 2 7 0 1 6 21
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 0 0 0 0
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 2 8 0 1 5 15
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 3 0 1 4 20
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 0 0 1 3 14 24
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 4 24 1 2 15 72
Speculators, Prices and Market Volatility 0 0 2 53 1 1 8 136
Total Working Papers 1 3 35 1,530 6 19 136 4,007
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bivariate FIGARCH and fractional cointegration 0 0 0 87 0 1 2 286
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 1 2 2 0 3 7 7
Commodity index trading and hedging costs 0 0 0 36 0 0 1 163
Counterparty Risk in Over-the-Counter Markets 0 0 1 10 0 0 2 17
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 0 2 3
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 0 3 3
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 1 1 87 0 2 6 316
Herding and Speculation in the Crude Oil Market 0 0 0 0 1 2 3 3
Herding and Speculation in the Crude Oil Market 1 1 2 48 1 1 4 140
High frequency traders and the price process 0 0 5 54 1 1 14 148
Interconnectedness in the interbank market 1 3 6 37 3 7 16 221
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 0 1 3 257
Metals price volatility, 1972-1995 0 0 0 94 0 0 3 216
Networks, interconnectedness, and interbank information asymmetry 0 0 3 5 0 1 7 14
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 0 3 48 1 1 5 170
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 0 0 0 0 1 1
Sidedness in the interbank market 0 0 0 3 0 0 0 8
Speculators, Prices, and Market Volatility 0 0 2 23 3 6 13 85
The urgency to borrow in the interbank market 0 0 0 2 0 0 2 7
Trading networks 1 1 4 15 1 1 7 67
Total Journal Articles 3 7 29 608 11 27 101 2,132

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Statistics updated 2025-07-04