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 1 2 13
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 0 2 3 11
Are Metals Prices Becoming More Volatile? 0 1 1 11 0 1 2 17
Asset Prices and Asset Correlations in Illiquid Markets 1 1 2 98 2 3 11 367
Asset Prices and asset Correlations in Illiquid Markets 1 3 5 258 1 3 12 662
Bank Holdings and Systemic Risk 0 0 0 66 1 1 3 95
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 0 0 11
Climate Change and Financial Stability 0 1 9 53 1 4 18 100
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 0 1 3 56
Commodity index trading and hedging costs 0 0 0 34 0 1 2 139
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 8 9 0 0 11 13
Interconnectedness in the Interbank Market 0 0 1 54 0 0 5 171
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 1 2 2 9 1 3 3 21
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 2 3 926
Markov switching GARCH models of currency turmoil in southeast Asia 0 1 1 315 0 1 1 936
Measuring Interest Rate Risk Management by Financial Institutions 0 0 0 7 0 1 5 22
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 1 3 0 2 5 22
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 0 0 1 3 13 27
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 2 8 0 1 4 16
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 4 24 0 4 15 76
Speculators, Prices and Market Volatility 0 0 0 53 0 1 7 137
Total Working Papers 3 9 36 1,539 7 35 129 4,042
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 0 2 286
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 2 2 1 1 8 8
Commodity index trading and hedging costs 0 0 0 36 0 1 2 164
Counterparty Risk in Over-the-Counter Markets 0 0 0 10 0 0 1 17
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 0 1 3
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 1 3 4
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 1 1 2 88 1 3 8 319
Herding and Speculation in the Crude Oil Market 0 0 2 48 0 1 5 141
Herding and Speculation in the Crude Oil Market 0 0 0 0 0 0 3 3
High frequency traders and the price process 0 1 3 55 2 5 15 153
Interconnectedness in the interbank market 0 1 6 38 0 1 13 222
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 0 2 5 259
Metals price volatility, 1972-1995 0 0 0 94 1 2 3 218
Networks, interconnectedness, and interbank information asymmetry 0 0 2 5 0 1 6 15
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 1 1 3 49 1 1 5 171
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 1 1 9
Speculators, Prices, and Market Volatility 0 0 1 23 0 0 8 85
The urgency to borrow in the interbank market 0 0 0 2 0 0 2 7
Trading networks 0 0 4 15 0 0 5 67
Total Journal Articles 2 4 25 612 6 20 97 2,152


Statistics updated 2025-10-06