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 2 13
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 0 1 3 11
Are Metals Prices Becoming More Volatile? 0 1 1 11 0 1 2 17
Asset Prices and Asset Correlations in Illiquid Markets 0 1 1 98 0 2 9 367
Asset Prices and asset Correlations in Illiquid Markets 0 1 5 258 0 1 12 662
Bank Holdings and Systemic Risk 0 0 0 66 1 2 2 96
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 0 0 11
Climate Change and Financial Stability 0 0 7 53 3 5 18 103
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 3 4 6 59
Commodity index trading and hedging costs 0 0 0 34 0 0 2 139
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 1 1 2 81
Interconnectedness in the Corporate Bond Market 0 0 2 9 0 0 6 13
Interconnectedness in the Interbank Market 0 0 1 54 1 1 6 172
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 2 2 9 0 2 3 21
Managing Counterparty Risk in OTC Markets 0 0 0 35 1 1 1 125
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 0 1 3 926
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 315 0 0 1 936
Measuring Interest Rate Risk Management by Financial Institutions 0 0 0 7 0 0 4 22
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 1 1 1 1
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 2 24 2 4 13 78
Reasons Behind Words: OPEC Narratives and the Oil Market 1 1 1 1 1 2 13 28
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 3 2 4 7 24
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 2 8 2 2 6 18
Speculators, Prices and Market Volatility 0 0 0 53 0 0 7 137
Total Working Papers 1 6 26 1,540 18 35 129 4,060
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 1 1 2 287
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 1 2 1 2 7 9
Commodity index trading and hedging costs 0 0 0 36 2 2 4 166
Counterparty Risk in Over-the-Counter Markets 0 0 0 10 0 0 0 17
Crude Oil Price Movements and Institutional Traders 0 0 0 0 2 2 3 5
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 2 2 3 6
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 1 2 88 2 4 9 321
Herding and Speculation in the Crude Oil Market 0 0 0 0 0 0 3 3
Herding and Speculation in the Crude Oil Market 0 0 2 48 2 2 7 143
High frequency traders and the price process 0 1 2 55 1 4 15 154
Interconnectedness in the interbank market 0 0 5 38 1 1 13 223
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 0 1 5 259
Metals price volatility, 1972-1995 0 0 0 94 0 2 3 218
Networks, interconnectedness, and interbank information asymmetry 0 0 0 5 1 1 4 16
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 1 1 49 0 1 3 171
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 0 0 2 2 3 3
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 1 1 3 8
Trading networks 0 0 3 15 1 1 4 68
Total Journal Articles 0 3 17 612 19 30 100 2,171

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Statistics updated 2025-11-08