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 5 18
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 0 0 13 23
Are Metals Prices Becoming More Volatile? 0 0 1 11 0 1 9 25
Asset Prices and Asset Correlations in Illiquid Markets 2 4 6 103 3 8 18 383
Asset Prices and asset Correlations in Illiquid Markets 3 5 6 263 3 6 29 690
Bank Holdings and Systemic Risk 0 0 0 66 0 0 6 100
Bank Regulation and the Rise of Nonbank Intermediation 1 12 12 12 1 2 2 2
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 1 17 28
Climate Change and Financial Stability 0 1 6 59 1 2 29 127
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 1 1 15 0 3 17 72
Commodity index trading and hedging costs 0 0 0 34 0 1 7 146
Does Banking Consolidation Harm Households? 1 14 14 14 0 9 9 9
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 0 0 5 85
Interconnectedness in the Corporate Bond Market 0 0 3 12 0 1 13 26
Interconnectedness in the Interbank Market 0 0 1 55 1 2 12 183
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 2 9 0 1 18 37
Managing Counterparty Risk in OTC Markets 0 0 0 35 0 1 12 136
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 0 1 17 942
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 0 315 1 2 7 943
Measuring Interest Rate Risk Management by Financial Institutions 1 1 3 10 1 2 12 34
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 0 1 3 3
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 1 0 0 9 35
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 9 0 0 18 34
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 4 0 0 19 39
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 3 27 4 5 20 94
Speculators, Prices and Market Volatility 0 0 1 54 1 4 34 171
Total Working Papers 8 38 62 1,596 16 54 360 4,385
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 2 16 302
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 0 2 4 9 32 39
Commodity index trading and hedging costs 0 0 0 36 0 0 7 171
Counterparty Risk in Over-the-Counter Markets 0 0 0 10 0 0 2 19
Crude Oil Price Movements and Institutional Traders 0 0 0 0 3 8 26 29
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 2 15 19
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 1 2 89 1 3 14 331
Herding and Speculation in the Crude Oil Market 0 1 2 2 0 2 20 23
High frequency traders and the price process 1 2 6 60 3 5 22 172
Interconnectedness in the interbank market 0 0 1 39 2 5 27 249
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 1 58 2 6 19 277
Metals price volatility, 1972-1995 0 0 1 95 0 1 10 226
Networks, interconnectedness, and interbank information asymmetry 0 0 1 6 1 3 20 35
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 1 1 0 1 11 12
Sidedness in the interbank market 0 0 0 3 0 1 10 18
Speculators, Prices, and Market Volatility 0 0 0 23 0 2 17 102
The urgency to borrow in the interbank market 0 0 0 2 0 1 8 15
Trading networks 0 0 1 16 1 5 18 85
Total Journal Articles 1 4 16 529 17 56 294 2,124
2 registered items for which data could not be found


Statistics updated 2026-08-07