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 1 1 3 14
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 3 3 6 14
Are Metals Prices Becoming More Volatile? 0 0 1 11 2 2 4 19
Asset Prices and Asset Correlations in Illiquid Markets 0 1 1 98 3 5 11 370
Asset Prices and asset Correlations in Illiquid Markets 0 1 5 258 0 1 10 662
Bank Holdings and Systemic Risk 0 0 0 66 0 2 2 96
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 1 1 1 12
Climate Change and Financial Stability 2 2 7 55 5 9 21 108
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 0 3 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 0 1 2 81
Interconnectedness in the Corporate Bond Market 0 0 1 9 3 3 8 16
Interconnectedness in the Interbank Market 0 0 1 54 0 1 5 172
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 1 2 9 0 1 3 21
Managing Counterparty Risk in OTC Markets 0 0 0 35 1 2 2 126
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 3 3 6 929
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 2 2 2 9 2 2 6 24
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 0 1 1 1
Reasons Behind Words: OPEC Narratives and the Oil Market 2 2 3 26 3 5 15 81
Reasons Behind Words: OPEC Narratives and the Oil Market 0 1 1 1 1 3 12 29
Reasons Behind Words: OPEC Narratives and the Oil Market 1 1 3 9 1 3 7 19
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 3 2 4 9 26
Speculators, Prices and Market Volatility 0 0 0 53 2 2 8 139
Total Working Papers 7 11 29 1,547 33 58 151 4,093
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 2 287
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 1 2 3 5 10 12
Commodity index trading and hedging costs 0 0 0 36 0 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 0 2 3 5
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 2 4 5 8
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 1 2 88 0 3 8 321
Herding and Speculation in the Crude Oil Market 0 0 1 48 1 3 7 144
Herding and Speculation in the Crude Oil Market 0 0 0 0 3 3 6 6
High frequency traders and the price process 1 1 3 56 4 7 16 158
Interconnectedness in the interbank market 0 0 5 38 2 3 14 225
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 2 2 7 261
Metals price volatility, 1972-1995 0 0 0 94 0 1 3 218
Networks, interconnectedness, and interbank information asymmetry 0 0 0 5 2 3 6 18
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 1 1 49 2 3 5 173
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 0 0 1 3 4 4
Sidedness in the interbank market 0 0 0 3 1 1 2 10
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 1 3 8
Trading networks 0 0 3 15 2 3 6 70
Total Journal Articles 1 3 17 613 25 50 119 2,196

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Statistics updated 2025-12-06