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 1 12
Analyzing State Resilience to Weather and Climate Disasters 0 0 1 3 0 0 2 8
Are Metals Prices Becoming More Volatile? 0 0 0 10 0 1 2 16
Asset Prices and Asset Correlations in Illiquid Markets 0 0 1 97 0 3 12 363
Asset Prices and asset Correlations in Illiquid Markets 0 2 3 255 1 4 15 659
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 1 1 12 51 2 3 23 94
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 0 0 11 55
Commodity index trading and hedging costs 0 0 0 34 0 1 2 138
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 1 9 9 0 2 12 12
Interconnectedness in the Interbank Market 0 0 0 53 0 2 4 169
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 0 7 0 0 1 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 1 1 924
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 314 0 0 1 935
Measuring Interest Rate Risk Management by Financial Institutions 0 0 2 7 0 0 6 20
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 0 0 1 2 17 22
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 3 0 1 4 19
Reasons Behind Words: OPEC Narratives and the Oil Market 0 2 2 8 0 2 5 14
Reasons Behind Words: OPEC Narratives and the Oil Market 0 1 4 24 1 4 15 71
Speculators, Prices and Market Volatility 0 0 2 53 0 3 8 135
Total Working Papers 1 7 38 1,528 5 30 147 3,993
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 2 285
Climate-Related Financial Stability Risks for the United States: Methods and Applications 1 1 2 2 2 2 6 6
Commodity index trading and hedging costs 0 0 2 36 0 1 4 163
Counterparty Risk in Over-the-Counter Markets 0 0 2 10 0 0 3 17
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 0 3 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 1 1 2 87 2 3 12 316
Herding and Speculation in the Crude Oil Market 0 0 1 47 0 1 3 139
Herding and Speculation in the Crude Oil Market 0 0 0 0 0 1 1 1
High frequency traders and the price process 0 0 7 54 0 3 17 147
Interconnectedness in the interbank market 2 2 5 36 2 3 12 216
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 0 2 2 256
Metals price volatility, 1972-1995 0 0 1 94 0 0 4 216
Networks, interconnectedness, and interbank information asymmetry 0 0 4 5 0 1 7 13
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 0 3 48 0 0 5 169
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 0 0 0 1 1 1
Sidedness in the interbank market 0 0 0 3 0 0 0 8
Speculators, Prices, and Market Volatility 0 1 3 23 2 4 11 81
The urgency to borrow in the interbank market 0 0 0 2 0 1 3 7
Trading networks 0 2 3 14 0 2 6 66
Total Journal Articles 4 7 35 605 8 25 105 2,113


Statistics updated 2025-05-12