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 2 7 20
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 0 0 12 23
Are Metals Prices Becoming More Volatile? 0 0 0 11 0 1 9 26
Asset Prices and Asset Correlations in Illiquid Markets 0 2 5 103 0 3 16 383
Asset Prices and asset Correlations in Illiquid Markets 0 4 6 264 0 5 30 692
Bank Holdings and Systemic Risk 0 0 0 66 0 0 5 100
Bank Regulation and the Rise of Nonbank Intermediation 0 2 13 13 2 5 6 6
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 0 17 28
Climate Change and Financial Stability 0 0 6 59 1 2 28 128
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 1 15 1 2 18 74
Commodity index trading and hedging costs 0 0 0 34 1 1 8 147
Does Banking Consolidation Harm Households? 0 1 14 14 0 1 10 10
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 2 4 17 30
Interconnectedness in the Interbank Market 0 0 1 55 1 2 13 184
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 0 9 0 0 16 37
Managing Counterparty Risk in OTC Markets 0 0 0 35 0 0 12 136
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 0 1 17 943
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 0 315 0 2 8 944
Measuring Interest Rate Risk Management by Financial Institutions 0 1 3 10 0 3 14 36
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 0 0 3 3
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 1 0 1 9 36
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 3 27 1 6 20 96
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 4 0 0 17 39
Speculators, Prices and Market Volatility 0 0 1 54 0 6 39 176
Total Working Papers 0 10 59 1,598 10 47 374 4,416
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 16 302
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 0 2 1 9 36 44
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 1 2 4 21
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 5 28 31
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 1 16 20
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 1 89 0 1 12 331
Herding and Speculation in the Crude Oil Market 0 0 2 2 0 0 20 23
High frequency traders and the price process 0 1 5 60 1 5 21 174
Interconnectedness in the interbank market 0 0 1 39 2 5 30 252
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 1 58 1 3 19 278
Metals price volatility, 1972-1995 1 1 2 96 1 1 9 227
Networks, interconnectedness, and interbank information asymmetry 0 0 1 6 0 1 20 35
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 1 1 0 0 11 12
Sidedness in the interbank market 0 0 0 3 0 0 9 18
Speculators, Prices, and Market Volatility 0 0 0 23 1 2 19 104
The Role of Networks in Loan Syndicate Markets 0 1 1 1 4 7 8 8
The urgency to borrow in the interbank market 0 0 0 2 0 0 8 15
Trading networks 0 0 1 16 1 2 19 86
Total Journal Articles 1 3 16 531 13 44 312 2,152
2 registered items for which data could not be found


Statistics updated 2026-10-11