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 2 6 18
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 0 1 14 23
Are Metals Prices Becoming More Volatile? 0 0 1 11 0 5 9 25
Asset Prices and Asset Correlations in Illiquid Markets 1 2 4 101 1 5 16 380
Asset Prices and asset Correlations in Illiquid Markets 0 2 5 260 1 6 28 687
Bank Holdings and Systemic Risk 0 0 0 66 0 1 6 100
Bank Regulation and the Rise of Nonbank Intermediation 11 11 11 11 1 1 1 1
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 5 17 28
Climate Change and Financial Stability 0 2 7 59 0 6 30 126
Climate-related Financial Stability Risks for the United States: Methods and Applications 1 1 1 15 1 7 17 72
Commodity index trading and hedging costs 0 0 0 34 0 1 8 146
Does Banking Consolidation Harm Households? 13 13 13 13 9 9 9 9
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 0 2 5 85
Interconnectedness in the Corporate Bond Market 0 1 3 12 1 3 13 26
Interconnectedness in the Interbank Market 0 0 1 55 1 3 11 182
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 2 9 0 6 19 37
Managing Counterparty Risk in OTC Markets 0 0 0 35 0 4 12 136
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 0 5 18 942
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 315 1 2 7 942
Measuring Interest Rate Risk Management by Financial Institutions 0 0 2 9 1 1 12 33
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 0 2 3 3
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 4 0 2 19 39
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 1 0 2 11 35
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 3 27 0 4 18 90
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 9 0 3 19 34
Speculators, Prices and Market Volatility 0 0 1 54 2 3 34 170
Total Working Papers 26 32 58 1,588 19 91 362 4,369
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 2 5 16 302
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 0 2 1 10 28 35
Commodity index trading and hedging costs 0 0 0 36 0 1 8 171
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 1 5 23 26
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 6 16 19
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 1 1 2 89 2 4 14 330
Herding and Speculation in the Crude Oil Market 1 1 2 2 2 3 20 23
High frequency traders and the price process 0 2 5 59 1 3 21 169
Interconnectedness in the interbank market 0 0 2 39 1 7 26 247
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 1 58 1 7 18 275
Metals price volatility, 1972-1995 0 0 1 95 0 1 10 226
Networks, interconnectedness, and interbank information asymmetry 0 0 1 6 2 6 20 34
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 1 1 0 2 11 12
Sidedness in the interbank market 0 0 0 3 0 4 10 18
Speculators, Prices, and Market Volatility 0 0 0 23 1 5 17 102
The urgency to borrow in the interbank market 0 0 0 2 0 4 8 15
Trading networks 0 1 1 16 2 6 17 84
Total Journal Articles 2 5 16 528 16 79 285 2,107
2 registered items for which data could not be found


Statistics updated 2026-07-10