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 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 1 5 9 25
Asset Prices and Asset Correlations in Illiquid Markets 1 1 3 100 4 6 16 379
Asset Prices and asset Correlations in Illiquid Markets 2 2 5 260 2 7 27 686
Bank Holdings and Systemic Risk 0 0 0 66 0 1 6 100
Bank Regulation and the Rise of Nonbank Intermediation 0 0 0 0 0 0 0 0
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 1 7 17 28
Climate Change and Financial Stability 1 4 7 59 1 8 31 126
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 2 7 16 71
Commodity index trading and hedging costs 0 0 0 34 1 2 8 146
Does Banking Consolidation Harm Households? 0 0 0 0 0 0 0 0
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 0 3 12 25
Interconnectedness in the Interbank Market 0 0 2 55 0 3 11 181
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 2 9 1 6 19 37
Managing Counterparty Risk in OTC Markets 0 0 0 35 1 4 12 136
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 1 7 18 942
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 315 0 1 6 941
Measuring Interest Rate Risk Management by Financial Institutions 0 0 2 9 0 0 11 32
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 1 2 3 3
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 9 0 3 19 34
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 3 27 1 4 19 90
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 12 35
Speculators, Prices and Market Volatility 0 0 1 54 1 2 33 168
Total Working Papers 4 8 33 1,562 19 87 349 4,350
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 4 14 300
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 0 2 4 10 27 34
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 4 9 22 25
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 2 6 16 19
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 1 88 0 2 12 328
Herding and Speculation in the Crude Oil Market 0 0 1 1 0 1 19 21
High frequency traders and the price process 1 2 5 59 1 2 21 168
Interconnectedness in the interbank market 0 0 3 39 2 7 28 246
Markov switching GARCH models of currency turmoil in Southeast Asia 0 1 1 58 3 9 17 274
Metals price volatility, 1972-1995 0 1 1 95 1 2 10 226
Networks, interconnectedness, and interbank information asymmetry 0 0 1 6 0 4 18 32
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 1 1 1 2 11 12
Sidedness in the interbank market 0 0 0 3 1 4 10 18
Speculators, Prices, and Market Volatility 0 0 0 23 1 7 19 101
The urgency to borrow in the interbank market 0 0 0 2 1 4 8 15
Trading networks 0 1 2 16 2 4 16 82
Total Journal Articles 1 5 16 526 23 78 278 2,091
2 registered items for which data could not be found


Statistics updated 2026-06-04