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 2 3 5 16
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 4 9 12 20
Are Metals Prices Becoming More Volatile? 0 0 1 11 1 3 5 20
Asset Prices and Asset Correlations in Illiquid Markets 1 1 2 99 2 6 13 373
Asset Prices and asset Correlations in Illiquid Markets 0 0 5 258 14 15 22 677
Bank Holdings and Systemic Risk 0 0 0 66 2 3 5 99
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 5 8 8 19
Climate Change and Financial Stability 0 2 5 55 6 13 25 116
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 3 4 8 63
Commodity index trading and hedging costs 0 0 0 34 3 4 6 143
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 0 1 2 82
Interconnectedness in the Corporate Bond Market 1 1 2 10 3 7 10 20
Interconnectedness in the Interbank Market 1 1 2 55 4 5 10 177
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 2 9 4 8 11 29
Managing Counterparty Risk in OTC Markets 0 0 0 35 4 7 8 132
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 2 9 12 935
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 315 3 3 4 939
Measuring Interest Rate Risk Management by Financial Institutions 0 2 2 9 5 8 10 30
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 0 0 1 1
Reasons Behind Words: OPEC Narratives and the Oil Market 0 1 1 4 3 9 15 33
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 1 1 5 13 33
Reasons Behind Words: OPEC Narratives and the Oil Market 0 1 3 9 8 11 17 29
Reasons Behind Words: OPEC Narratives and the Oil Market 0 2 3 26 2 6 17 84
Speculators, Prices and Market Volatility 1 1 1 54 15 21 26 158
Total Working Papers 4 12 31 1,552 96 168 265 4,228
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 7 8 10 295
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 1 2 9 14 19 23
Commodity index trading and hedging costs 0 0 0 36 2 4 8 170
Counterparty Risk in Over-the-Counter Markets 0 0 0 10 0 1 1 18
Crude Oil Price Movements and Institutional Traders 0 0 0 0 6 8 10 13
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 3 7 10 13
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 2 88 3 5 13 326
Herding and Speculation in the Crude Oil Market 1 1 1 1 4 17 20 20
Herding and Speculation in the Crude Oil Market 1 1 2 49 8 12 17 155
High frequency traders and the price process 0 2 3 57 1 11 21 165
Interconnectedness in the interbank market 0 1 5 39 8 12 22 235
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 2 4 9 263
Metals price volatility, 1972-1995 0 0 0 94 4 5 7 223
Networks, interconnectedness, and interbank information asymmetry 0 1 1 6 4 12 16 28
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 1 2 50 3 8 10 179
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 1 1 1 3 7 10 10
Sidedness in the interbank market 0 0 0 3 2 5 6 14
Speculators, Prices, and Market Volatility 0 0 1 23 3 9 17 94
The urgency to borrow in the interbank market 0 0 0 2 2 3 5 11
Trading networks 0 0 3 15 6 10 14 78
Total Journal Articles 2 8 22 620 80 162 245 2,333

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12