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 4 8 0 0 4 11
Analyzing State Resilience to Weather and Climate Disasters 0 2 2 2 2 5 5 5
Are Metals Prices Becoming More Volatile? 1 1 2 10 1 1 2 14
Asset Prices and Asset Correlations in Illiquid Markets 0 1 3 95 3 5 17 350
Asset Prices and asset Correlations in Illiquid Markets 1 1 9 250 2 5 19 632
Bank Holdings and Systemic Risk 0 0 1 66 0 0 3 89
Bivariate FIGARCH and Fractional Cointegration 0 0 1 3 1 1 3 11
Climate Change and Financial Stability 2 2 11 37 2 3 24 66
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 2 12 1 3 17 39
Commodity index trading and hedging costs 0 0 1 34 1 1 3 136
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 0 0 0 79
Interconnectedness in the Interbank Market 0 0 0 53 0 0 12 165
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 1 7 1 1 5 16
Managing Counterparty Risk in OTC Markets 0 0 0 35 0 0 18 124
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 1 1 445 0 1 1 923
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 313 0 1 3 933
Measuring Interest Rate Risk Management by Financial Institutions 0 4 5 5 0 10 13 13
Speculators, Prices and Market Volatility 0 1 2 50 0 1 3 125
Total Working Papers 4 13 46 1,454 14 38 152 3,731
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 1 87 0 0 2 283
Commodity index trading and hedging costs 0 1 4 34 0 1 8 159
Counterparty Risk in Over-the-Counter Markets 0 0 3 8 0 0 4 14
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 1 2 3 82 2 3 6 301
Herding and Speculation in the Crude Oil Market 0 1 1 45 0 2 3 133
High frequency traders and the price process 1 5 9 41 3 8 18 120
Interconnectedness in the interbank market 0 0 2 31 0 0 32 200
Markov switching GARCH models of currency turmoil in Southeast Asia 1 1 1 57 2 5 7 253
Metals price volatility, 1972-1995 1 3 4 92 1 3 5 210
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 1 4 45 0 5 15 163
Sidedness in the interbank market 0 0 1 2 0 0 3 6
Speculators, Prices, and Market Volatility 0 0 1 20 0 0 3 69
The urgency to borrow in the interbank market 0 0 2 2 0 0 2 4
Trading networks 0 0 1 11 0 0 4 57
Total Journal Articles 4 14 37 557 8 27 112 1,972


Statistics updated 2024-02-04