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 1 1 12
Analyzing State Resilience to Weather and Climate Disasters 0 0 1 3 0 0 3 8
Are Metals Prices Becoming More Volatile? 0 0 0 10 1 1 2 16
Asset Prices and Asset Correlations in Illiquid Markets 0 0 1 97 0 1 9 360
Asset Prices and asset Correlations in Illiquid Markets 2 2 4 255 3 6 25 658
Bank Holdings and Systemic Risk 0 0 0 66 0 0 5 94
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 0 0 11
Climate Change and Financial Stability 0 2 13 50 0 4 25 91
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 1 14 0 2 15 55
Commodity index trading and hedging costs 0 0 0 34 0 0 1 137
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 0 1 1 80
Interconnectedness in the Corporate Bond Market 1 1 9 9 2 4 12 12
Interconnectedness in the Interbank Market 0 0 0 53 1 1 3 168
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 0 7 0 0 1 18
Managing Counterparty Risk in OTC Markets 0 0 0 35 0 0 0 124
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 0 0 0 923
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 314 0 0 2 935
Measuring Interest Rate Risk Management by Financial Institutions 0 0 2 7 0 2 6 20
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 0 0 0 0
Reasons Behind Words: OPEC Narratives and the Oil Market 0 1 1 3 0 1 8 18
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 0 0 0 3 18 20
Reasons Behind Words: OPEC Narratives and the Oil Market 1 1 7 7 1 1 13 13
Reasons Behind Words: OPEC Narratives and the Oil Market 1 1 4 24 2 3 20 69
Speculators, Prices and Market Volatility 0 0 3 53 2 3 9 134
Total Working Papers 5 8 47 1,526 13 34 179 3,976
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 2 285
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 1 1 0 2 4 4
Commodity index trading and hedging costs 0 0 2 36 1 1 4 163
Counterparty Risk in Over-the-Counter Markets 0 0 2 10 0 0 3 17
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 1 3 3
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 0 3 3
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 3 86 1 1 12 314
Herding and Speculation in the Crude Oil Market 0 0 2 47 1 2 6 139
Herding and Speculation in the Crude Oil Market 0 0 0 0 0 0 0 0
High frequency traders and the price process 0 1 13 54 1 3 25 145
Interconnectedness in the interbank market 0 1 3 34 1 3 13 214
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 2 2 3 256
Metals price volatility, 1972-1995 0 0 2 94 0 1 6 216
Networks, interconnectedness, and interbank information asymmetry 0 0 5 5 0 0 8 12
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 0 3 48 0 1 6 169
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 0 0 1 1 1 1
Sidedness in the interbank market 0 0 1 3 0 0 2 8
Speculators, Prices, and Market Volatility 1 1 3 23 2 2 10 79
The urgency to borrow in the interbank market 0 0 0 2 1 2 3 7
Trading networks 2 2 3 14 2 2 8 66
Total Journal Articles 3 5 43 601 13 24 122 2,101

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Statistics updated 2025-03-03