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 5 17
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 1 3 15 23
Are Metals Prices Becoming More Volatile? 0 0 1 11 4 4 8 24
Asset Prices and Asset Correlations in Illiquid Markets 0 0 2 99 0 2 12 375
Asset Prices and asset Correlations in Illiquid Markets 0 0 3 258 3 7 25 684
Bank Holdings and Systemic Risk 0 0 0 66 1 1 6 100
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 4 8 16 27
Climate Change and Financial Stability 1 3 7 58 5 9 31 125
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 4 6 14 69
Commodity index trading and hedging costs 0 0 0 34 0 2 7 145
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 2 3 5 85
Interconnectedness in the Corporate Bond Market 1 2 3 12 2 5 13 25
Interconnectedness in the Interbank Market 0 0 2 55 2 4 12 181
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 2 9 5 7 18 36
Managing Counterparty Risk in OTC Markets 0 0 0 35 3 3 11 135
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 4 6 17 941
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 315 1 2 6 941
Measuring Interest Rate Risk Management by Financial Institutions 0 0 2 9 0 2 12 32
Reasons Behind Words: Cause and Consequences of OPEC Narratives 0 0 0 0 1 1 2 2
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 1 2 2 13 35
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 9 3 5 20 34
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 1 4 2 6 20 39
Reasons Behind Words: OPEC Narratives and the Oil Market 0 1 3 27 3 5 18 89
Speculators, Prices and Market Volatility 0 0 1 54 0 9 32 167
Total Working Papers 2 6 30 1,558 53 103 338 4,331
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 3 5 15 300
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 0 2 5 7 24 30
Commodity index trading and hedging costs 0 0 0 36 1 1 8 171
Counterparty Risk in Over-the-Counter Markets 0 0 0 10 0 1 2 19
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 8 18 21
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 4 4 14 17
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 1 88 2 2 12 328
Herding and Speculation in the Crude Oil Market 0 0 1 1 1 1 20 21
High frequency traders and the price process 1 1 4 58 1 2 20 167
Interconnectedness in the interbank market 0 0 3 39 4 9 28 244
Markov switching GARCH models of currency turmoil in Southeast Asia 0 1 1 58 3 8 15 271
Metals price volatility, 1972-1995 0 1 1 95 0 2 9 225
Networks, interconnectedness, and interbank information asymmetry 0 0 1 6 4 4 19 32
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 1 1 1 1 10 11
Sidedness in the interbank market 0 0 0 3 3 3 9 17
Speculators, Prices, and Market Volatility 0 0 0 23 3 6 19 100
The urgency to borrow in the interbank market 0 0 0 2 3 3 7 14
Trading networks 1 1 2 16 2 2 14 80
Total Journal Articles 2 4 15 525 40 69 263 2,068
2 registered items for which data could not be found


Statistics updated 2026-05-06