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 0 2 4 16
Analyzing State Resilience to Weather and Climate Disasters 0 0 0 3 2 8 14 22
Are Metals Prices Becoming More Volatile? 0 0 1 11 0 1 4 20
Asset Prices and Asset Correlations in Illiquid Markets 0 1 2 99 0 3 13 373
Asset Prices and asset Correlations in Illiquid Markets 0 0 3 258 2 17 21 679
Bank Holdings and Systemic Risk 0 0 0 66 0 3 5 99
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 2 9 10 21
Climate Change and Financial Stability 0 0 5 55 2 10 27 118
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 0 14 1 5 9 64
Commodity index trading and hedging costs 0 0 0 34 1 5 7 144
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 1 2 3 83
Interconnectedness in the Corporate Bond Market 1 2 2 11 2 6 10 22
Interconnectedness in the Interbank Market 0 1 2 55 1 6 10 178
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 2 9 2 10 13 31
Managing Counterparty Risk in OTC Markets 0 0 0 35 0 6 8 132
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 0 6 12 935
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 315 1 4 5 940
Measuring Interest Rate Risk Management by Financial Institutions 0 0 2 9 2 8 12 32
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 0 1 1 0 4 13 33
Reasons Behind Words: OPEC Narratives and the Oil Market 1 1 3 27 2 5 17 86
Reasons Behind Words: OPEC Narratives and the Oil Market 0 1 1 4 4 11 19 37
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 2 9 2 12 18 31
Speculators, Prices and Market Volatility 0 1 1 54 8 27 32 166
Total Working Papers 2 7 28 1,554 35 170 287 4,263
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 1 9 11 296
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 0 1 2 1 12 20 24
Commodity index trading and hedging costs 0 0 0 36 0 4 7 170
Counterparty Risk in Over-the-Counter Markets 0 0 0 10 1 2 2 19
Crude Oil Price Movements and Institutional Traders 0 0 0 0 3 11 13 16
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 5 10 13
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 2 88 0 5 12 326
Herding and Speculation in the Crude Oil Market 0 1 2 49 0 11 16 155
Herding and Speculation in the Crude Oil Market 0 1 1 1 0 14 20 20
High frequency traders and the price process 0 1 3 57 1 8 21 166
Interconnectedness in the interbank market 0 1 5 39 4 14 25 239
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 57 2 4 9 265
Metals price volatility, 1972-1995 0 0 0 94 1 6 8 224
Networks, interconnectedness, and interbank information asymmetry 0 1 1 6 0 10 16 28
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 1 2 50 1 7 11 180
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 1 1 1 0 6 9 10
Sidedness in the interbank market 0 0 0 3 0 4 6 14
Speculators, Prices, and Market Volatility 0 0 0 23 0 9 15 94
The urgency to borrow in the interbank market 0 0 0 2 0 3 4 11
Trading networks 0 0 1 15 0 8 12 78
Total Journal Articles 0 7 19 620 15 152 247 2,348


Statistics updated 2026-03-04