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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 0 0 11
Analyzing State Resilience to Weather and Climate Disasters 0 0 3 3 0 0 7 8
Are Metals Prices Becoming More Volatile? 0 0 1 10 0 0 2 15
Asset Prices and Asset Correlations in Illiquid Markets 0 1 3 97 1 4 14 359
Asset Prices and asset Correlations in Illiquid Markets 0 0 4 253 2 3 24 652
Bank Holdings and Systemic Risk 0 0 0 66 0 4 5 94
Bivariate FIGARCH and Fractional Cointegration 0 0 0 3 0 0 1 11
Climate Change and Financial Stability 2 4 13 48 2 6 23 87
Climate-related Financial Stability Risks for the United States: Methods and Applications 0 0 2 14 0 2 16 53
Commodity index trading and hedging costs 0 0 0 34 0 0 2 137
Economic volatility and financial markets: the case of mortgage-backed securities 0 0 0 29 0 0 0 79
Interconnectedness in the Corporate Bond Market 1 8 8 8 1 8 8 8
Interconnectedness in the Interbank Market 0 0 0 53 1 1 2 167
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 0 7 0 0 3 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 1 445 0 0 1 923
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 1 5 7 0 2 13 18
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 1 3 7 23 1 6 36 66
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 0 0 2 4 17 17
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 0 2 0 1 10 17
Reasons Behind Words: OPEC Narratives and the Oil Market 0 0 6 6 0 1 12 12
Speculators, Prices and Market Volatility 0 1 3 53 1 2 6 131
Total Working Papers 4 18 57 1,518 11 44 204 3,942
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 1 2 285
Climate-Related Financial Stability Risks for the United States: Methods and Applications 0 1 1 1 0 2 2 2
Commodity index trading and hedging costs 0 0 2 36 0 0 3 162
Counterparty Risk in Over-the-Counter Markets 0 0 2 10 0 1 3 17
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 0 2 2
Economic volatility and financial markets: The case of mortgage‐backed securities 0 0 0 0 0 3 3 3
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 5 86 1 2 14 313
Herding and Speculation in the Crude Oil Market 0 0 0 0 0 0 0 0
Herding and Speculation in the Crude Oil Market 1 1 3 47 1 1 5 137
High frequency traders and the price process 0 3 16 53 3 7 29 142
Interconnectedness in the interbank market 0 1 2 33 1 3 11 211
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 1 57 0 0 5 254
Metals price volatility, 1972-1995 0 0 3 94 0 1 6 215
Networks, interconnectedness, and interbank information asymmetry 0 2 5 5 0 3 11 12
OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil 0 3 3 48 0 3 6 168
OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil 0 0 0 0 0 0 0 0
Sidedness in the interbank market 0 0 1 3 0 0 2 8
Speculators, Prices, and Market Volatility 0 0 2 22 0 3 8 77
The urgency to borrow in the interbank market 0 0 0 2 0 0 1 5
Trading networks 0 1 1 12 0 2 7 64
Total Journal Articles 1 12 47 596 6 32 120 2,077


Statistics updated 2024-12-04