Celso Brunetti
Names
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Celso |
| last: |
Brunetti |
Identifer
Contact
Affiliations
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Johns Hopkins University
/ Carey Business School (weight: 28%)
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Government of the United States
/ Commodity Futures Trading Commission (CFTC) (weight: 24%)
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Federal Reserve Board (Board of Governors of the Federal Reserve System) (weight: 24%)
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Università degli Studi di Roma "Tor Vergata"
/ Facoltà di Economia
/ Dipartimento di Economia e Finanza (weight: 24%)
Research profile
author of:
- Unknown
- Unknown
- Speculators, Prices and Market Volatility (repec:bca:bocawp:15-42)
by Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris - Reasons Behind Words: OPEC Narratives and the Oil Market (repec:cii:cepidt:2023-19)
by Celso Brunetti & Marc Joëts & Valérie Mignon - Speculators, Prices, and Market Volatility (repec:cup:jfinqa:v:51:y:2016:i:05:p:1545-1574_00)
by Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H. - Counterparty Risk in Over-the-Counter Markets (repec:cup:jfinqa:v:57:y:2022:i:3:p:1058-1082_8)
by Frei, Christoph & Capponi, Agostino & Brunetti, Celso - Reasons Behind Words: OPEC Narratives and the Oil Market (repec:drm:wpaper:2023-24)
by Valérie Mignon & Celso Brunetti & Marc Joëts - The urgency to borrow in the interbank market (repec:eee:ecolet:v:221:y:2022:i:c:s0165176522003743)
by Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn - High frequency traders and the price process (repec:eee:econom:v:217:y:2020:i:1:p:20-45)
by Aït-Sahalia, Yacine & Brunetti, Celso - Markov switching GARCH models of currency turmoil in Southeast Asia (repec:eee:ememar:v:9:y:2008:i:2:p:104-128)
by Brunetti, Celso & Scotti, Chiara & Mariano, Roberto S. & Tan, Augustine H.H. - Bivariate FIGARCH and fractional cointegration (repec:eee:empfin:v:7:y:2000:i:5:p:509-530)
by Brunetti, Celso & Gilbert, Christopher L. - Commodity index trading and hedging costs (repec:eee:finmar:v:21:y:2014:i:c:p:153-180)
by Brunetti, Celso & Reiffen, David - Sidedness in the interbank market (repec:eee:finmar:v:59:y:2022:i:pa:s1386418121000446)
by Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn - Networks, interconnectedness, and interbank information asymmetry (repec:eee:finsta:v:67:y:2023:i:c:s1572308923000633)
by Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn - Interconnectedness in the interbank market (repec:eee:jfinec:v:133:y:2019:i:2:p:520-538)
by Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George - Metals price volatility, 1972-1995 (repec:eee:jrpoli:v:21:y:1995:i:4:p:237-254)
by Brunetti, Celso & Gilbert, Christopher L. - Does Banking Consolidation Harm Households? (RePEc:fip:fedgfe:103337)
by Celso Brunetti & Jeffrey H. Harris & Ioannis Spyridopoulos - Bank Regulation and the Rise of Nonbank Intermediation (RePEc:fip:fedgfe:103340)
by Celso Brunetti & Christoph Frei - Commodity index trading and hedging costs (repec:fip:fedgfe:2011-57)
by Celso Brunetti & David Reiffen - Economic volatility and financial markets: the case of mortgage-backed securities (repec:fip:fedgfe:2013-42)
by Gaetano Antinolfi & Celso Brunetti - Interconnectedness in the Interbank Market (repec:fip:fedgfe:2015-90)
by Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis - Managing Counterparty Risk in OTC Markets (repec:fip:fedgfe:2017-83)
by Celso Brunetti & Agostino Capponi & Christoph Frei - Bank Holdings and Systemic Risk (repec:fip:fedgfe:2018-63)
by Celso Brunetti & Jeffrey H. Harris & Shawn Mankad - Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry (repec:fip:fedgfe:2021-17)
by Celso Brunetti & Jeffrey H. Harris & Shawn Mankad - Climate-related Financial Stability Risks for the United States: Methods and Applications (repec:fip:fedgfe:2022-43)
by Celso Brunetti & John Caramichael & Matteo Crosignani & Benjamin Dennis & Gurubala Kotta & Donald P. Morgan & Chaehee Shin & Ilknur Zer - Measuring Interest Rate Risk Management by Financial Institutions (RePEc:fip:fedgfe:2023-67)
by Celso Brunetti & Nathan Foley-Fisher & Stéphane Verani - Reasons Behind Words: OPEC Narratives and the Oil Market (RePEc:fip:fedgfe:2024-03)
by Celso Brunetti & Marc Joëts & Valérie Mignon - Interconnectedness in the Corporate Bond Market (RePEc:fip:fedgfe:2024-66)
by Celso Brunetti & Matthew Carl & Jacob Gerszten & Chiara Scotti & Chaehee Shin - Climate Change and Financial Stability (repec:fip:fedgfn:2021-03-19-3)
by Celso Brunetti & Benjamin Dennis & Dylan Gates & Diana Hancock & David Ignell & Elizabeth K. Kiser & Gurubala Kotta & Anna Kovner & Richard J. Rosen & Nicholas K. Tabor - Analyzing State Resilience to Weather and Climate Disasters (RePEc:fip:fedgfn:2023-09-07)
by Celso Brunetti & Benjamin Dennis & Gurubala Kotta & Adam Smith - Markov switching GARCH models of currency turmoil in southeast Asia (repec:fip:fedgif:889)
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan - Climate-Related Financial Stability Risks for the United States: Methods and Applications (RePEc:fip:fednep:98931)
by Celso Brunetti & Matteo Crosignani & Benjamin Dennis & Gurubala Kotta & Donald P. Morgan & Chaehee Shin & Ilknur Zer - Crude Oil Price Movements and Institutional Traders (repec:gam:jcommo:v:3:y:2024:i:1:p:6-97:d:1349099)
by Celso Brunetti & Jeffrey H. Harris & Bahattin Büyükşahin - Reasons Behind Words: Cause and Consequences of OPEC Narratives (repec:hal:journl:hal-04435783)
by Valérie Mignon & Celso Brunetti & Marc Joëts - Reasons Behind Words: OPEC Narratives and the Oil Market (repec:hal:wpaper:hal-04196053)
by Celso Brunetti & Marc Joëts & Valérie Mignon - The Role of Networks in Loan Syndicate Markets (repec:inm:ormnsc:v:72:y:2026:i:6:p:5463-5489)
by Jeffrey H. Harris & Ioannis Spyridopoulos & Morad Zekhnini & Celso Brunetti - Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis (repec:oup:rfinst:v:24:y:2011:i:6:p:2053-2083)
by Celso Brunetti & Mario di Filippo & Jeffrey H. Harris - Markov Switching Garch Models of Currency Crises in Southeast Asia (repec:pen:papers:03-008)
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan - Are Metals Prices Becoming More Volatile? (repec:qmw:qmwecw:347)
by C. Brunetti & C.L. Gilbert - A Bivariate FIGARCH Model of Crude Oil Price Volatility (repec:qmw:qmwecw:390)
by C. Brunetti & C.L. Gilbert - Bivariate FIGARCH and Fractional Cointegration (repec:qmw:qmwecw:408)
by Celso Brunetti & Christopher L. Gilbert - Unknown
- Asset Prices and Asset Correlations in Illiquid Markets (repec:red:sed005:288)
by Alessio Caldarera & Celso Brunetti - Herding and Speculation in the Crude Oil Market (repec:sae:enejou:v:34:y:2013:i:3:p:83-104)
by Celso Brunetti & Bahattin Bykahin & Jeffrey H. Harris - OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil (repec:sae:enejou:v:34:y:2013:i:4:p:79-108)
by Celso Brunetti & Bahattin Buyukgahin & Michel A. Robe & Kirsten R. Soneson - Asset Prices and asset Correlations in Illiquid Markets (repec:sce:scecfa:331)
by Celso Brunetti & Alessio Caldarera - Trading networks (repec:wly:emjrnl:v:20:y:2017:i:3:p:s126-s149)
by Lada Adamic & Celso Brunetti & Jeffrey H. Harris & Andrei Kirilenko - Economic volatility and financial markets: The case of mortgage‐backed securities (repec:wly:finmar:v:28:y:2019:i:2:p:85-113)
by Gaetano Antinolfi & Celso Brunetti