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Brunetti, Celso's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
4,457 |
Total
Citations
58 |
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1.
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Adamic, Lada
Xerox Corp. - Palo Alto Research Center Brunetti, Celso
Federal Reserve Board Harris, Jeffrey H.
Syracuse University Kirilenko, Andrei A.
MIT Sloan School of Management
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17 Mar 09
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Last Revised:
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14 Mar 10
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886
(11,157)
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2
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trading networks, financial networks, limit order book, limit order markets
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2.
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Brunetti, Celso
Federal Reserve Board Buyuksahin, Bahattin
Bank of Canada
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582
(20,765)
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8
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Speculation, hedge fund, swap dealer, realized volatility, price, Granger-causality
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3.
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Brunetti, Celso
Federal Reserve Board Mariano, Roberto S.
Singapore Management University Scotti, Chiara
University of Pennsylvania - Department of Economics Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences
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468
(27,729)
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1
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Currency Crises, Markov Switching Models, Volatility
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4.
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Brunetti, Celso
Federal Reserve Board Gilbert, Christopher L.
VU University Amsterdam - Faculty of Economics and Business Administration
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445
(29,657)
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12
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5.
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Brunetti, Celso
Federal Reserve Board Buyuksahin, Bahattin
Bank of Canada Harris, Jeffrey H.
Syracuse University
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347
(40,501)
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5
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Speculation, hedge funds, swap dealers, realized volatility, price
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6.
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Brunetti, Celso
Federal Reserve Board di Filippo, Mario
Catholic University of the Sacred Heart of Milan Harris, Jeffrey H.
Syracuse University
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308
(46,644)
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11
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Central Bank, Interbank Market, Interventions, Volatility
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7.
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Brunetti, Celso
Federal Reserve Board Lildholdt, Peter M.
Bank of England - Monetary Analysis
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248
(59,657)
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10
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Co-range, foreign exchange rates, price range, high and low prices, covariance estimation, volatility dynamics
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8.
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Buyuksahin, Bahattin
Bank of Canada Brunetti, Celso
Federal Reserve Board Robe, Michel A.
American University - Kogod School of Business Soneson, Kirsten R.
Commodity Futures Trading Commission (CFTC)
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06 Aug 10
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Last Revised:
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31 Aug 10
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247
(59,877)
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Crude oil, OPEC, Fair price, Announcement, Market price, Event study, Kalman filter, Autoregressive Distributed Lag (ADL)
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9.
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Brunetti, Celso
Federal Reserve Board Caldarera, Alessio
PIMCO Europe Ltd.
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245
(60,407)
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Market Liquidity, Volatilities, Correlations, Asset Pricing, GMM
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10.
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Brunetti, Celso
Federal Reserve Board Lildholdt, Peter M.
Bank of England - Monetary Analysis
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221
(67,429)
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3
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Daily Price Range, Foreign Exchange Rate Volatility, Persistency, CARR, FICARR
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11.
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Brunetti, Celso
Federal Reserve Board Reiffen, David
U.S. Commodity Futures Trading Commission (CFTC)
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18 Dec 10
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Last Revised:
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15 May 12
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204
(73,221)
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4
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index trading, hedging, limits to arbitrage, backwardation
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12.
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Buyuksahin, Bahattin
Bank of Canada Brunetti, Celso
Federal Reserve Board Harris, Jeffrey H.
Syracuse University
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139
(104,413)
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Markov regime-switching, hedge fund, swap dealer, institutional positions
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13.
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Brunetti, Celso
Federal Reserve Board Mariano, Roberto S.
Singapore Management University Tan, Augustine H.H.
Singapore Management University - School of Economics & Social Sciences Scotti, Chiara
Board of Governors of the Federal Reserve System
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92
(142,850)
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2
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Currency crises, Financial markets, Banking sector, Regime Switching, Volatility
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14.
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Antinolfi, Gaetano
Washington University in Saint Louis - Department of Economics Brunetti, Celso
Federal Reserve Board
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25
(257,804)
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Great Moderation, Volatility, Mortgage Backed Securities, Regime Switching
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15.
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Brunetti, Celso
Federal Reserve Board Buyuksahin, Bahattin
Bank of Canada Robe, Michel A.
American University - Kogod School of Business Soneson, Kirsten R.
Commodity Futures Trading Commission (CFTC)
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Crude oil, OPEC, Fair price, Market price, Event study, Autoregressive Distributed Lag (ADL)
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Records 1 -
15
of 15 matches
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