Brunetti, Celso: search on Z-Library

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1

Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBP

Brunetti, Celso, Lildholdt, Peter M

Journal:

The Journal of Derivatives

Year:

2007

Language:

english

File:

PDF, 1.70 MB

english, 2007

2

Economic volatility and financial markets: The case of mortgage‐backed securities

Antinolfi, Gaetano, Brunetti, Celso

Journal:

Financial Markets, Institutions & Instruments

Year:

2019

File:

PDF, 1.74 MB

2019

3

Speculators, Prices, and Market Volatility

Brunetti, Celso, Büyükşahin, Bahattin, Harris, Jeffrey H.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2016

Language:

english

File:

PDF, 469 KB

english, 2016

4

Markov switching GARCH models of currency turmoil in Southeast Asia

Celso Brunetti, Chiara Scotti, Roberto S. Mariano, Augustine H.H. Tan

Journal:

Emerging Markets Review

Year:

2008

Language:

english

File:

PDF, 3.42 MB

english, 2008

5

Interconnectedness in the Interbank Market

Brunetti, Celso, Harris, Jeffrey H., Mankad, Shawn, Michailidis, George

Journal:

Journal of Financial Economics

Year:

2019

Language:

english

File:

PDF, 4.82 MB

english, 2019

6

Commodity index trading and hedging costs

Brunetti, Celso, Reiffen, David

Journal:

Journal of Financial Markets

Year:

2014

Language:

english

File:

PDF, 893 KB

english, 2014

7

[ACM Press the 3rd International Workshop - Chicago, IL, USA (2017.05.14-2017.05.14)] Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets - DSMM'17 - Balance Sheet Driven Probability Factorization for Inferring Bank Holdings

Mankad, Shawn, Brunetti, Celso, Harris, Jeffrey

Year:

2017

Language:

english

File:

PDF, 576 KB

english, 2017

8

Trading networks

Adamic, Lada, Brunetti, Celso, Harris, Jeffrey H., Kirilenko, Andrei

Journal:

The Econometrics Journal

Year:

2017

Language:

english

File:

PDF, 1.69 MB

english, 2017

9

Asset Prices and Asset Correlations in Illiquid Markets

Brunetti, Celso, Caldarera, Alessio

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 285 KB

english, 2004

10

Speculators, Prices and Market Volatility

Brunetti, Celso, Buyuksahin, Bahattin, Harris, Jeffrey H.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 331 KB

english, 2011

11

[ACM Press the International Workshop - Snowbird, UT, USA (2014.06.22-2014.06.27)] Proceedings of the International Workshop on Data Science for Macro-Modeling - DSMM'14 - Visual Analytics for Network-Based Market Surveillance

Mankad, Shawn, Michailidis, George, Brunetti, Celso

Year:

2014

Language:

english

File:

PDF, 2.81 MB

english, 2014

12

The Academic Analysis of the 2008 Financial Crisis || Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis

Celso Brunetti, Mario di Filippo and Jeffrey H. Harris

Journal:

Review of Financial Studies

Year:

2011

Language:

english

File:

PDF, 3.11 MB

english, 2011

13

Commodity Index Trading and Hedging Costs

Brunetti, Celso, Reiffen, David

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 440 KB

english, 2012

14

Effects of Central Bank Intervention on the Interbank Market during the Sub-Prime Crisis

Brunetti, Celso, di Filippo, Mario, Harris, Jeffrey H.

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 433 KB

english, 2009

15

[ACM Press the 3rd Annual ACM Web Science Conference - Evanston, Illinois (2012.06.22-2012.06.24)] Proceedings of the 3rd Annual ACM Web Science Conference on - WebSci '12 - Coevolution of network structure and content

Teng, Chun-Yuen, Gong, Liuling, Eecs, Avishay Livne, Brunetti, Celso, Adamic, Lada

Year:

2012

Language:

english

File:

PDF, 3.43 MB

english, 2012

16

Trading Networks

Adamic, Lada, Brunetti, Celso, Harris, Jeffrey H., Kirilenko, Andrei A.

Journal:

SSRN Electronic Journal

Year:

2010

File:

PDF, 287 KB

2010

17

Metals price volatility, 1972–1995

Celso Brunetti, Christopher L. Gilbert

Journal:

Resources Policy

Year:

1995

Language:

english

File:

PDF, 1.00 MB

english, 1995

18

Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis

Brunetti, Celso, di Filippo, Mario, Harris, Jeffrey H.

Journal:

Review of Financial Studies

Year:

2011

Language:

english

File:

PDF, 624 KB

english, 2011

19

Is Speculation Destabilizing?

Brunetti, Celso, Buyuksahin, Bahattin

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 1.20 MB

english, 2009

20

Markov Switching Garch Models of Currency Crises in Southeast Asia

Brunetti, Celso, Mariano, Roberto S., Scotti, Chiara, Tan, Augustine H.H.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 483 KB

english, 2003

21

10.17016/FEDS.2017.083r1

Frei, Christoph, Capponi, Agostino, Brunetti, Celso

Journal:

Finance and Economics Discussion Series

Year:

2018

File:

PDF, 1.15 MB

2018

22

Bivariate FIGARCH and fractional cointegration

Celso Brunetti, Christopher L. Gilbert

Journal:

Journal of Empirical Finance

Year:

2000

Language:

english

File:

PDF, 195 KB

english, 2000

23

Economic Volatility and Financial Markets: The Case of Mortgage-Backed Securities

Antinolfi, Gaetano, Brunetti, Celso

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 978 KB

english, 2013

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