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Antinolfi, Gaetano [Author] ; Brunetti, Celso [Other]

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

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[S.l.]: SSRN, [2013]

Published in: FEDS Working Paper ; No. 2013-42
Antinolfi, Gaetano [Author] ; Brunetti, Celso [Other]

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

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[S.l.]: SSRN, [2012]
Brunetti, Celso [Author] ; Harris, Jeffrey H. [Other]; Mankad, Shawn [Other]

Liquidity Networks

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[S.l.]: SSRN, [2020]
Brunetti, Celso [Author] ; Harris, Jeffrey H. [Other]; Mankad, Shawn [Other]

Sidedness and the Urgency to Borrow in the Interbank Market

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[S.l.]: SSRN, [2020]
Brunetti, Celso [Author] ; Harris, Jeffrey H. [Other]; Mankad, Shawn [Other]; Michailidis, George [Other]

Interconnectedness in the Interbank Market

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[S.l.]: SSRN, [2015]

Published in: FEDS Working Paper ; No. 2015-090
Brunetti, Celso [Author] ; Reiffen, David [Other]

Commodity Index Trading and Hedging Costs

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[S.l.]: SSRN, [2012]
Brunetti, Celso [Author] ; Buyuksahin, Bahattin [Other]; Harris, Jeffrey H. [Other]

Speculators, Prices and Market Volatility

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[S.l.]: SSRN, [2011]
Brunetti, Celso [Author] ; di Filippo, Mario [Other]; Harris, Jeffrey H. [Other]

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

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[S.l.]: SSRN, [2009]
Brunetti, Celso [Author] ; Buyuksahin, Bahattin [Other]

Is Speculation Destabilizing?

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[S.l.]: SSRN, [2009]
Brunetti, Celso [Author] ; Caldarera, Alessio [Other]

Asset Prices and Asset Correlations in Illiquid Markets

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[S.l.]: SSRN, [2004]
Brunetti, Celso [Author] ; Gilbert, Christopher L. [Other]

Bivariate FIGARCH and Fractional Cointegration

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[S.l.]: SSRN, [2002]
Brunetti, Celso [Author] ; Mariano, Roberto S. [Other]; Scotti, Chiara [Other]; Tan, Augustine H.H [Other]

Markov Switching GARCH Models of Currency Crises in Southeast Asia

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[S.l.]: SSRN, [2003]
Frei, Christoph [Author] ; Capponi, Agostino [Other]; Brunetti, Celso [Other]

Managing Counterparty Risk in OTC Markets

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[S.l.]: SSRN, [2020]

Published in: FEDS Working Paper ; No. 2017-083
Antinolfi, Gaetano [Author] ; Brunetti, Celso [Other]; Im, Jay [Other]

Mortgage Rates and Credit Risk : Evidence from Mortgage Pools

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[S.l.]: SSRN, [2016]
Buyuksahin, Bahattin [Author] ; Brunetti, Celso [Other]; Harris, Jeffrey H. [Other]

Do Institutional Traders Predict Bull and Bear Markets?

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[S.l.]: SSRN, [2011]
Brunetti, Celso [Author]; Lildholdt, Peter M. [Author]

Return-Based and Range-Based (Co)Variance Estimation - with an Application to Foreign Exchange Markets

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[S.l.]: SSRN, 2002
Brunetti, Celso [Author]; Lildholdt, Peter M. [Author]

Time Series Modelling of Daily Log-Price Ranges for Sf/Usd and Usd/Gbp

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[S.l.]: SSRN, 2002
Adamic, Lada [Author] ; Brunetti, Celso [Other]; Harris, Jeffrey H. [Other]; Kirilenko, Andrei A. [Other]

On the Informational Properties of Trading Networks

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[S.l.]: SSRN, [2019]
Buyuksahin, Bahattin [Author] ; Brunetti, Celso [Other]; Robe, Michel A. [Other]; Soneson, Kirsten R. [Other]

Do OPEC Members Know Something the Market Doesn’t? ‘Fair Price’ Pronouncements and the Market Price of Crude Oil

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[S.l.]: SSRN, [2015]
Brunetti, Celso [Author]; Joëts, Marc [Author]; Mignon, Valérie [Author]

Reasons behind words : OPEC narratives and the oil market

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https://www.federalreserve.gov/econres/feds/files/2024003pap.pdf

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Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, January 10, 2024

Published in: Finance and economics discussion series ; 2024,3

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