Celso Brunetti - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2013 | 2011 | 2007

Title Other author(s)

Managing Counterparty Risk in OTC Markets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-083, 15.08.2017)

JEL: G11, G12, G21

Speculators, Prices and Market Volatility

Bank of Canada Working papers [View] (Paper: 2015-42, 20.11.2015)

JEL: C3, G1

Interconnectedness in the Interbank Market

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-090, 23.09.2015)

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

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-42, 02.07.2013)

Commodity Index Trading and Hedging Costs

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-57, 06.12.2011)

Markov Switching GARCH Models of Currency Turmoil in Southeast Asia

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0889, 01.02.2007)

JEL: C13, C22, C52, F31, F34

Papers by year: All | 2017 | 2015 | 2013 | 2011 | 2007