This file is part of IDEAS, which uses RePEc data

Information about:
Celso Brunetti

Personal Details | Affiliation | Works

This is information that was supplied by Celso Brunetti in registering through RePEc. If you are Celso Brunetti , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Celso
Middle Name:
Last Name: Brunetti
Suffix:

RePEc Short-ID: pbr67

Email:
Homepage: https://jshare.johnshopkins.edu/myweb/celsob
Postal Address: Department of Finance Johns Hopkins University 1625 Massachusetts Ave, NW Washington DC 20036
Phone: 202-588-9833

Affiliation

(in no particular order)

Johns Hopkins Business
Johns Hopkins University
Location: Washington, District of Columbia (United States)
Homepage: http://business.jhu.edu/
Email:
Phone:
Fax:
Postal: 1625 Massachusetts Ave N.W., Washington, DC, 20036
Handle: RePEc:edi:bujhuus (registered authors at this institution)

Works

Working papers

Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H.H. Tan, 2007. "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers 889, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Alessio Caldarera & Celso Brunetti, 2005. "Asset Prices and Asset Correlations in Illiquid Markets," 2005 Meeting Papers 288, Society for Economic Dynamics. [Downloadable!]
Other versions:
- Celso Brunetti & Alessio Caldarera, 2006. "Asset Prices and asset Correlations in Illiquid Markets," Computing in Economics and Finance 2006 331, Society for Computational Economics. [Downloadable!]
Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2003. "Markov Switching Garch Models of Currency Crises in Southeast Asia," PIER Working Paper Archive 03-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
Celso Brunetti & Christopher L. Gilbert, 1999. "Bivariate FIGARCH and Fractional Cointegration," Working Papers 408, Queen Mary, University of London, Department of Economics. [Downloadable!]
Published as:
- Brunetti, Celso & Gilbert, Christopher L., 2000. "Bivariate FIGARCH and fractional cointegration," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 509-530, December. [Downloadable!] (restricted)

Articles

Brunetti, Celso & Gilbert, Christopher L., 2000. "Bivariate FIGARCH and fractional cointegration," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 509-530, December. [Downloadable!] (restricted)
Other versions:
- Celso Brunetti & Christopher L. Gilbert, 1999. "Bivariate FIGARCH and Fractional Cointegration," Working Papers 408, Queen Mary, University of London, Department of Economics. [Downloadable!]
Brunetti, Celso & Gilbert, Christopher L., 1995. "Metals price volatility, 1972-1995," Resources Policy, Elsevier, vol. 21(4), pages 237-254, December. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (1) 2006-07-15 Author is listed
NEP-ECM: Econometrics (2) 2000-01-07 2007-04-28 Author is listed
NEP-ETS: Econometric Time Series (2) 2000-01-07 2007-04-28 Author is listed
NEP-FIN: Finance (1) 2006-07-15 Author is listed
NEP-FMK: Financial Markets (1) 2006-07-15 Author is listed
NEP-IFN: International Finance (1) 2007-04-28 Author is listed
NEP-MAC: Macroeconomics (1) 2007-04-28 Author is listed
NEP-RMG: Risk Management (2) 2006-07-15 2007-04-28 Author is listed

Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc.

This page was last updated on 2008-5-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.