Details about Celso Brunetti
Access statistics for papers by Celso Brunetti.
Last updated 2008-09-28. Update your information in the RePEc Author Service.
Short-id: pbr67
Jump to
Journal Articles
Working Papers
2007
- Markov switching GARCH models of currency turmoil in southeast Asia
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 
See also Journal Article in Emerging Markets Review (2008)
2006
- Asset Prices and asset Correlations in Illiquid Markets
Computing in Economics and Finance 2006, Society for Computational Economics 
Also in 2005 Meeting Papers, Society for Economic Dynamics (2005)
2003
- Markov Switching Garch Models of Currency Crises in Southeast Asia
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
View citations
1999
- Bivariate FIGARCH and Fractional Cointegration
Working Papers, Queen Mary, University of London, Department of Economics 
See also Journal Article in Journal of Empirical Finance (2000)
Journal Articles
2008
- Markov switching GARCH models of currency turmoil in Southeast Asia
Emerging Markets Review, 2008, 9, (2), 104-128 
See also Working Paper (2007)
2000
- Bivariate FIGARCH and fractional cointegration
Journal of Empirical Finance, 2000, 7, (5), 509-530
View citations
See also Working Paper (1999)
1995
- Metals price volatility, 1972-1995
Resources Policy, 1995, 21, (4), 237-254