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Celso Brunetti

Global rank #12687 85%

Institution: Johns Hopkins University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.federalreserve.gov/econresdata/celso-brunetti.htm

First Publication: 2011

Most Recent: 2022

RePEc ID: pbr67 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 1.01
Last 10 Years 0.00 1.51 1.34 0.00 4.69
All Time 0.00 2.18 2.51 0.00 7.21

Publication Statistics

Raw Publications 8
Coauthorship-Adjusted Count 5.39

Publications (8)

Year Article Journal Tier Authors
2022 Counterparty Risk in Over-the-Counter Markets Journal of Financial and Quantitative Analysis B 3
2022 The urgency to borrow in the interbank market Economics Letters C 3
2020 High frequency traders and the price process Journal of Econometrics A 2
2019 Interconnectedness in the interbank market Journal of Financial Economics A 4
2016 Speculators, Prices, and Market Volatility Journal of Financial and Quantitative Analysis B 3
2013 Herding and Speculation in the Crude Oil Market The Energy Journal B 3
2013 OPEC “Fair Price” Pronouncements and the Market Price of Crude Oil The Energy Journal B 4
2011 Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis The Review of Financial Studies A 3