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Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis

Brunetti, Celso; Filippo, Mario di; Harris, Jeffrey H. - In: Review of Financial Studies 24 (2011) 6, pp. 2053-2083

We explore whether central bank intervention improves liquidity in the interbank market during the current subprime crisis with unique trade and quote data from the e-MID, the only regulated electronic interbank market in the world. Central bank intervention consistently creates greater...

Persistent link: https://www.econbiz.de/10010535045

Herding and Speculation in the Crude Oil Market

Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: The Energy Journal Volume 34 (2013) Number 3

Persistent link: https://www.econbiz.de/10010857016

Speculators, prices, and market volatility

Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1545-1574

Persistent link: https://www.econbiz.de/10011665133

Trading networks

Adamic, Lada; Brunetti, Celso; Harris, Jeffrey H.; … - In: The econometrics journal 20 (2017) 3, pp. 126-149

Persistent link: https://www.econbiz.de/10011804985

Networks, interconnectedness, and interbank information asymmetry

Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn - In: Journal of financial stability 67 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014455506

Interconnectedness in the interbank market

Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn; … - In: Journal of financial economics 133 (2019) 2, pp. 520-538

Persistent link: https://www.econbiz.de/10012165590

The urgency to borrow in the interbank market

Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn - In: Economics letters 221 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10014229535

Unsecured and Secured Funding

DI FILIPPO, MARIO; RANALDO, ANGELO; WRAMPELMEYER, JAN - In: Journal of Money, Credit and Banking 54 (2021) 2-3, pp. 651-662

Persistent link: https://www.econbiz.de/10012635858

Economic volatility and financial markets : The case of mortgage‐backed securities

Antinolfi, Gaetano; Brunetti, Celso - In: Financial Markets, Institutions & Instruments 28 (2019) 2, pp. 85-113

Persistent link: https://www.econbiz.de/10012090166

Commodity index trading and hedging costs

Brunetti, Celso; Reiffen, David - In: Journal of Financial Markets 21 (2014) C, pp. 153-180

Trading by commodity index traders (CITs) has become an important aspect of financial markets over the past 10 years. We develop an equilibrium model of trader behavior that relates uninformed CIT trading to futures prices. A key implication of the model is that CIT trading reduces the cost of...

Persistent link: https://www.econbiz.de/10011116727