| Speculators, prices, and market volatility C Brunetti, B Büyükşahin, JH Harris Journal of Financial and Quantitative Analysis 51 (5), 1545-1574, 2016 | 253 | 2016 |
| Bivariate FIGARCH and fractional cointegration C Brunetti, CL Gilbert Journal of Empirical Finance 7 (5), 509-530, 2000 | 156 | 2000 |
| Is speculation destabilizing? C Brunetti, B Buyuksahin Available at SSRN 1393524, 2009 | 146 | 2009 |
| Interconnectedness in the interbank market C Brunetti, JH Harris, S Mankad, G Michailidis Journal of Financial Economics 133 (2), 520-538, 2019 | 144 | 2019 |
| Effects of central bank intervention on the interbank market during the subprime crisis C Brunetti, M Di Filippo, JH Harris The review of financial studies 24 (6), 2053-2083, 2011 | 143 | 2011 |
| Commodity index trading and hedging costs C Brunetti, D Reiffen Journal of Financial Markets 21, 153-180, 2014 | 106 | 2014 |
| Metals price volatility, 1972–1995 C Brunetti, CL Gilbert Resources Policy 21 (4), 237-254, 1995 | 94 | 1995 |
| Markov switching GARCH models of currency turmoil in Southeast Asia C Brunetti, C Scotti, RS Mariano, AHH Tan Emerging Markets Review 9 (2), 104-128, 2008 | 88 | 2008 |
| Markov switching GARCH models of currency turmoil in Southeast Asia C Brunetti, C Scotti, RS Mariano, AHH Tan Emerging Markets Review 9 (2), 104-128, 2008 | 88 | 2008 |
| Trading networks L Adamic, C Brunetti, JH Harris, A Kirilenko The Econometrics Journal 20 (3), S126-S149, 2017 | 50 | 2017 |
| Climate change and financial stability C Brunetti, B Dennis, D Gates, D Hancock, D Ignell, EK Kiser, G Kotta, ... | 47 | 2021 |
| Interconnectedness in the interbank market C Brunetti, JH Harris, S Mankad, G Michailidis FEDS Working Paper, 2015 | 46 | 2015 |
| Return-based and range-based (co) variance estimation-with an application to foreign exchange markets C Brunetti, PM Lildholdt Available at SSRN 296875, 2002 | 41 | 2002 |
| Asset prices and asset correlations in illiquid markets C Brunetti, A Caldarera Available at SSRN 625184, 2004 | 33 | 2004 |
| Herding and speculation in the crude oil market C Brunetti, B Büyükşahin, JH Harris The Energy Journal, 83-104, 2013 | 24 | 2013 |
| Coevolution of network structure and content CY Teng, L Gong, AL Eecs, C Brunetti, L Adamic Proceedings of the 4th Annual ACM Web Science Conference, 288-297, 2012 | 18 | 2012 |
| OPEC “Fair Price” Pronouncements and the Market Price of Crude Oil C Brunetti, B Buyukgahin, MA Robe, KR Soneson The Energy Journal 34 (4), 79-108, 2013 | 16 | 2013 |
| Time series modeling of daily log-price ranges for CHF/USD and USD/GBP C Brunetti, PM Lildholdt Journal of Derivatives 15 (2), 39, 2007 | 13 | 2007 |
| Are Metals Prices Becoming More Volatile? C Brunetti, CL Gilbert Queen Mary University of London, School of Economics and Finance Working Papers, 1996 | 12 | 1996 |
| High frequency traders and the price process Y Aït-Sahalia, C Brunetti Journal of Econometrics 217 (1), 20-45, 2020 | 11 | 2020 |
