Access Statistics for Sirio Aramonte

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing and combining financial conditions indexes 0 1 1 62 0 1 1 116
Corporate credit markets after the initial pandemic shock 0 2 5 64 1 4 11 205
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 0 0 0 93
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 0 1 3 108
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment 0 0 0 30 0 1 2 54
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 1 1 3 39
Futures-based commodity ETFs when storage is constrained 0 0 1 21 0 0 9 81
Innovation, investor sentiment, and firm-level experimentation 0 1 1 43 1 2 4 99
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 0 0 47
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 1 1 4 48
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 0 0 3 36
Non-bank Financial Intermediaries and Financial Stability 1 1 6 27 2 4 17 72
Non-bank financial intermediaries and financial stability 0 0 8 62 5 5 52 177
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 0 2 38 0 2 4 170
Synthetic ETFs 0 1 2 46 0 1 6 124
The recent distress in corporate bond markets: cues from ETFs 0 2 8 72 0 3 14 245
Total Working Papers 1 8 34 570 11 26 133 1,714


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing and Combining Financial Conditions Indexes 0 0 0 23 1 1 3 119
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 1 8 0 1 3 38
DeFi risks and the decentralisation illusion 1 6 20 115 13 44 122 492
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 1 1 1 15 1 1 3 76
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 0 4 37
Macroeconomic uncertainty and the cross-section of option returns 0 0 0 10 0 2 6 72
Measuring the Liquidity Profile of Mutual Funds 0 0 1 8 0 2 4 38
Mind the buybacks, beware of the leverage 0 0 0 6 1 2 5 50
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 0 0 1 26
The rise of private markets 0 3 9 36 4 16 45 131
Total Journal Articles 2 10 32 231 20 69 196 1,079


Statistics updated 2025-08-05