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 0 1 62 1 1 2 117
Corporate credit markets after the initial pandemic shock 0 1 4 65 4 6 14 211
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 1 1 2 95
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 2 4 7 112
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment 0 0 0 30 0 0 1 54
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 0 3 5 42
Futures-based commodity ETFs when storage is constrained 0 0 0 21 0 0 3 81
Innovation, investor sentiment, and firm-level experimentation 0 0 1 43 3 5 9 104
Institutions and return predictability in oil-exporting countries 0 0 0 8 2 2 2 49
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 1 1 4 49
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 1 2 4 38
Non-bank Financial Intermediaries and Financial Stability 1 2 8 29 6 7 21 80
Non-bank financial intermediaries and financial stability 0 2 10 67 9 18 58 200
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 0 1 38 1 1 4 171
Synthetic ETFs 1 2 3 48 5 8 10 133
The recent distress in corporate bond markets: cues from ETFs 1 1 8 74 3 5 17 252
Total Working Papers 3 8 36 582 39 64 163 1,788


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 0 0 3 119
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 0 8 1 3 5 41
DeFi risks and the decentralisation illusion 7 10 24 128 26 53 155 557
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 1 15 0 0 3 76
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 0 4 38
Macroeconomic uncertainty and the cross-section of option returns 0 0 0 10 1 2 6 74
Measuring the Liquidity Profile of Mutual Funds 0 0 1 8 0 2 6 40
Mind the buybacks, beware of the leverage 0 0 0 6 2 8 13 59
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 0 1 2 27
The rise of private markets 0 0 7 37 4 12 44 144
Total Journal Articles 7 10 33 245 34 81 241 1,175


Statistics updated 2025-12-06