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 6 8 123
Corporate credit markets after the initial pandemic shock 0 1 5 66 5 17 30 228
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 2 10 12 105
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 1 5 10 117
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment 0 0 0 30 0 9 10 63
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 1 8 13 50
Futures-based commodity ETFs when storage is constrained 0 0 0 21 0 7 8 88
Innovation, investor sentiment, and firm-level experimentation 0 0 1 43 2 4 12 108
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 3 5 52
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 2 4 6 53
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 1 3 5 41
Non-bank Financial Intermediaries and Financial Stability 0 1 4 30 0 8 20 88
Non-bank financial intermediaries and financial stability 1 1 8 68 4 16 56 216
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 0 0 38 0 3 6 174
Synthetic ETFs 0 2 5 50 0 4 14 137
The recent distress in corporate bond markets: cues from ETFs 0 2 9 76 2 13 29 265
Total Working Papers 1 7 33 589 21 120 244 1,908


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 4 5 123
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 0 8 2 6 11 47
DeFi risks and the decentralisation illusion 3 5 27 133 11 71 206 628
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 1 15 0 7 9 83
Institutions and return predictability in oil-exporting countries 0 0 0 2 1 6 7 44
Macroeconomic uncertainty and the cross-section of option returns 0 1 1 11 2 8 13 82
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 0 8 12 48
Mind the buybacks, beware of the leverage 0 0 0 6 2 9 21 68
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 2 11 12 38
The rise of private markets 2 3 8 40 6 16 52 160
Total Journal Articles 5 9 37 254 27 146 348 1,321


Statistics updated 2026-03-04