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 0 62 0 0 9 125
Corporate credit markets after the initial pandemic shock 0 0 2 66 0 1 29 234
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 2 2 15 109
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 1 1 14 122
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment 0 0 0 30 0 2 16 70
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 2 3 17 56
Futures-based commodity ETFs when storage is constrained 0 0 0 21 0 7 17 98
Innovation, investor sentiment, and firm-level experimentation 0 0 0 43 1 1 12 111
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 0 6 53
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 1 1 14 62
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 0 1 7 43
Non-bank Financial Intermediaries and Financial Stability 0 0 5 32 2 2 28 101
Non-bank financial intermediaries and financial stability 0 0 6 71 4 9 67 249
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 0 0 38 0 0 9 179
Synthetic ETFs 0 0 4 50 0 0 13 138
The recent distress in corporate bond markets: cues from ETFs 0 0 5 78 2 4 31 278
Total Working Papers 0 0 22 596 15 34 304 2,028


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 1 8 127
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 0 8 1 1 16 54
DeFi risks and the decentralisation illusion 0 4 26 144 3 36 215 719
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 0 15 0 2 14 90
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 0 8 46
Macroeconomic uncertainty and the cross-section of option returns 0 0 1 11 1 1 16 88
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 0 1 20 58
Mind the buybacks, beware of the leverage 0 0 0 6 0 2 20 71
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 0 0 14 40
The rise of private markets 0 1 4 41 2 8 48 180
Total Journal Articles 0 5 31 266 7 52 379 1,473


Statistics updated 2026-09-10