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 3 10 125
Corporate credit markets after the initial pandemic shock 0 0 4 66 2 9 31 232
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 2 4 14 107
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 4 5 14 121
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment 0 0 0 30 1 3 13 66
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 2 3 14 52
Futures-based commodity ETFs when storage is constrained 0 0 0 21 2 3 10 91
Innovation, investor sentiment, and firm-level experimentation 0 0 1 43 2 4 13 110
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 1 6 53
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 4 9 13 60
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 1 2 6 42
Non-bank Financial Intermediaries and Financial Stability 0 1 5 31 6 9 29 97
Non-bank financial intermediaries and financial stability 1 2 7 69 12 21 61 233
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 0 0 38 4 5 11 179
Synthetic ETFs 0 0 5 50 0 0 14 137
The recent distress in corporate bond markets: cues from ETFs 1 1 7 77 3 6 27 269
Total Working Papers 2 4 30 592 46 87 286 1,974


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 2 4 8 126
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 0 8 4 6 14 51
DeFi risks and the decentralisation illusion 4 10 31 140 25 53 222 670
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 1 15 1 2 10 85
Institutions and return predictability in oil-exporting countries 0 0 0 2 1 2 8 45
Macroeconomic uncertainty and the cross-section of option returns 0 0 1 11 2 6 16 86
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 4 9 21 57
Mind the buybacks, beware of the leverage 0 0 0 6 1 3 21 69
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 0 3 13 39
The rise of private markets 0 2 7 40 7 16 55 170
Total Journal Articles 4 12 40 261 47 104 388 1,398


Statistics updated 2026-05-06