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 61 0 0 0 115
Corporate credit markets after the initial pandemic shock 0 0 4 61 0 1 14 198
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 1 25 1 2 3 107
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment 0 0 0 30 0 0 2 53
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 0 0 2 37
Futures-based commodity ETFs when storage is constrained 0 0 4 21 1 2 18 80
Innovation, investor sentiment, and firm-level experimentation 0 0 0 42 1 1 3 96
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 0 1 47
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 1 2 5 47
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 1 2 4 36
Non-bank Financial Intermediaries and Financial Stability 4 5 7 26 5 9 29 68
Non-bank financial intermediaries and financial stability 1 3 12 60 6 18 57 160
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 1 3 38 0 1 3 168
Synthetic ETFs 0 0 3 45 0 0 9 123
The recent distress in corporate bond markets: cues from ETFs 0 1 5 67 0 1 13 236
Total Working Papers 5 10 39 556 16 39 163 1,664


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 2 2 118
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 1 8 0 0 3 36
DeFi risks and the decentralisation illusion 0 2 15 106 8 20 84 422
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 0 14 0 1 1 74
Institutions and return predictability in oil-exporting countries 0 0 0 2 2 3 4 37
Macroeconomic uncertainty and the cross-section of option returns 0 0 0 10 0 1 5 69
Measuring the Liquidity Profile of Mutual Funds 0 1 2 8 0 2 8 36
Mind the buybacks, beware of the leverage 0 0 1 6 0 1 5 47
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 1 1 1 26
The rise of private markets 1 2 10 32 3 8 43 108
Total Journal Articles 1 5 29 217 16 39 156 973


Statistics updated 2025-03-03