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 1 5 62 1 3 13 201
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 0 1 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 1 1 2 38
Futures-based commodity ETFs when storage is constrained 0 0 4 21 0 2 19 81
Innovation, investor sentiment, and firm-level experimentation 0 0 0 42 0 2 2 97
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 0 1 5 47
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 0 1 3 36
Non-bank Financial Intermediaries and Financial Stability 0 4 5 26 0 5 21 68
Non-bank financial intermediaries and financial stability 2 3 13 62 6 18 66 172
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 0 2 38 0 0 2 168
Synthetic ETFs 0 0 3 45 0 0 8 123
The recent distress in corporate bond markets: cues from ETFs 1 3 7 70 3 6 16 242
Total Working Papers 3 11 40 562 11 40 163 1,688


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 2 2 118
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 1 8 1 1 3 37
DeFi risks and the decentralisation illusion 2 3 16 109 15 34 96 448
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 0 14 0 1 2 75
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 2 4 37
Macroeconomic uncertainty and the cross-section of option returns 0 0 0 10 0 1 5 70
Measuring the Liquidity Profile of Mutual Funds 0 0 2 8 0 0 7 36
Mind the buybacks, beware of the leverage 0 0 1 6 0 1 6 48
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 0 1 1 26
The rise of private markets 1 2 9 33 4 10 36 115
Total Journal Articles 3 5 29 221 20 53 162 1,010


Statistics updated 2025-05-12