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 3 4 5 120
Corporate credit markets after the initial pandemic shock 0 0 4 65 5 9 19 216
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 1 2 3 96
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 2 6 8 114
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment 0 0 0 30 0 0 1 54
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 2 5 7 44
Futures-based commodity ETFs when storage is constrained 0 0 0 21 2 2 4 83
Innovation, investor sentiment, and firm-level experimentation 0 0 1 43 0 5 9 104
Institutions and return predictability in oil-exporting countries 0 0 0 8 1 3 3 50
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 2 3 6 51
Monitoring the Liquidity Profile of Mutual Funds 0 0 0 16 2 4 6 40
Non-bank Financial Intermediaries and Financial Stability 0 1 7 29 3 9 23 83
Non-bank financial intermediaries and financial stability 0 1 9 67 8 25 60 208
Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market 0 0 1 38 0 1 4 171
Synthetic ETFs 1 3 4 49 1 8 11 134
The recent distress in corporate bond markets: cues from ETFs 0 1 8 74 5 8 22 257
Total Working Papers 1 6 35 583 37 94 191 1,825


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 0 3 119
Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets 0 0 0 8 1 4 6 42
DeFi risks and the decentralisation illusion 0 10 24 128 27 61 175 584
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 1 15 1 1 4 77
Institutions and return predictability in oil-exporting countries 0 0 0 2 3 3 7 41
Macroeconomic uncertainty and the cross-section of option returns 0 0 0 10 4 6 9 78
Measuring the Liquidity Profile of Mutual Funds 0 0 0 8 1 3 6 41
Mind the buybacks, beware of the leverage 0 0 0 6 4 11 16 63
OTC derivatives: euro exposures rise and central clearing advances 0 0 0 8 3 4 5 30
The rise of private markets 0 0 6 37 3 13 43 147
Total Journal Articles 0 10 31 245 47 106 274 1,222


Statistics updated 2026-01-09