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Sirio Aramonte

Personal Details

First Name:Sirio
Middle Name:
Last Name:Aramonte
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RePEc Short-ID:par562
[This author has chosen not to make the email address public]
https://sites.google.com/site/sirioaramonte/home

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022. "Non-bank Financial Intermediaries and Financial Stability," CEPR Discussion Papers 16962, C.E.P.R. Discussion Papers.
  2. Sirio Aramonte & Matthew Carl, 2021. "Firm-level R&D after periods of intense technological innovation: the role of investor sentiment," BIS Working Papers 916, Bank for International Settlements.
  3. Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2021. "Firm-specific risk-neutral distributions with options and CDS," BIS Working Papers 921, Bank for International Settlements.
  4. Sirio Aramonte & Karamfil Todorov, 2021. "Futures-based commodity ETFs when storage is constrained," BIS Bulletins 41, Bank for International Settlements.
  5. Sirio Aramonte & Fernando Avalos, 2020. "Corporate credit markets after the initial pandemic shock," BIS Bulletins 26, Bank for International Settlements.
  6. Sirio Aramonte & Fernando Avalos, 2020. "The recent distress in corporate bond markets: cues from ETFs," BIS Bulletins 6, Bank for International Settlements.
  7. Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2020. "Monitoring the Liquidity Profile of Mutual Funds," FEDS Notes 2020-05-29, Board of Governors of the Federal Reserve System (U.S.).
  8. Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2019. "Measuring the Liquidity Profile of Mutual Funds," Finance and Economics Discussion Series 2019-055, Board of Governors of the Federal Reserve System (U.S.).
  9. Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2017. "Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads," International Finance Discussion Papers 1212, Board of Governors of the Federal Reserve System (U.S.).
  10. Sirio Aramonte & Cecilia R. Caglio & Tugkan Tuzun, 2017. "Synthetic ETFs," FEDS Notes 2017-08-10, Board of Governors of the Federal Reserve System (U.S.).
  11. Sirio Aramonte, 2015. "Innovation, investor sentiment, and firm-level experimentation," Finance and Economics Discussion Series 2015-67, Board of Governors of the Federal Reserve System (U.S.).
  12. Sirio Aramonte & Mohammad Jahan-Parvar & Justin Shugarman, 2015. "Institutions and return predictability in oil-exporting countries," Finance and Economics Discussion Series 2015-14, Board of Governors of the Federal Reserve System (U.S.).
  13. Sirio Aramonte & Seung Jung Lee & Viktors Stebunovs, 2015. "Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market," Finance and Economics Discussion Series 2015-68, Board of Governors of the Federal Reserve System (U.S.).
  14. Sirio Aramonte & Samuel Rosen & John W. Schindler, 2013. "Assessing and combining financial conditions indexes," Finance and Economics Discussion Series 2013-39, Board of Governors of the Federal Reserve System (U.S.).
  15. Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011. "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series 2011-19, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Sirio Aramonte & Fernando Avalos, 2021. "The rise of private markets," BIS Quarterly Review, Bank for International Settlements, December.
  2. Sirio Aramonteand & Wenqian Huang & Andreas Schrimpf, 2021. "DeFi risks and the decentralisation illusion," BIS Quarterly Review, Bank for International Settlements, December.
  3. Sirio Aramonte, 2020. "Mind the buybacks, beware of the leverage," BIS Quarterly Review, Bank for International Settlements, September.
  4. Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2020. "Measuring the Liquidity Profile of Mutual Funds," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 143-178, October.
  5. Aramonte, Sirio & Szerszeń, Paweł J., 2020. "Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets," Journal of Financial Markets, Elsevier, vol. 51(C).
  6. Sirio Aramonte & Wenqian Huang, 2019. "OTC derivatives: euro exposures rise and central clearing advances," BIS Quarterly Review, Bank for International Settlements, December.
  7. Aramonte, Sirio & Jahan-Parvar, Mohammad R. & Shugarman, Justin K., 2019. "Institutions and return predictability in oil-exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 14-26.
  8. Sirio Aramonte & Samuel Rosen & John W. Schindler, 2017. "Assessing and Combining Financial Conditions Indexes," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 1-52, February.
  9. Aramonte, Sirio, 2014. "Macroeconomic uncertainty and the cross-section of option returns," Journal of Financial Markets, Elsevier, vol. 21(C), pages 25-49.
  10. Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013. "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4299-4309.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (3) 2017-09-10 2020-06-15 2021-03-15
  2. NEP-BAN: Banking (2) 2011-04-30 2013-06-30
  3. NEP-CSE: Economics of Strategic Management (2) 2015-09-05 2021-02-01
  4. NEP-INO: Innovation (2) 2015-09-05 2021-02-01
  5. NEP-RMG: Risk Management (2) 2011-04-30 2020-05-04
  6. NEP-SBM: Small Business Management (2) 2015-09-05 2021-02-01
  7. NEP-BEC: Business Economics (1) 2021-02-01
  8. NEP-CBA: Central Banking (1) 2021-12-06
  9. NEP-CFN: Corporate Finance (1) 2021-02-01
  10. NEP-CMP: Computational Economics (1) 2011-04-30
  11. NEP-CWA: Central and Western Asia (1) 2021-12-06
  12. NEP-ECM: Econometrics (1) 2011-04-30
  13. NEP-ENE: Energy Economics (1) 2015-04-25
  14. NEP-IFN: International Finance (1) 2013-06-30
  15. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2021-02-01
  16. NEP-MAC: Macroeconomics (1) 2016-02-23
  17. NEP-TID: Technology and Industrial Dynamics (1) 2021-02-01

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