Risk taking and low longer-term interest rates: Evidence from the US syndicated term loan market S Aramonte, SJ Lee, V Stebunovs Journal of Banking & Finance, 2019 | 69* | 2019 |
Assessing and combining financial conditions indexes S Aramonte, S Rosen, J Schindler International Journal of Central Banking, 2017 | 33* | 2017 |
The recent distress in corporate bond markets: cues from ETFs S Aramonte, F Avalos BIS Bulletins, 2020 | 25 | 2020 |
Corporate credit markets after the initial pandemic shock S Aramonte, F Avalos BIS Bulletins, 2020 | 18 | 2020 |
DeFi risks and the decentralisation illusion S Aramonte, W Huang, A Schrimpf | 17 | 2021 |
Non-bank financial intermediaries and financial stability S Aramonte, A Schrimpf, HS Shin | 13 | 2021 |
Structured finance then and now: a comparison of CDOs and CLOs S Aramonte, F Avalos BIS Quarterly Review, 2019 | 13 | 2019 |
Dynamic factor Value-at-Risk for large heteroskedastic portfolios S Aramonte, M del Giudice Rodriguez, J Wu Journal of Banking & Finance, 2013 | 13 | 2013 |
Mind the buybacks, beware of the leverage S Aramonte BIS Quarterly Review, 2020 | 12 | 2020 |
OTC derivatives: euro exposures rise and central clearing advances S Aramonte, W Huang BIS Quarterly Review, 2019 | 9 | 2019 |
Firm-specific risk-neutral distributions with options and CDS S Aramonte, MR Jahan-Parvar, S Rosen, JW Schindler Management Science, 2021 | 8* | 2021 |
The rising influence of retail investors S Aramonte, F Avalos BIS Quarterly Review, 2021 | 8 | 2021 |
Macroeconomic uncertainty and the cross-section of option returns S Aramonte Journal of Financial Markets, 2014 | 8* | 2014 |
Private credit: recent developments and long-term trends S Aramonte BIS Quarterly Review, 2020 | 5 | 2020 |
Measuring the Liquidity Profile of Mutual Funds S Aramonte, C Scotti, I Zer International Journal of Central Banking, 2019 | 4* | 2019 |
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment S Aramonte, M Carl Available at SSRN 2324958, 2016 | 4* | 2016 |
The rise of private markets S Aramonte, F Avalos | 3 | 2021 |
Sustainable finance: trends, valuations and exposures S Aramonte, A Zabai | 3 | 2021 |
Futures-based commodity ETFs when storage is constrained S Aramonte, K Todorov BIS Bulletins, 2021 | 3 | 2021 |
Yield curve inversion and recession risk S Aramonte, D Xia BIS Quarterly Review, 2019 | 3 | 2019 |