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Sirio Aramonte
Title
Cited by
Cited by
Year
DeFi risks and the decentralisation illusion
S Aramonte, W Huang, A Schrimpf
1692021
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
942019
Non-bank financial intermediaries and financial stability
S Aramonte, A Schrimpf, HS Shin
662021
Assessing and combining financial conditions indexes
S Aramonte, S Rosen, J Schindler
International Journal of Central Banking, 2017
40*2017
DeFi lending: intermediation without information?
S Aramonte, S Doerr, W Huang, A Schrimpf
BIS Bulletins, 2022
382022
The recent distress in corporate bond markets: cues from ETFs
S Aramonte, F Avalos
BIS Bulletins, 2020
382020
Sustainable finance: trends, valuations and exposures
S Aramonte, A Zabai
342021
Corporate credit markets after the initial pandemic shock
S Aramonte, F Avalos
BIS Bulletins, 2020
302020
The rising influence of retail investors
S Aramonte, F Avalos
BIS Quarterly Review, 2021
272021
Mind the buybacks, beware of the leverage
S Aramonte
BIS Quarterly Review, 2020
262020
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
S Aramonte, M del Giudice Rodriguez, J Wu
Journal of Banking & Finance, 2013
172013
The rise of private markets
S Aramonte, F Avalos
162021
OTC derivatives: euro exposures rise and central clearing advances
S Aramonte, W Huang
BIS Quarterly Review, 2019
162019
Structured finance then and now: a comparison of CDOs and CLOs
S Aramonte, F Avalos
BIS Quarterly Review, 2019
152019
Firm-specific risk-neutral distributions with options and CDS
S Aramonte, MR Jahan-Parvar, S Rosen, JW Schindler
Management Science 68 (9), 7018-7033, 2022
11*2022
Macroeconomic uncertainty and the cross-section of option returns
S Aramonte
Journal of Financial Markets, 2014
11*2014
Measuring the Liquidity Profile of Mutual Funds
S Aramonte, C Scotti, I Zer
International Journal of Central Banking, 2019
9*2019
Private credit: recent developments and long-term trends
S Aramonte
BIS Quarterly Review, 2020
82020
Tracing the footprint of cryptoisation in emerging market economies
S Aramonte, W Huang, A Schrimpf
72022
Firm-level R&D after periods of intense technological innovation: the role of investor sentiment
S Aramonte, M Carl
Available at SSRN 2324958, 2016
7*2016
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Articles 1–20