Sirio Aramonte - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2013 | 2011

Title Other author(s)

Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1212, 31.08.2017)

JEL: G12, G13, G14

Institutions and return predictability in oil-exporting countries

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-014, 13.04.2015)

JEL: G12, O16, O50

Assessing and Combining Financial Conditions Indexes

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-39, 11.06.2013)

Dynamic Factor Value-at-Risk for Large, Heterosked astic Portfolios

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-19, 20.04.2011)

Papers by year: All | 2017 | 2015 | 2013 | 2011