Sirio Aramonte

This author no longer works for the BIS.

8 items

April 2020	Cross-market liquidity and dealer profitability: evidence from the bond and CDS markets by P Szerszen and Sirio Aramonte in Journal of Financial Markets
July 2019	Measuring the liquidity profile of mutual funds by C Scotti, I Zer and Sirio Aramonte in International Journal of Central Banking
February 2019	Risk-taking and low longer-term interest rates: evidence from the US syndicated term loan market by Seung Jung Lee, Sirio Aramonte and Viktors Stebunovs in Journal of Banking & Finance
February 2019	Institutions and return predictability in oil-exporting countries by J Shugarman, M Jahan-Parvar and Sirio Aramonte in The Quarterly Review of Economics and Finance
February 2017	Assessing and combining financial conditions indexes by J Schindler, S Rosen and Sirio Aramonte in International Journal of Central Banking
February 2019	Risk taking and low longer-term interest rates: evidence from the US syndicated term loan market by Seung Jung Lee, Sirio Aramonte and Viktors Stebunovs in Journal of Banking & Finance
November 2014	Macroeconomic uncertainty and the cross section of option returns by Sirio Aramonte in Journal of Financial Markets
November 2013	Dynamic factor value-at-risk for large heteroskedastic portfolios by Jason Wu, M del Giudice Rodriguez and Sirio Aramonte in Journal of Banking and Finance