Sirio Aramonte
Senior Economist
Monetary and Economic Department, Financial Markets
Sirio.Aramonte@bis.org
Sirio joined the BIS in 2018. His research interests include asset pricing and financial stability. He has extensive policy expertise in banking regulation, the role of non-banks in financial intermediation and the functioning of the asset management industry. Sirio previously worked at the Federal Reserve Board, as principal economist in the Division of Financial Stability and as economist in the Division of Supervision and Regulation. He holds a PhD in finance from London Business School.
Fields of interest
- Financial markets
- Financial stability and macro-prudential issues
- " Measuring the liquidity profile of mutual finds" (with C Scotti and I Zer), International Journal of Central Banking, July 2019.
- " Risk-taking and low longer-term interest rates: evidence from the US syndicated term loan market" (with S Lee and V Stebunovs), Journal of Banking & Finance, February 2019.
- " Institutions and return predictability in oil-exporting countries" (with M Jahan-Parvar and J Shugarman), The Quarterly Review of Economics and Finance, February 2019.
- " Cross-market liquidity and dealer profitability: evidence from the bond and CDS markets" (with P Szerszen), Journal of Financial Markets, July 2018.
- " Assessing and combining financial conditions indexes" (with S Rosen and J Schindler), International Journal of Central Banking, February 2017.
- " Macroeconomic uncertainty and the cross section of option returns", Journal of Financial Markets, November 2014.
- " Dynamic factor value-at-risk for large heteroskedastic portfolios" (with M del Giudice Rodriguez and J Wu), Journal of Banking and Finance, November 2013.