Sirio Aramonte : Citation Profile

Bank for International Settlements (BIS)

7

H index

6

i10 index

169

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 16
   Journals where Sirio Aramonte has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (0.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par562
   Updated: 2025-03-22    RAS profile: 2022-03-11    
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Relations with other researchers

Works with:

Schrimpf, Andreas (2)

Scotti, Chiara (2)

Avalos, Fernando (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sirio Aramonte.

Is cited by:

Hallin, Marc (11)

Lee, Seung Jung (8)

Trucíos, Carlos (7)

Valls Pereira, Pedro (5)

Hotta, Luiz (5)

Penikas, Henry (4)

Huang, Wenqian (4)

Demiralp, Selva (4)

Eisenschmidt, Jens (4)

Barigozzi, Matteo (4)

Claessens, Stijn (4)

Cites to:

Adrian, Tobias (15)

Fama, Eugene (10)

Cameron, A. (10)

Miller, Douglas (10)

Shin, Hyun Song (10)

Bollerslev, Tim (10)

Shleifer, Andrei (9)

Shachar, Or (9)

French, Kenneth (9)

Zhou, Hao (8)

Jahan-Parvar, Mohammad (7)

Main data

Production by document typepaperarticle2011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201120122013201420152016201720182019202020210102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2013201420152016201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201120122013201420152016201720182019202020210255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents1234567890204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Sirio Aramonte has published?

Journals with more than one article published# docs
BIS Quarterly Review4
International Journal of Central Banking2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
BIS Working Papers / Bank for International Settlements3
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Sirio Aramonte (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?. (2023). Segalla, Esther ; Saggese, Pietro ; Raunig, Burkhard ; Haslhofer, Bernhard ; Zangerl, Felix ; Sigmund, Michael. In: Papers. RePEc:arx:papers:2309.16408.

Full description at Econpapers || Download paper

2024A Taxmans guide to taxation of crypto assets. (2024). Misra, Arindam. In: Papers. RePEc:arx:papers:2403.15074.

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2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

Full description at Econpapers || Download paper

2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

Full description at Econpapers || Download paper

2024Why DeFi lending? Evidence from Aave V2. (2024). Reghezza, Alessio ; Gambacorta, Leonardo ; Cornelli, Giulio ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1183.

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2024Auditing decentralized finance. (2024). Huang, Allen H ; Bhambhwani, Siddharth M. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:2:s0890838923001270.

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2024Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility. (2024). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1195-1214.

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2024Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569.

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2024Digital money creation and algorithmic stablecoin run. (2024). Samphantharak, Krislert ; Saengchote, Kanis. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004653.

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2024Tackling the risks in crypto: Choosing among bans, containment and regulation. (2024). Frost, Jon ; Schrimpf, Andreas ; Aquilina, Matteo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000412.

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2024Technology versus trust: Non-bank credit systems from notarized loans in Early Modern Europe to cryptolending. (2024). Lorenzini, Marcella ; Fantacci, Luca. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:83-95.

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2024Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework. (2024). Hajek, Petr ; Sharif, Taimur ; Bouteska, Ahmed ; Abedin, Mohammad Zoynul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001367.

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2024Generative AI: A Turning Point for Labor’s Share?. (2024). Tavares, Marina ; Drozd, Lukasz. In: Economic Insights. RePEc:fip:fedpei:98017.

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2024.

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2024Occasional paper on Decentralised Finance. (2024). Correia, Snia ; Castilho, Filipa ; Marques, Afonso ; Vasconcelos, Isabel ; Oliveira, Anasa ; Toms, Pedro ; Neugebauer, Katja ; Teixeira, Dina ; Martins, Carlos ; Santos, Joana ; Bettencourt, Carlos ; Queir, Leonor ; Alves, Joao ; Pratas, Joana ; Leal, Andr ; Almeida, Joao ; Pereira, Cline ; Jdice, Mariana ; Borges, Madalena ; Fonseca, Gisela. In: Working Papers. RePEc:ptu:wpaper:o202402.

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2024International financial subordination in the age of asset manager capitalism. (2024). Kaltenbrunner, Annina ; Bonizzi, Bruno. In: Environment and Planning A. RePEc:sae:envira:v:56:y:2024:i:2:p:603-626.

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2024The market liquidity of interest rate swaps. (2024). Frieden, Immo ; Scheicher, Martin ; Boudiaf, Ismael Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:20240.

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Works by Sirio Aramonte:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Corporate credit markets after the initial pandemic shock In: BIS Bulletins.
[Full Text][Citation analysis]		paper11
2019OTC derivatives: euro exposures rise and central clearing advances In: BIS Quarterly Review.
[Full Text][Citation analysis]		article9
2020Mind the buybacks, beware of the leverage In: BIS Quarterly Review.
[Full Text][Citation analysis]		article5
2021DeFi risks and the decentralisation illusion In: BIS Quarterly Review.
[Full Text][Citation analysis]		article39
2021The rise of private markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2021Firm-level R&D after periods of intense technological innovation: the role of investor sentiment In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2021Firm-specific risk-neutral distributions with options and CDS In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2021Non-bank financial intermediaries and financial stability In: BIS Working Papers.
[Full Text][Citation analysis]		paper12
2014Macroeconomic uncertainty and the cross-section of option returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2020Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3
2013Dynamic factor Value-at-Risk for large heteroskedastic portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2011Dynamic factor value-at-risk for large, heteroskedastic portfolios.(2011) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2019Institutions and return predictability in oil-exporting countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2015Institutions and return predictability in oil-exporting countries.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013Assessing and combining financial conditions indexes In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper18
2017Assessing and Combining Financial Conditions Indexes.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Innovation, investor sentiment, and firm-level experimentation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2015Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper40
2019Measuring the Liquidity Profile of Mutual Funds In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2020Measuring the Liquidity Profile of Mutual Funds.(2020) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2017Synthetic ETFs In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2020Monitoring the Liquidity Profile of Mutual Funds In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2017Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2

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