Sirio Aramonte : Citation Profile


Are you Sirio Aramonte?

Bank for International Settlements (BIS)

3

H index

2

i10 index

53

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 6
   Journals where Sirio Aramonte has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par562
   Updated: 2020-04-04    RAS profile: 2020-03-03    
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Relations with other researchers


Works with:

Jahan-Parvar, Mohammad (3)

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 (8)

Lee, Seung Jung (5)

Barigozzi, Matteo (4)

Valls Pereira, Pedro (4)

Claessens, Stijn (4)

Schmidt-Eisenlohr, Tim (3)

Warusawitharana, Missaka (2)

Hotta, Luiz (2)

Temesvary, Judit (2)

Ongena, Steven (2)

Owen, Ann (2)

Cites to:

Shleifer, Andrei (8)

Bollerslev, Tim (8)

Miller, Douglas (6)

Zhou, Hao (6)

Diebold, Francis (6)

Cameron, A. (6)

Kilian, Lutz (5)

Lippi, Marco (5)

Forni, Mario (5)

Campbell, John (5)

Stein, Jeremy (5)

Main data


Where Sirio Aramonte has published?


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

Recent works citing Sirio Aramonte (2019 and 2018)


YearTitle of citing document
2020Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods. (2018). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Magris, Martin ; Ntakaris, Adamantios. In: Papers. RePEc:arx:papers:1705.03233.

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2019FX and OTC derivatives markets through the lens of the Triennial Survey. (2019). Wooldridge, Philip. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912e.

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2019Offshore markets drive trading of emerging market currencies. (2019). Xia, Dora ; Patel, Nikhil. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912h.

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2019The evolution of OTC interest rate derivatives markets. (2019). Hardy, Bryan ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912i.

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2018Searching for yield abroad: risk-taking through foreign investment in U.S. bonds. (2018). Wroblewski, Caleb ; Tabova, Alexandra ; Ammer, John. In: BIS Working Papers. RePEc:bis:biswps:687.

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2018How do credit ratings affect bank lending under capital constraints?. (2018). Claessens, Stijn ; Wang, Teng ; Law, Andy. In: BIS Working Papers. RePEc:bis:biswps:747.

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2018Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7118.

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2019The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Liu, Emily. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7955.

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2018Global Investors, the Dollar, and U.S. Credit Conditions. (2018). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13237.

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2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

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2019On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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2019Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area. (2019). Eisenschmidt, Jens ; Demiralp, Selva ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20192283.

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2019How do lead banks use their private information about loan quality in the syndicated loan market?. (2019). Koepke, Matthew M ; Berger, Allen N ; Balasubramanyan, Lakshmi. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:53-78.

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2018A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?. (2018). Temesvary, Judit ; Owen, Ann ; Ongena, Steven. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:50-69.

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2019Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios, Carlos. In: Textos para discussão. RePEc:fgv:eesptd:505.

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2020Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2020). Valls Pereira, Pedro ; Hallin, Marc ; Hotta, Luiz Koodi ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:521.

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2018Unconventional Monetary Policy and Risk-Taking: Evidence from Agency Mortgage REITs. (2018). Frame, W ; Steiner, Eva. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-08.

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2018A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?. (2018). Temesvary, Judit ; Owen, Ann ; Ongena, Steven. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-08.

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2018Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Wroblewski, Caleb ; Tabova, Alexandra M ; Ammer, John. In: International Finance Discussion Papers. RePEc:fip:fedgif:1224.

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2018Home Country Interest Rates and International Investment in U.S. Bonds. (2018). Claessens, Stijn ; Wroblewski, Caleb ; Tabova, Alexandra M ; Ammer, John. In: International Finance Discussion Papers. RePEc:fip:fedgif:1231.

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2019Institutional Investors, the Dollar, and U.S. Credit Conditions. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: International Finance Discussion Papers. RePEc:fip:fedgif:1246.

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2018Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Tabova, Alexandra ; Ammer, John. In: 2018 Meeting Papers. RePEc:red:sed018:960.

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2018Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina. In: Research Papers in Economics. RePEc:trr:wpaper:201803.

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Works by Sirio Aramonte:


YearTitleTypeCited
2019OTC derivatives: euro exposures rise and central clearing advances In: BIS Quarterly Review.
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article3
2014Macroeconomic uncertainty and the cross-section of option returns In: Journal of Financial Markets.
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article0
2013Dynamic factor Value-at-Risk for large heteroskedastic portfolios In: Journal of Banking & Finance.
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article11
2011Dynamic factor value-at-risk for large, heteroskedastic portfolios.(2011) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 11
paper
2019Institutions and return predictability in oil-exporting countries In: The Quarterly Review of Economics and Finance.
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article0
2015Institutions and return predictability in oil-exporting countries.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Assessing and combining financial conditions indexes In: Finance and Economics Discussion Series.
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paper9
2015Innovation, investor sentiment, and firm-level experimentation In: Finance and Economics Discussion Series.
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paper1
2015Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market In: Finance and Economics Discussion Series.
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paper28
2019Measuring the Liquidity Profile of Mutual Funds In: Finance and Economics Discussion Series.
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paper0
2017Synthetic ETFs In: FEDS Notes.
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paper0
2017Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads In: International Finance Discussion Papers.
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paper1
2017Assessing and Combining Financial Conditions Indexes In: International Journal of Central Banking.
[Full Text][Citation analysis]
article0

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