Sirio Aramonte : Citation Profile

Are you Sirio Aramonte?

Bank for International Settlements (BIS)

6

H index

4

i10 index

139

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 13
   Journals where Sirio Aramonte has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (0.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par562
   Updated: 2024-01-16    RAS profile: 2022-03-11    
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Relations with other researchers

Works with:

Scotti, Chiara (3)

Schrimpf, Andreas (2)

Jahan-Parvar, Mohammad (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)

Hotta, Luiz (5)

Valls Pereira, Pedro (5)

Barigozzi, Matteo (4)

Eisenschmidt, Jens (4)

Claessens, Stijn (4)

Demiralp, Selva (4)

Aikman, David (3)

Niepmann, Friederike (3)

Cites to:

Adrian, Tobias (15)

Cameron, A. (10)

Shin, Hyun Song (10)

Fama, Eugene (10)

Miller, Douglas (10)

Bollerslev, Tim (10)

Shachar, Or (9)

French, Kenneth (9)

Shleifer, Andrei (8)

Zhou, Hao (8)

Boyarchenko, Nina (7)

Main data

Where Sirio Aramonte has published?

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

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 (2024 and 2023)

YearTitle of citing document
2023MicroVelocity: rethinking the Velocity of Money for digital currencies. (2022). Tessone, Claudio J ; D'Errico, Marco ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2201.13416.

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2023The Evolution Of Centralisation on Cryptocurrency Platforms. (2022). Tessone, Claudio J ; Nicolo' Vallarano, ; Yan, Tao ; de Collibus, Francesco Maria ; Cristodaro, Raffaele ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2206.05081.

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2023FTXs downfall and Binances consolidation: the fragility of Centralized Digital Finance. (2023). Aste, Tomaso ; Briola, Antonio ; Vidal-Tom, David. In: Papers. RePEc:arx:papers:2302.11371.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Assessing 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.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2023Crypto-asset markets: structure, stress episodes in 2022 and policy considerations. (2023). Gallo, Raffaele ; Branzoli, Nicola ; Abate, Giorgio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_783_23.

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2023The Technology of Decentralized Finance (DeFi). (2023). Auer, Raphael ; Victor, Friedhelm ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard. In: BIS Working Papers. RePEc:bis:biswps:1066.

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2023Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034.

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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2023The illusion of the metaverse and meta-economy. (2023). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000765.

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2023What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549.

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2023Decentralized lending and its users: Insights from compound. (2023). Saengchote, Kanis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000756.

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2023FTXs downfall and Binances consolidation: the fragility of centralised digital finance. (2023). Vidal-Tomás, David ; Aste, Tomaso ; Briola, Antonio ; Vidal-Tomas, David. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119902.

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2023Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance. (2023). Farkas, Walter ; Sa, Pedro Reis ; Fasser, Fabian ; Weingartner, Tim. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:454-:d:1264017.

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2023Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? (Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl, Bernhard Haslhofer). (2023). Segalla, Esther ; Raunig, Burkhard ; Zangerl, Felix ; Sigmund, Michael ; Saggase, Pietro ; Haslhofer, Bernhard. In: Working Papers. RePEc:onb:oenbwp:248.

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2023IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights. (2023). Penikas, Henry. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00109-7.

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2023Democratizing money? The role of cryptocurrencies. (2023). Corsi, Marcella ; Temperini, Jacopo. In: PSL Quarterly Review. RePEc:psl:pslqrr:2023:13.

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2023The Crypto Ecosystem: Prospects and Challenges for Regulators. (2023). Impenna, Claudio. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0947.

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2023Crypto-Asset Markets: Structure, Market Developments in 2022 and Policy Considerations. (2023). Gallo, Raffaele ; Branzoli, Nicola ; Abate, Giorgio. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0949.

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2023Detecting anomalous cryptocurrency transactions: An AML/CFT application of machine learning-based forensics. (2023). Ferretti, Stefano ; Shafiq, Muhammad Zohaib ; Merizzi, Fabio ; Zichichi, Mirko ; Pocher, Nadia. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00654-3.

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2023Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324.

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Works by Sirio Aramonte:

YearTitleTypeCited
2020Corporate credit markets after the initial pandemic shock In: BIS Bulletins.
[Full Text][Citation analysis]		paper9
2019OTC derivatives: euro exposures rise and central clearing advances In: BIS Quarterly Review.
[Full Text][Citation analysis]		article5
2020Mind the buybacks, beware of the leverage In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2021DeFi risks and the decentralisation illusion In: BIS Quarterly Review.
[Full Text][Citation analysis]		article26
2021The rise of private markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article1
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]		paper8
2014Macroeconomic uncertainty and the cross-section of option returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2020Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2013Dynamic factor Value-at-Risk for large heteroskedastic portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
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: 17		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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