Sirio Aramonte : Citation Profile

Bank for International Settlements (BIS)

7

H index

7

i10 index

191

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 19
   Journals where Sirio Aramonte has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 1 (0.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par562
   Updated: 2026-01-17    RAS profile: 2022-03-11    
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Relations with other researchers

Works with:

Scotti, Chiara (2)

Avalos, Fernando (2)

Schrimpf, Andreas (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)

Huang, Wenqian (4)

Eisenschmidt, Jens (4)

Penikas, Henry (4)

Demiralp, Selva (4)

Barigozzi, Matteo (4)

Claessens, Stijn (4)

Cites to:

Adrian, Tobias (15)

Miller, Douglas (10)

Bollerslev, Tim (10)

Shin, Hyun Song (10)

Fama, Eugene (10)

Cameron, A. (10)

Shachar, Or (9)

French, Kenneth (9)

Shleifer, Andrei (9)

Zhou, Hao (8)

Jahan-Parvar, Mohammad (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 (2025 and 2024)

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

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2024Tax Policy Handbook for Crypto Assets. (2024). Misra, Arindam. In: Papers. RePEc:arx:papers:2403.15074.

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2024Compound V3 Economic Audit Report. (2024). Sinha, Sudipan ; Nag, Abhimanyu ; Datta, Arka ; Gupta, Samrat ; Ghosh, Rik. In: Papers. RePEc:arx:papers:2410.04085.

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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.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Cryptocurrencies and decentralised finance: functions and financial stability implications. (2025). Gambacorta, Leonardo ; Frost, Jon ; Cornelli, Giulio ; Aquilina, Matteo. In: BIS Papers. RePEc:bis:bisbps:156.

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

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

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2025Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142.

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

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2024How does macroprudential policy affect the relationship between financial openness and bank risk-taking. (2024). Si, Deng-Kui ; Li, Hui-Jun ; Chen, Meng-Long. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1820-1839.

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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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2024Untangling the finance-growth nexus: The dual role of financial development in the transmission of shocks. (2024). Ramos Francia, Manuel ; Ossandon Busch, Matias ; Montaez-Enrquez, Ricardo ; Ramos-Francia, Manuel. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000876.

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2025Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503.

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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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2025Trust as a driver in the DeFi market: Leveraging TVL/MCAP bands as confidence indicators to anticipate price movements. (2025). Borondo, Javier ; Grande, Mar. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612324017343.

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2025What drives U.S. corporate private equity? An historical perspective. (2025). Duca, John ; Sanchez-Colburn, Franklin. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000427.

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2025Rise of NBFIs and the global structural change in the transmission of market shocks. (2025). Hogen, Yoshihiko ; Shinozaki, Yuji ; Kasai, Yoshiyasu. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000488.

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2025Capital flows: The role of investment fund portfolio managers. (2025). Bush, Georgia ; Can, Carlos. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000182.

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

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2025Central bank digital currencies (CBDCs) in Latin America and the Caribbean. (2025). Zampolli, Fabrizio ; Kamin, Steven ; Alfonso, Viviana. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:1:s266614382400022x.

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2025Loan pricing and biodiversity exposure: Nature-related spillovers to the financial sector. (2025). Rho, Caterina ; Becker, Annette ; di Girolamo, Francesca Erica. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005178.

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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). Sharif, Taimur ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001367.

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2024Model risk at central counterparties: is skin in the game a game changer?. (2024). Takats, Elod ; Huang, Wenqian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124360.

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2025Portfolio Margining Using PCA Latent Factors. (2025). Nesmith, Travis ; Du, Shengwu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-16.

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2025The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425.

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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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2024A Review on Decentralized Finance Ecosystems. (2024). Wijaya, Gede Natha ; Ramadhani, Dian Puteri ; Alamsyah, Andry. In: Future Internet. RePEc:gam:jftint:v:16:y:2024:i:3:p:76-:d:1346249.

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2024Model Risk at Central Counterparties: Is Skin in the Game a Game Changer?. (2024). Takats, Elod ; Huang, Wenqian. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:3:a:4.

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2025How Do Global Systemically Important Banks Lower Capital Surcharges?. (2025). Berry, Jared ; Khan, Akber ; Rezende, Marcelo. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:3:d:10.1007_s10693-024-00426-w.

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2025Banking on Payments?. (2025). Bibow, Joerg. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_1091.

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

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

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2024A multidimensional Bayesian model to test the impact of investor sentiment on equity premium. (2024). Teulon, Frédéric ; Hikkerova, Lubica ; Sahut, Jean Michel ; Mili, Mehdi. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-023-05165-0.

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2024The technology of decentralized finance (DeFi). (2024). Auer, Raphael ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard ; Victor, Friedhelm. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:1:d:10.1007_s42521-023-00088-8.

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2025The pandemic crisis in Italy: an assessment through a new classifier of firm economic-financial solidity. (2025). Costa, Stefano ; Boselli, Carlo ; Rinaldi, Marco ; Vicarelli, Claudio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:52:y:2025:i:2:d:10.1007_s40812-024-00328-x.

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2024The contradictions of unconventional monetary policy as a post-2008 thwarting mechanism: financial dominance, shadow banking, and inequality. (2024). Schairer, Simon. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00115-3.

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

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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:2024147.

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2025Decentralised finance: Growth, risks and regulation of a shadow financial system with crypto-assets. (2025). Read, Oliver. In: wifin Working Paper Series. RePEc:zbw:wifinw:328275.

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Works by Sirio Aramonte:

YearTitleTypeCited
2020Corporate credit markets after the initial pandemic shock In: BIS Bulletins.
[Full Text][Citation analysis]		paper13
2019OTC derivatives: euro exposures rise and central clearing advances In: BIS Quarterly Review.
[Full Text][Citation analysis]		article10
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]		article44
2021The rise of private markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
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]		paper17
2014Macroeconomic uncertainty and the cross-section of option returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3
2020Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article4
2013Dynamic factor Value-at-Risk for large heteroskedastic portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
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: 19		paper
2019Institutions and return predictability in oil-exporting countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
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: 3		paper
2013Assessing and combining financial conditions indexes In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper19
2017Assessing and Combining Financial Conditions Indexes.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		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]		paper41
2019Measuring the Liquidity Profile of Mutual Funds In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
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: 2		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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