- Ph.D., Finance, London Business School, 2009
Fields of Interest
Board of Governors of the Federal Reserve System
- 2009 - present
- Aramonte, Sirio (Forthcoming). "Macroeconomic Uncertainty and the Cross-Section of Option Returns," Journal of Financial Markets.
- Aramonte, Sirio, Marius Rodriguez, and Jason J. Wu (2013). "Dynamic Factor Value-at-Risk for Large, Heteroskedastic Portfolios," Journal of Banking & Finance, vol. 37, no. 11, pp. 4299-4309.
- Aramonte, Sirio, Samuel Rosen, and John W. Schindler (2013). "Assessing and Combining Financial Conditions Indexes," Finance and Economics Discussion Series 2013-39. Board of Governors of the Federal Reserve System (U.S.).
Last update: October 20, 2014