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Sirio Aramonte

Principal Economist

Financial Stability Assessment Section

Financial Stability

202-912-4301
sirio.aramonte@frb.gov
Education
  • Ph.D., Finance, London Business School, 2009
Fields of Interest
    • Principal Economist

      Board of Governors of the Federal Reserve System

    • 2015 - present
    • Economist

      Board of Governors of the Federal Reserve System

    • 2009 - 2015
  • Aramonte, Sirio, Marius del Giudice Rodriguez, and Jason Wu (2013). "Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios," Journal of Banking and Finance, vol. 37, no. 11, pp. 4299-4309.
  • Aramonte, Sirio (2014). "Macroeconomic Uncertainty and the Cross-Section of Option Returns," Journal of Financial Markets, vol. 21, pp. 25-49.
  • Aramonte, Sirio, Samuel Rosen, and John W. Schindler (Forthcoming). "Assessing and Combining Financial Conditions Indexes," International Journal of Central Banking.
  • Aramonte, Sirio, Mohammad Jahan-Parvar, and Justin K. Shugarman (2015). "Institutions and Return Predictability in Oil-exporting Countries," Finance and Economics Discussion Series 2015-014. Washington: Board of Governors of the Federal Reserve System.
  • Aramonte, Sirio (2015). "Innovation, investor sentiment, and firm-level experimentation," Finance and Economics Discussion Series 2015-067. Washington: Board of Governors of the Federal Reserve System.
  • Aramonte, Sirio, Seung Jung Lee, and Viktors Stebunovs (2015). "Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market," Finance and Economics Discussion Series 2015-068. Washington: Board of Governors of the Federal Reserve System.
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Last update: July 11, 2016