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Board of Governors of the Federal Reserve System
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TheEconomists

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

      Board of Governors of the Federal Reserve System

    • 2009 - present
  • Aramonte, Sirio (2014). "Macroeconomic Uncertainty and the Cross-Section of Option Returns," Journal of Financial Markets, 21, pp. 25-49.
  • 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.).
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Last update: December 8, 2014