Sergio Mayordomo : Citation Profile


Are you Sergio Mayordomo?

Banco de España

7

H index

4

i10 index

183

Citations

RESEARCH PRODUCTION:

23

Articles

23

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 16
   Journals where Sergio Mayordomo has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 14 (7.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1884
   Updated: 2019-10-15    RAS profile: 2019-07-20    
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Relations with other researchers


Works with:

Rodriguez-Moreno, Maria (9)

Gimeno, Ricardo (3)

Ongena, Steven (2)

Moreno, Antonio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sergio Mayordomo.

Is cited by:

Gyntelberg, Jacob (6)

Hördahl, Peter (6)

Augustin, Patrick (6)

Callado-Muñoz, Francisco (4)

Tavlas, George (4)

Hall, Stephen (4)

Utrero-González, Natalia (4)

González Chapela, Jorge (4)

Zaghini, Andrea (4)

Gibson, Heather (4)

Migiakis, Petros (3)

Cites to:

Beck, Thorsten (13)

wachter, susan (10)

Peydro, Jose-Luis (9)

Acharya, Viral (9)

Demirguc-Kunt, Asli (8)

Udell, Gregory (8)

Longstaff, Francis (8)

Laeven, Luc (7)

Marsh, Ian (7)

zhang, gaiyan (7)

Pagano, Marco (7)

Main data


Where Sergio Mayordomo has published?


Journals with more than one article published# docs
Boletn Econmico3
The European Journal of Finance2
Economic Bulletin2
Journal of Banking & Finance2
European Financial Management2
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa7
CNMV Working Papers / CNMV- Spanish Securities Markets Commission - Research and Statistics Department5
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2

Recent works citing Sergio Mayordomo (2019 and 2018)


YearTitle of citing document
2019Credit Cycles, Securitization, and Credit Default Swaps. (2019). Pena, Juan Ignacio . In: Papers. RePEc:arx:papers:1901.00177.

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2018Dealing with corporate crises in a timely way. Notes on the optimal design of an «Early warning and composition system». (2018). Brodi, Elisa . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_440_18.

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2019A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds. (2019). Silvestrini, Andrea ; Mäkinen, Taneli ; Makinen, Taneli ; Mercatanti, Andrea ; Li, Fan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1213_19.

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2018Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697.

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2019Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data. (2019). Presbitero, Andrea ; Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: Working Papers. RePEc:bge:wpaper:1090.

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2018Market†based estimates of implicit government guarantees in European financial institutions. (2018). Zhao, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:79-112.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Arghyrou, Michael ; Gadea, Maria Dolores. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, Maria Dolores ; Arghyrou, Michael G. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2018Safe Haven CDS Premiums. (2018). Lando, David ; Klinger, Sven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12694.

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2018The term structure of redenomination risk. (2018). Kriwoluzky, Alexander ; Kim, Chi Hyun ; Bayer, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12965.

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2019Risky Bank Guarantees. (2019). Sarno, Lucio ; Zinna, Gabriele ; Makinen, Taneli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13709.

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2018The Term Structure of Redenomination Risk. (2018). Kim, Chi Hyun ; Bayer, Christian ; Kriwoluzky, Alexander. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1740.

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2019Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment. (2019). Dietsch, Michel ; Fraisse, Henri ; Le, Mathias ; Lecarpentier, Sandrine. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-12.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

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Credit supply and demand in unconventional times. (2018). Altavilla, Carlo ; Ongena, Steven ; Holton, Sarah ; Boucinha, Miguel ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20182202.

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2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

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2019ECB corporate QE and the loan supply to bank-dependent firms. (2019). De Santis, Roberto A ; Betz, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20192314.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2018Assessing sovereign default risk: A bottom-up approach. (2018). Trueck, Stefan ; Truck, Stefan ; Kalotay, Egon ; Liu, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:525-542.

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2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2018A tale of two risks in the EMU sovereign debt markets. (2018). Sensoy, Ahmet ; Akyildirim, Erdinc ; Nguyen, Duc Khuong. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:102-106.

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2018SMEs near-death experiences. Do local banks extend a helping hand?. (2018). Iwanicz-Drozdowska, Magorzata ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:47-65.

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2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries. (2018). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:19-34.

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2019Excess comovement in credit default swap markets: Evidence from the CDX indices. (2019). Shi, Yining ; Evans, Leo ; El-Jahel, Lina ; Cathcart, Lara. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:96-120.

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2018Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2018Price discovery in euro area sovereign credit markets and the ban on naked CDS. (2018). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:106-125.

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2018Biased signaling and yardstick comparisons in a sovereign debt market. (2018). Mihm, Benedikt. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:152:y:2018:i:c:p:36-46.

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2019A capital structure channel of monetary policy. (2019). Streitz, Daniel ; Steffen, Sascha ; Grosse-Rueschkamp, Benjamin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:357-378.

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2019The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study. (2019). Rumler, Fabio ; Ambler, Steve. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:48-61.

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2018Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

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2019The Real Effects of Credit Supply Disruptions: The Case of 2011 Embezzlement Scandal in Iran. (2019). Rastad, Mahdi ; Ebrahimnejad, Ali ; Ebrahimi, Sajad. In: Working Papers. RePEc:erg:wpaper:1316.

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2018Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking. (2018). Andrieș, Alin Marius ; Nistor, Simona ; Melnic, Florentina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:3:p:202-244.

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2019“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”. (2019). Cohen, Lior ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201901.

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2019Liquidity Funding Shocks: the Role of Banks’ Funding Mix. (2019). Alvarez, Antonio ; Posada, Diana ; Garcia-Cabo, Joaquin ; Fernandez, Alejandro . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:55:y:2019:i:2:d:10.1007_s10693-019-00314-8.

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2019Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

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2019Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?. (2019). Ornthanalai, Chayawat ; Ganduri, Rohan ; Chava, Sudheer. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:3:p:471-511..

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2018Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Karminsky, Alexandr ; Shchepeleva, Maria ; Stolbov, Mikhail. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5.

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2019The Bond Lending Channel of Monetary Policy. (2019). Rodnyanky, Alexander ; Geisecke, Oliver ; Darmouni, Olivier. In: MPRA Paper. RePEc:pra:mprapa:95141.

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2018Financial market fragmentation and monetary transmission in the euro area: what do we know?. (2018). Horvath, Roman. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:4:p:319-334.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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2019Negative monetary policy rates and portfolio rebalancing: Evidence from credit register data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Bottero, Margherita ; Sette, Enrico ; Polo, Andrea ; Minoiu, Camelia. In: Economics Working Papers. RePEc:upf:upfgen:1649.

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2018The demand for central clearing: To clear or not to clear, that is the question. (2018). Pelizzon, Loriana ; Peltonen, Tuomas ; Panzica, Roberto ; Bellia, Mario. In: SAFE Working Paper Series. RePEc:zbw:safewp:193.

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Works by Sergio Mayordomo:


YearTitleTypeCited
2013Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions In: Working Papers.
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paper5
2016El programa de compras de bonos corporativos del Eurosistema y su efecto sobre la financiación ajena de las Sociedades no financieras españolas In: Boletín Económico.
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article0
2018Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas In: Boletín Económico.
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article0
2019Ajustes de las políticas crediticias en un contexto de tipos de interés negativos In: Boletín Económico.
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article0
2018The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies In: Economic Bulletin.
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article2
2019Adapting lending policies against a background of negative interest rates In: Economic Bulletin.
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article0
2014Short-sale constraints and financial stability: Evidence from the Spanish market In: Working Papers.
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paper3
2017Keeping it personal or getting real? On the drivers and effectiveness of personal versus real loan guarantees In: Working Papers.
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paper1
Dealing with dealers: sovereign CDS comovements In: Working Papers.
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paper3
2018Dealing with dealers: Sovereign CDS comovements.(2018) In: Journal of Banking & Finance.
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2017Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE In: Working Papers.
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paper7
2017Did the bank capital relief induced by the supporting factor enhance SME lending? In: Working Papers.
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paper2
2018Did the bank capital relief induced by the Supporting Factor enhance SME lending?.(2018) In: Journal of Financial Intermediation.
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2018Adapting lending policies when negative interest rates hit banks’ profits In: Working Papers.
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2019The China syndrome affects banks: the credit supply channel of foreign import competition. In: Working Papers.
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2014Are All Credit Default Swap Databases Equal? In: European Financial Management.
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article48
2010Are all Credit Default Swap databases equal?.(2010) In: DEE - Working Papers. Business Economics. WB.
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2010Are all Credit Default Swap Databases Equal?.(2010) In: NBER Working Papers.
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2016The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market In: European Financial Management.
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2019Bank Capital Requirements, Loan Guarantees and Firm Performance In: Swiss Finance Institute Research Paper Series.
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2010The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress In: CNMV Working Papers.
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2011The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress.(2011) In: The European Journal of Finance.
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2010Are all Credit Default Swap Databases Equal? In: CNMV Working Papers.
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2011A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets In: CNMV Working Papers.
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2011Towards a common European Monetary Union risk free rate In: CNMV Working Papers.
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2009Towards a Common European Monetary Union Risk Free Rate.(2009) In: NBER Working Papers.
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2012Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis In: CNMV Working Papers.
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2009Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs In: DEE - Working Papers. Business Economics. WB.
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2018Borrowing constraints and housing price expectations in the euro area In: Economic Modelling.
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2015Fragmentation in the European interbank market: Measures, determinants, and policy solutions In: Journal of Financial Stability.
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article15
2016Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money.
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article3
2014Derivatives holdings and systemic risk in the U.S. banking sector In: Journal of Banking & Finance.
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article17
2012Derivatives Holdings and Systemic Risk in the U.S. Banking Sector.(2012) In: Faculty Working Papers.
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2017When does relationship lending start to pay? In: Journal of Financial Intermediation.
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article1
2013Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis In: Journal of International Money and Finance.
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2012Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis.(2012) In: Faculty Working Papers.
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2014Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis In: International Review of Economics & Finance.
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2012Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis.(2012) In: Faculty Working Papers.
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2008¿Afectan las restricciones financieras al régimen de tenencia de vivienda? In: Investigaciones Economicas.
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article3
2018Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates In: The Journal of Real Estate Finance and Economics.
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2014An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives In: Applied Financial Economics.
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2015Towards a common Eurozone risk free rate In: The European Journal of Finance.
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2011Trademark activity and the market performance of U.S. commercial banks In: Journal of Business Economics and Management.
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2014Portfolio choice with indivisible and illiquid housing assets: the case of Spain In: Quantitative Finance.
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2012Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain.(2012) In: Faculty Working Papers.
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2012Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban In: Faculty Working Papers.
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