Sergio Mayordomo : Citation Profile


Are you Sergio Mayordomo?

Banco de España

9

H index

9

i10 index

322

Citations

RESEARCH PRODUCTION:

35

Articles

37

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 23
   Journals where Sergio Mayordomo has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 18 (5.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1884
   Updated: 2022-05-14    RAS profile: 2022-02-27    
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Relations with other researchers


Works with:

Rodriguez-Moreno, Maria (8)

Ongena, Steven (5)

Gambacorta, Leonardo (4)

Garcia-Posada, Miguel (4)

Gimeno, Ricardo (4)

Serena Garralda, Jose Maria (4)

Moreno, Antonio (4)

Jimenez, Gabriel (2)

Tarantino, Emanuele (2)

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

Is cited by:

Zaghini, Andrea (6)

Augustin, Patrick (6)

Hördahl, Peter (6)

Louri, Helen (6)

Peydro, Jose-Luis (6)

Gyntelberg, Jacob (6)

Pedio, Manuela (5)

Hall, Stephen (5)

Guidolin, Massimo (5)

Ambrocio, Gene (5)

Tavlas, George (5)

Cites to:

Beck, Thorsten (13)

Acharya, Viral (12)

Ongena, Steven (11)

Gambacorta, Leonardo (10)

wachter, susan (10)

Peydro, Jose-Luis (10)

Degryse, Hans (9)

Altavilla, Carlo (9)

Berger, Allen (9)

Udell, Gregory (9)

Demirguc-Kunt, Asli (8)

Main data


Where Sergio Mayordomo has published?


Journals with more than one article published# docs
Boletn Econmico6
Economic Bulletin5
Journal of Financial Intermediation3
The European Journal of Finance2
Journal of Banking & Finance2
European Financial Management2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa9
CNMV Working Papers / CNMV- Spanish Securities Markets Commission - Research and Statistics Department5
Occasional Papers / Banco de Espaa4
Papers / arXiv.org3
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Sergio Mayordomo (2022 and 2021)


YearTitle of citing document
2021Overview of central banks’ in-house credit assessment systems in the euro area. (2021). Caicedo, Carlos Mateo ; Bingmer, Markus ; Auria, Laura ; Sauer, Stephan ; Rossi, Anna Maria ; Resch, Florian ; Maldonado, Alfredo ; Levy, Aviram ; Iannamorelli, Alessandra ; Gavila, Sergio ; Charavel, Clemence. In: Occasional Papers. RePEc:bde:opaper:2131.

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2022Credit derivatives and loan yields. (2022). Tannous, George F ; Mamun, Abdullah ; Azam, Nimita. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:205-241.

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2021Extending the determinants of currency substitution in Nigeria: Any role for financial innovation?. (2021). Chukwunwike, Onyedikachi David ; Nwonye, Nnenna Georgina ; Onah, Emmanuel ; Ujunwa, Augustine. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:590-607.

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2021Separating retail and investment banking: evidence from the UK. (2020). Elliott, David ; Chavaz, Matthieu. In: Bank of England working papers. RePEc:boe:boeewp:0892.

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2021Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2021-03.

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2021Overview of central banks’ in-house credit assessment systems in the euro area. (2021). Iannamorelli, Alessandra ; Gavila, Sergio ; Charavel, Clemence ; Caicedo, Carlos Mateo ; Bingmer, Markus ; Auria, Laura ; Sauer, Stephan ; Rossi, Anna Maria ; Resch, Florian ; Maldonado, Alfredo ; Levy, Aviram. In: Occasional Paper Series. RePEc:ecb:ecbops:2021284.

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2021Short sales restrictions and market quality: Evidence from Korea. (2021). Hahn, Jaehoon ; Eom, Yunsung ; Sohn, Wook. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000484.

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2021Same firm, two volatilities: How variance risk is priced in credit and equity markets. (2021). Tortorice, Daniel ; Kita, Arben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921000055.

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2021The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302013.

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2021Factors that account for the wealth inequality differences between post-socialist countries. (2021). Sałach, Katarzyna ; Brzeziński, Michał ; Saach, Katarzyna ; BRZEZINSKI, Michal . In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002388.

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2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

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2021Corporate governance and the insolvency risk of financial institutions. (2021). Hussain, Nazim ; Iqbal, Jamshed ; Ali, Searat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301996.

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2021Time-varying price discovery in sovereign credit markets. (2021). Guidolin, Massimo ; Tosi, Alessandra ; Pedio, Manuela. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319307640.

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2021Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis. (2021). Salvade, Federica ; Raimbourg, Philippe. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302695.

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2021Direct and indirect impacts of European banks’ regulation. (2021). Pham, Ha ; Cuong, Ly Kim. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303172.

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2021A new measure for gauging the riskiness of European Banks’ sovereign bond portfolios. (2021). Reghezza, Alessio ; Pancotto, Livia ; Molyneux, Philip. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317013.

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2021Fintech: what’s old, what’s new?. (2021). Ratnovski, Lev ; Laeven, Luc ; Hoffmann, Peter ; Boot, Arnoud. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s157230892030139x.

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2021How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000310.

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2021Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil. (2021). Ossandon Busch, Matias ; Noth, Felix. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000917.

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2021Relationship lending: A source of support or a means of exploitation?. (2021). Harris, Mark ; Durand, Robert B ; Hussain, Inayat. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319302340.

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2021Measuring changes in credit risk: The case of CDS event studies. (2021). Betzer, Andre ; Andres, Christian ; Doumet, Markus. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000454.

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2021The Single Supervisory Mechanism and its implications for the profitability of European banks. (2021). Louri, Helen ; Dendramis, Yiannis ; Avgeri, I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001013.

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2021The impact of lending relationships on the choice and structure of bond underwriting syndicates. (2021). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001207.

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2020Market risk-based capital requirements, trading activity, and bank risk. (2020). Torna, Gokhan ; Kitsul, Yuriy ; Holod, Dmytro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302054.

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2021Bank liquidity creation and systemic risk. (2021). Vähämaa, Sami ; Yasar, Sara ; Vahamaa, Sami ; Davydov, Denis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302922.

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2021Bank systemic risk around COVID-19: A cross-country analysis. (2021). Li, Haoran ; Guedhami, Omrane ; el Ghoul, Sadok ; Duan, Yuejiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100251x.

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2021The relative pricing of sovereign credit risk after the Eurozone crisis. (2021). Ruggiero, Francesco ; Corvino, Raffaele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s026156062030293x.

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2021Bookrunner syndicate geography and the quality of service: The benefits of a local team. (2021). McColgan, Patrick ; Marshall, Andrew ; Krebbers, Arthur ; Neupane, Biwesh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001510.

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2021Credit access, macroprudential rules and policy interventions: Lessons for potential first time buyers. (2021). Slaymaker, Rachel ; O'Toole, Conor ; McQuinn, Kieran ; Otoole, Conor. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:5:p:944-963.

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2021Effects of the financial crisis on household financial risky assets holdings: Empirical evidence from Europe. (2021). Liu, Chwen-Chi ; Vu, Thi-Hong-Phuong, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:342-358.

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2021Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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2021Non-pricing drivers of underwriters’ market shares in corporate bond markets. (2021). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:671-693.

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2021Policy uncertainty, the use of derivatives: Evidence from U.S. bank holdingcompanies (BHCs). (2021). Turunen-Red, Arja ; Altalafha, Sarah H ; Hassan, Kabir M ; Tran, Dung Viet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000684.

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2022Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis. (2022). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001872.

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2021Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:170:y:2021:i:c:s0040162521003164.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2021Solvencia empresarial y derecho concursal: algunas reflexiones a la luz del Covid. (2021). Rivero, Jordi Maristany ; Segura, Marta Flores ; Martinez, Marta Cervera ; de la Fuente, Angel ; Arruada, Benito. In: Policy Papers. RePEc:fda:fdapop:2021-04.

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2022Business Incubators and Survival of Startups in Times of COVID-19. (2022). Garcia, Anton ; Blanco, Francisco Jose ; Montes-Botella, Jose Luis ; De-Pablos, Carmen ; de Esteban, Debora. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2139-:d:748517.

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2021Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks Performance. (2021). de Menna, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-03138738.

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2021Ethics, Culture, and Higher Purpose in Banking: Post-Crisis Governance Developments. (2021). Thakor, Anjan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:5:a:2.

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2021The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone. (2021). Mansilla-Fernandez, Jose Manuel ; Chiesa, Gabriella. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09475-5.

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2021Local Public Corruption and Bank Lending Activity in the United States. (2021). Leonida, Leone ; Kalyvas, Antonios Nikolaos ; Bermpei, Theodora. In: Journal of Business Ethics. RePEc:kap:jbuset:v:171:y:2021:i:1:d:10.1007_s10551-019-04410-6.

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2021Financial fragmentation and SMEs’ access to finance. (2021). Girardone, Claudia ; Sclip, Alex ; Calabrese, Raffaella. In: Small Business Economics. RePEc:kap:sbusec:v:57:y:2021:i:4:d:10.1007_s11187-020-00393-1.

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2022Banking stability and borrower discouragement: a multilevel analysis for SMEs in the EU-28. (2022). Koeter-Kant, Johanna ; Hernandez-Canovas, Gines ; Mol-Gomez, Ana. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:3:d:10.1007_s11187-021-00457-w.

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2021Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis. (2021). Tavlas, George ; Petroulas, Pavlos ; Hall, Stephen ; Gefang, Deborah ; Gibson, Heather D. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:73:y:2021:i:4:p:1454-1470..

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2021How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Working Papers. RePEc:pke:wpaper:pkwp2105.

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2021The rise in foreign currency bonds: the role of US monetary policy and capital controls. (2021). Arulraj-Cordonier, Rachel ; Merrouche, Ouarda ; Bacchetta, Philippe. In: Working Papers. RePEc:snb:snbwpa:2021-11.

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2020The impact of hedging and trading derivatives on value, performance and risk of European banks. (2020). Gomayun, Nikita ; Penikas, Henry ; Titova, Yulia. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1545-1.

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2020A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets. (2020). Kurosaki, Tetsuo ; Sakurai, Yuji . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00260-7.

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2022The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach. (2022). Schoenemann, Gregor Helmut. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:446-471.

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2021Market Discipline through Credit Ratings and Too?Big?to?Fail in Banking. (2021). Ongena, Steven ; Kiesel, Florian ; Kolaric, Sascha. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:2-3:p:367-400.

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2021Identifying empty creditors with a shock and micro-data. (2021). Ongena, Steven ; O'Flynn, Kuchulain ; Gunduz, Yalin ; Degryse, Hans. In: Discussion Papers. RePEc:zbw:bubdps:452021.

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2022.

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Works by Sergio Mayordomo:


YearTitleTypeCited
2022Derivatives Holdings and Systemic Risk in the U.S. Banking Sector In: Papers.
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paper29
2014Derivatives holdings and systemic risk in the U.S. banking sector.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 29
article
2012Derivatives Holdings and Systemic Risk in the U.S. Banking Sector.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 29
paper
2022Are all Credit Default Swap Databases equal? In: Papers.
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paper61
2014Are All Credit Default Swap Databases Equal?.(2014) In: European Financial Management.
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This paper has another version. Agregated cites: 61
article
2010Are all Credit Default Swap Databases Equal?.(2010) In: CNMV Working Papers.
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paper
2010Are all Credit Default Swap databases equal?.(2010) In: DEE - Working Papers. Business Economics. WB.
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paper
2010Are all Credit Default Swap Databases Equal?.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 61
paper
2022Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain In: Papers.
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paper3
2014Portfolio choice with indivisible and illiquid housing assets: the case of Spain.(2014) In: Quantitative Finance.
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This paper has another version. Agregated cites: 3
article
2012Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 3
paper
2013Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions In: Working Papers.
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paper8
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
2020Evolución reciente de la financiación y del crédito bancario al sector privado no financiero In: Boletín Económico.
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article0
2020Evolución de la industria de la inversión colectiva en España entre 2008 y 2019 In: Boletín Económico.
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article0
2020El impacto de la crisis del Covid-19 sobre la situación financiera de las empresas no financieras en 2020: evidencia basada en la Central de Balances In: Boletín Económico.
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article2
2018The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies In: Economic Bulletin.
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article5
2019Adapting lending policies against a background of negative interest rates In: Economic Bulletin.
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article0
2020Recent developments in financing and bank lending to the non-financial private sector In: Economic Bulletin.
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2020Developments in the collective investment industry in Spain between 2008 and 2019 In: Economic Bulletin.
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2020The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence In: Economic Bulletin.
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article0
2020Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 In: Occasional Papers.
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2020Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock In: Occasional Papers.
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paper2
2021El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas In: Occasional Papers.
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paper0
2021Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability In: Occasional Papers.
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2020The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis In: Revista de Estabilidad Financiera.
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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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paper4
2017Dealing with dealers: sovereign CDS comovements In: Working Papers.
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paper5
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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2021Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*.(2021) In: Review of Finance.
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2017Did the bank capital relief induced by the supporting factor enhance SME lending? In: Working Papers.
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2018Did the bank capital relief induced by the Supporting Factor enhance SME lending?.(2018) In: Journal of Financial Intermediation.
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2020Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) In: Working Papers.
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2020The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) In: Working Papers.
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2020Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities In: Working Papers.
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2020Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities.(2020) In: BIS Working Papers.
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2020Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities.(2020) In: CEPR Discussion Papers.
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2020The impact of alternative forms of bank consolidation on credit supply and financial stability In: Working Papers.
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2020The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability.(2020) In: CEPR Discussion 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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2021Bank capital requirements, loan guarantees and firm performance.(2021) In: Journal of Financial Intermediation.
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2021Adapting lending policies in a “negative-for-long” scenario 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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paper10
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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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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2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series.
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2018Borrowing constraints and housing price expectations in the euro area In: Economic Modelling.
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2021How do European banks cope with macroprudential capital requirements In: Finance Research Letters.
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2015Fragmentation in the European interbank market: Measures, determinants, and policy solutions In: Journal of Financial Stability.
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2016Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money.
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2017When does relationship lending start to pay? In: Journal of Financial Intermediation.
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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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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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2020Mutual Funding In: Review of Financial Studies.
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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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