6
H index
4
i10 index
134
Citations
Sergio Mayordomo : Citation Profile
Banco de España | RESEARCH PRODUCTION: 17 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2008 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Sergio Mayordomo. | Is cited by:
| Cites to:
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Main data
Where Sergio Mayordomo has published?
| Journals with more than one article published | # docs |
|---|---|
| Boletín Económico | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Banco de España | 5 |
| DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa | 2 |
Recent works citing Sergio Mayordomo (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701. Full description at Econpapers || Download paper |
| 2017 | A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17. Full description at Econpapers || Download paper |
| 2017 | Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17. Full description at Econpapers || Download paper |
| 2017 | Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:631. Full description at Econpapers || Download paper |
| 2017 | The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145. Full description at Econpapers || Download paper |
| 2018 | The Term Structure of Redenomination Risk. (2018). Kim, Chi Hyun ; Bayer, Christian ; Kriwoluzky, Alexander. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1740. Full description at Econpapers || Download paper |
| 2018 | Assessing 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. Full description at Econpapers || Download paper |
| 2018 | Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; deMendona, Helder Ferreira ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157. Full description at Econpapers || Download paper |
| 2017 | A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:59-68. Full description at Econpapers || Download paper |
| 2017 | An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114. Full description at Econpapers || Download paper |
| 2017 | Credit risk interconnectedness: What does the market really know?. (2017). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:1-12. Full description at Econpapers || Download paper |
| 2017 | Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis. (2017). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:371-385. Full description at Econpapers || Download paper |
| 2017 | Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79. Full description at Econpapers || Download paper |
| 2017 | Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Gasbarro, Dominic ; Hassan, Kamrul . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16. Full description at Econpapers || Download paper |
| 2017 | How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088. Full description at Econpapers || Download paper |
| 2017 | A Study on the Impact of the Short Selling Ban on FIBS. (2017). Grima, Simon ; Sammut, Stephen. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:v:y:2017:i:1:p:18-48. Full description at Econpapers || Download paper |
| 2017 | Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain. (2017). Utrero-González, Natalia ; González Chapela, Jorge ; Callado-Muñoz, Francisco ; Utrero-Gonzalez, N ; Gonzalez-Chapela, J ; Callado-Munoz, F J. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:439-459. Full description at Econpapers || Download paper |
| 2018 | Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking. (2018). AndrieÈ™, 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. Full description at Econpapers || Download paper |
| 2017 | Charter value and bank stability before and after the global financial crisis of 2007-2008 Charter value and bank stability before and after the global financial crisis of 2007-2008. (2017). TARAZI, Amine ; Rugemintwari, Clovis ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01337601. Full description at Econpapers || Download paper |
| 2017 | Can Firms Grow Without Credit? A Quantile Panel Analysis in the Euro Area. (2017). Louri, Helen ; Giotopoulos, Ioannis ; Dimelis, Sophia. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:17:y:2017:i:2:d:10.1007_s10842-016-0216-1. Full description at Econpapers || Download paper |
| 2017 | Explaining co-movements between equity and CDS bid-ask spreads. (2017). Marra, Miriam . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0609-6. Full description at Econpapers || Download paper |
| 2017 | The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Peltonen, Tuomas ; Panzica, Roberto ; Bellia, Mario. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762. Full description at Econpapers || Download paper |
| 2017 | Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna . In: LEM Papers Series. RePEc:ssa:lemwps:2017/02. Full description at Econpapers || Download paper |
| 2018 | Financial 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. Full description at Econpapers || Download paper |
| 2017 | Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries. (2017). Keffala, Mohamed Rochdi. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:01:n:s0219091517500047. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
Works by Sergio Mayordomo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | El programa de compras de bonos corporativos del Eurosistema y su efecto sobre la financiación ajena de las Sociedades no financieras españolas In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2018 | Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2018 | The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2014 | Short-sale constraints and financial stability: Evidence from the Spanish market In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Keeping it personal or getting real? On the drivers and effectiveness of personal versus real loan guarantees In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| Dealing with dealers: sovereign CDS comovements In: Working Papers. [Full Text][Citation analysis] | paper | 2 | |
| 2018 | Dealing with dealers: Sovereign CDS comovements.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2017 | Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Did the bank capital relief induced by the supporting factor enhance SME lending? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Are 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. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Are all Credit Default Swap databases equal? In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 41 |
| 2010 | Are all Credit Default Swap Databases Equal?.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2018 | Borrowing constraints and housing price expectations in the euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Fragmentation in the European interbank market: Measures, determinants, and policy solutions In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 11 |
| 2016 | Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2014 | Derivatives holdings and systemic risk in the U.S. banking sector In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2012 | Derivatives Holdings and Systemic Risk in the U.S. Banking Sector.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2017 | When does relationship lending start to pay? In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 0 |
| 2013 | Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
| 2012 | Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2014 | Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2012 | Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | ¿Afectan las restricciones financieras al régimen de tenencia de vivienda? In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 3 |
| 2018 | Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Towards a Common European Monetary Union Risk Free Rate In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Towards a common Eurozone risk free rate In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2011 | Trademark activity and the market performance of U.S. commercial banks In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 4 |
| 2014 | Portfolio choice with indivisible and illiquid housing assets: the case of Spain In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2012 | Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
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