Sergio Mayordomo : Citation Profile

Are you Sergio Mayordomo?

Banco de España

6

H index

4

i10 index

156

Citations

RESEARCH PRODUCTION:

21

Articles

16

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 15
   Journals where Sergio Mayordomo has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 13 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1884
   Updated: 2019-01-20    RAS profile: 2019-01-08    
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Relations with other researchers

Works with:

Rodriguez-Moreno, Maria (8)

Gimeno, Ricardo (3)

Moreno, Antonio (2)

Arce, Oscar (2)

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

Is cited by:

Hördahl, Peter (6)

Gyntelberg, Jacob (6)

Utrero-González, Natalia (4)

González Chapela, Jorge (4)

Hall, Stephen (4)

Callado-Muñoz, Francisco (4)

Tavlas, George (4)

Gibson, Heather (4)

Rodriguez-Moreno, Maria (3)

Louri, Helen (3)

Hutchison, Michael (3)

Cites to:

Beck, Thorsten (13)

wachter, susan (10)

Peydro, Jose-Luis (9)

Udell, Gregory (8)

Demirguc-Kunt, Asli (8)

Degryse, Hans (7)

Laeven, Luc (7)

Longstaff, Francis (6)

Rodriguez-Moreno, Maria (6)

Gambacorta, Leonardo (6)

Maksimovic, Vojislav (6)

Main data

Where Sergio Mayordomo has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
European Financial Management2
Journal of Financial Intermediation2
The European Journal of Finance2
Boletín Económico2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de España6
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2

Recent works citing Sergio Mayordomo (2018 and 2017)

YearTitle of citing document
2017Yields 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.

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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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2017A 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.

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2017Pairwise 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.

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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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2017Arbitrage 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.

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2017The 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.

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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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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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2018Credit 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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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 ; Nguyen, Duc Khuong ; Akyildirim, Erdinc. 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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2017A 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.

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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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2017An 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.

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2017Credit 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.

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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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2017Self-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.

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2017Bank 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.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017How 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.

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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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2017A 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.

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2017Analysis 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.

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2018Effects 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.

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2017Charter 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.

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2017Can 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.

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2017Explaining 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.

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

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2017The 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.

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2017Bank-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.

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2017Market Reading of Central Bankers Words. A High-Frequency Evidence.. (2017). Horvath, Roman ; Gertler, Pavel. In: Working and Discussion Papers. RePEc:svk:wpaper:1043.

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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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2017Are 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.

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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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2018Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas In: Boletín Económico.
[Full Text][Citation analysis]		article0
2018The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2014Short-sale constraints and financial stability: Evidence from the Spanish market In: Working Papers.
[Full Text][Citation analysis]		paper2
2017Keeping it personal or getting real? On the drivers and effectiveness of personal versus real loan guarantees In: Working Papers.
[Full Text][Citation analysis]		paper1
Dealing with dealers: sovereign CDS comovements In: Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper1
2017Did the bank capital relief induced by the supporting factor enhance SME lending? In: Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
2014Are All Credit Default Swap Databases Equal? In: European Financial Management.
[Full Text][Citation analysis]		article1
2016The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market In: European Financial Management.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		paper1
2010Are all Credit Default Swap databases equal? In: DEE - Working Papers. Business Economics. WB.
[Full Text][Citation analysis]		paper42
2010Are all Credit Default Swap Databases Equal?.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42		paper
2018Borrowing constraints and housing price expectations in the euro area In: Economic Modelling.
[Full Text][Citation analysis]		article0
2015Fragmentation in the European interbank market: Measures, determinants, and policy solutions In: Journal of Financial Stability.
[Full Text][Citation analysis]		article11
2016Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2014Derivatives holdings and systemic risk in the U.S. banking sector In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article1
2013Credit-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]		article35
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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This paper has another version. Agregated cites: 35		paper
2014Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2012Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 8		paper
2008¿Afectan las restricciones financieras al régimen de tenencia de vivienda? In: Investigaciones Economicas.
[Full Text][Citation analysis]		article3
2018Disentangling 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]		article0
2009Towards a Common European Monetary Union Risk Free Rate In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2014An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2011The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress In: The European Journal of Finance.
[Full Text][Citation analysis]		article7
2015Towards a common Eurozone risk free rate In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2011Trademark activity and the market performance of U.S. commercial banks In: Journal of Business Economics and Management.
[Full Text][Citation analysis]		article4
2014Portfolio choice with indivisible and illiquid housing assets: the case of Spain In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2012Portfolio 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
2012Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban In: Faculty Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 3th 2019. Contact: CitEc Team