7
H index
7
i10 index
220
Citations
Banco de España | 7 H index 7 i10 index 220 Citations RESEARCH PRODUCTION: 16 Articles 18 Papers 1 Chapters RESEARCH ACTIVITY: 14 years (2010 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pro1043 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Rodriguez-Moreno. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 5 |
Revista de Estabilidad Financiera | 3 |
Journal of Financial Intermediation | 2 |
Financial Stability Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Banco de Espaa | 7 |
Year | Title of citing document |
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2023 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860. Full description at Econpapers || Download paper |
2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340. Full description at Econpapers || Download paper |
2023 | Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?. (2023). End, Jan Willem ; van den End, Jan Willem ; Kakes, Jan. In: Working Papers. RePEc:dnb:dnbwpp:778. Full description at Econpapers || Download paper |
2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper |
2023 | Systemic Risk: A Comparative Study between Public and Private Banks. (2023). Mahmoud, Imen ; Mselmi, Aymen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-12. Full description at Econpapers || Download paper |
2024 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149. Full description at Econpapers || Download paper |
2023 | Effect 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. Full description at Econpapers || Download paper |
2023 | Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002121. Full description at Econpapers || Download paper |
2023 | Number of creditors and the real effects of credit supply disruptions. (2023). Rastad, Mahdi ; Ebrahimnejad, Ali ; Ebrahimi, Sajad. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000110. Full description at Econpapers || Download paper |
2023 | Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323. Full description at Econpapers || Download paper |
2023 | Bank-specific capital requirements: Short and long-run determinants. (2023). Marques, Bernardo P ; Citterio, Alberto ; Alves, Carlos Francisco. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007346. Full description at Econpapers || Download paper |
2024 | Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Li, Sijing ; Deng, Yuanyue. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248. Full description at Econpapers || Download paper |
2023 | The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270. Full description at Econpapers || Download paper |
2023 | Distressed firms, zombie firms and zombie lending: A taxonomy. (2023). Mayordomo, Sergio ; Garcia-Posada, Miguel ; Alvarez, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000067. Full description at Econpapers || Download paper |
2024 | Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248. Full description at Econpapers || Download paper |
2023 | The impact of bank regulation on the cost of credit: Evidence from a discontinuity in capital requirements. (2023). Pietrosanti, Stefano ; Moscatelli, Mirko ; di Patti, Emilia Bonaccorsi. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000232. Full description at Econpapers || Download paper |
2024 | Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936. Full description at Econpapers || Download paper |
2023 | Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063. Full description at Econpapers || Download paper |
2023 | Systemic risk in European banks: Does ownership structure matter?. (2023). Jean- Laurent Viviani, ; Srour, Zainab ; Saghi, Nadia ; Jezzini, Mohamad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:88-111. Full description at Econpapers || Download paper |
2024 | Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293. Full description at Econpapers || Download paper |
2023 | The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270. Full description at Econpapers || Download paper |
2023 | Corporate governance and systemic risk: Evidence from Chinese-listed banks. (2023). Zhang, Xiaoming ; Wang, Yurong ; Lee, Chien-Chiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:180-202. Full description at Econpapers || Download paper |
2024 | Does managerial pay disparity influence BHC default risk?. (2024). Rahman, Dewan ; Malik, Ihtisham ; Iqbal, Jamshed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1250-1269. Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950. Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
2023 | Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39. Full description at Econpapers || Download paper |
2023 | The Impact of Policy Interventions on Systemic Risk across Banks. (2023). Ongena, Steven ; Nistor, Simona. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-023-00404-8. Full description at Econpapers || Download paper |
2023 | Leaning against persistent financial cycles with occasional crises. (2023). Mimir, Yasin. In: Working Papers. RePEc:stm:wpaper:56. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Derivatives Holdings and Systemic Risk in the U.S. Banking Sector In: Papers. [Full Text][Citation analysis] | paper | 49 |
2014 | Derivatives holdings and systemic risk in the U.S. banking sector.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2012 | Derivatives Holdings and Systemic Risk in the U.S. Banking Sector.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2024 | Estimating the OIS term premium with analyst expectation surveys In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
2018 | Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF.(2018) In: Revista de Estabilidad Financiera. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2020 | At-risk measures and financial stability In: Financial Stability Review. [Full Text][Citation analysis] | article | 3 |
2020 | At-risk measures and financial stability.(2020) In: Revista de Estabilidad Financiera. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | At-risk measures and financial stability In: Revista de Estabilidad Financiera. [Full Text][Citation analysis] | article | 1 |
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 | 5 |
2017 | Dealing with dealers: sovereign CDS comovements In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Dealing with dealers: Sovereign CDS comovements.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2017 | Did the bank capital relief induced by the supporting factor enhance SME lending? In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2018 | Did the bank capital relief induced by the Supporting Factor enhance SME lending?.(2018) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2021 | Business complexity and geographic expansion in banking In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Enforcing Mandatory Reporting on Private Firms: The Role of Banks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | A house price-at-risk model to monitor the downside risk for the spanish housing market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Access to credit and firm survival during a crisis: the case of zero-bank-debt firms In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Systemic risk measures: the simpler the better? In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 44 |
2010 | Systemic risk measures: the simpler the better.(2010) In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2013 | Systemic risk measures: The simpler the better?.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2021 | Low Interest Rates and Banks Interest Margins: Does Belonging to a Banking Group Matter? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Low interest rates and banks’ interest margins: Does belonging to a banking group matter?.(2023) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2019 | Bank Capital Requirements, Loan Guarantees and Firm Performance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
2021 | Bank capital requirements, loan guarantees and firm performance.(2021) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2021 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Violating the law of one price: the role of non-conventional monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
2021 | How do European banks cope with macroprudential capital requirements In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2015 | Fragmentation in the European interbank market: Measures, determinants, and policy solutions In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 35 |
2022 | Risk and control in complex banking groups In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
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 | 13 |
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 nother version. Agregated cites: 13 | paper | |
2020 | Retrenchment of euro area banks and international banking models In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Portfolio choice with indivisible and illiquid housing assets: the case of Spain In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
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 nother version. Agregated cites: 4 | paper |
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