11
H index
12
i10 index
472
Citations
Banco de España | 11 H index 12 i10 index 472 Citations RESEARCH PRODUCTION: 45 Articles 52 Papers RESEARCH ACTIVITY:
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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: |
Journals with more than one article published | # docs |
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Boletn Econmico | 7 |
Economic Bulletin | 6 |
Journal of Financial Intermediation | 4 |
Journal of Banking & Finance | 3 |
European Financial Management | 2 |
The European Journal of Finance | 2 |
Financial Stability Review | 2 |
Finance Research Letters | 2 |
Revista de Estabilidad Financiera | 2 |
Year | Title of citing document |
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2025 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
2024 | Manager Characteristics and SMEs Restructuring Decisions: In-Court vs. Out-of-Court Restructuring. (2024). Achbah, Rachid. In: Papers. RePEc:arx:papers:2402.18135. Full description at Econpapers || Download paper |
2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper |
2024 | Tracing Banks’ Credit Allocation to Their Profits. (2024). Saidi, Farzad ; Matray, Adrien ; Duquerroy, Anne. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_551. Full description at Econpapers || Download paper |
2025 | Productive Banks Lend to Productive Firms. (2025). Perez-Reyna, David ; Suaza, Fausto ; Rozada-Najar, Angie. In: Documentos CEDE. RePEc:col:000089:021298. 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 |
2025 | The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Simoens, Mathieu ; Tamburrini, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20253041. Full description at Econpapers || Download paper |
2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. 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 |
2024 | Who funds zombie firms: Banks or non-banks?. (2024). Tuuli, Saara. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924003521. Full description at Econpapers || Download paper |
2024 | Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501. 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 |
2024 | The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x. Full description at Econpapers || Download paper |
2024 | How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094. Full description at Econpapers || Download paper |
2024 | Global banks and the picking order in internal capital markets: Do locational activity patterns matter?. (2024). Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001495. 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 |
2024 | Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2024). Boneva, Lena ; Islami, Mevlud ; Schlepper, Kathi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001347. Full description at Econpapers || Download paper |
2024 | Zombie-lending during the pandemic in India: Did the Central Bank reduce credit misallocation concerns of forbearance?. (2024). Kaur, Jasmeet ; Chakrabarti, Prasenjit. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:1:p:153-170. 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 |
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 |
2024 | Fostering social innovation in the energy transition: entrepreneurial solutions for a sustainable economy. (2024). Qian, Ying ; Chen, Hongfu ; Wu, Xiaoxiao ; Lei, Quanyong. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09661-6. Full description at Econpapers || Download paper |
2025 | The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Simoens, Mathieu ; Tamburrini, Fabio. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:25/1111. 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 | |
2022 | Are all Credit Default Swap Databases equal? In: Papers. [Full Text][Citation analysis] | paper | 70 |
2014 | Are All Credit Default Swap Databases Equal?.(2014) In: European Financial Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2010 | Are all Credit Default Swap Databases Equal?.(2010) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2010 | Are all Credit Default Swap databases equal?.(2010) In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2010 | Are all Credit Default Swap Databases Equal?.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2022 | Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain In: Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Portfolio choice with indivisible and illiquid housing assets: the case of Spain.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
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 | |
2013 | Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | El 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] | article | 0 |
2018 | Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
2019 | Ajustes de las políticas crediticias en un contexto de tipos de interés negativos In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
2020 | Evolución reciente de la financiación y del crédito bancario al sector privado no financiero In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
2020 | Evolución de la industria de la inversión colectiva en España entre 2008 y 2019 In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
2020 | El 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. [Full Text][Citation analysis] | article | 6 |
2022 | Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta In: Boletín 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 | 8 |
2019 | Adapting lending policies against a background of negative interest rates In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | Recent developments in financing and bank lending to the non-financial private sector In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | Developments in the collective investment industry in Spain between 2008 and 2019 In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2022 | Recent developments in lending to non-financial corporations: supply and demand factors In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock In: Occasional Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability In: Occasional Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | La traslación de los tipos de interés de mercado a los tipos de interés bancarios In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The pass-through of market interest rates to bank interest rates In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Individual and sectoral analysis framework for the impact of economic and financial risks In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Evidencia sobre el alcance de los programas de garantías públicas y de ayudas directas a las empresas españolas implementados durante la crisis del COVID 19 In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
2020 | The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
2020 | Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19 In: Revista de Estabilidad Financiera. [Full Text][Citation analysis] | article | 0 |
2020 | The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis In: Revista de Estabilidad Financiera. [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 | 3 |
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 | 4 |
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 | Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
2021 | Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*.(2021) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | 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 | |
2020 | Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2020 | The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities.(2020) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | The impact of alternative forms of bank consolidation on credit supply and financial stability In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Distressed firms, zombie firms and zombie lending: a taxonomy In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2023 | Distressed firms, zombie firms and zombie lending: A taxonomy.(2023) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2022 | Enforcing Mandatory Reporting on Private Firms: The Role of Banks 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 |
2024 | Access to credit and firm survival during a crisis: The case of zero-bank-debt firms.(2024) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2024 | How do changes in financial reporting standards affect relationship lending? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Banks vs. Firms: Who Benefits from Credit Guarantees? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Banks vs. firms: who benefits from credit guarantees?.(2023) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | The Impact of the 2011 Short€ Sale Ban on Financial Stability: Evidence from the Spanish Stock Market In: European Financial Management. [Full Text][Citation analysis] | article | 2 |
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 | Adapting lending policies in a “negative-for-long” scenario In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress In: CNMV Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress.(2011) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2011 | A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets In: CNMV Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Towards a common European Monetary Union risk free rate In: CNMV Working Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | Towards a Common European Monetary Union Risk Free Rate.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2012 | Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis In: CNMV Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 | 2 |
2022 | The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 5 |
2021 | Dollar borrowing, firm credit risk, and FX-hedged funding opportunities In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Borrowing constraints and housing price expectations in the euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2021 | How do European banks cope with macroprudential capital requirements In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2024 | A new estimation of default probabilities based on non-performing loans In: Finance Research Letters. [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 | 36 |
2016 | Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2017 | When does relationship lending start to pay? In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 37 |
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 | 70 |
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 nother version. Agregated cites: 70 | 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 | 12 |
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: 12 | paper | |
2008 | ¿Afectan las restricciones financieras al régimen de tenencia de vivienda? In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 3 |
2024 | Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals In: Management Science. [Full Text][Citation analysis] | article | 0 |
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 | 2 |
2020 | Mutual Funding In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 1 |
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 | 5 |
2012 | Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team