Access Statistics for Sergio Mayordomo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees 0 0 0 56 2 8 10 74
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets 0 0 0 5 0 12 19 48
Access to credit and firm survival during a crisis: the case of zero-bank-debt firms 0 0 1 4 3 10 13 21
Adapting lending policies in a “negative-for-long” scenario 0 1 3 14 1 12 16 29
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) 0 0 0 144 1 3 5 523
An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies 0 0 1 4 0 9 12 19
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs 0 0 0 137 1 3 7 657
Are all Credit Default Swap Databases Equal? 0 0 0 0 0 0 7 30
Are all Credit Default Swap Databases Equal? 0 0 0 59 1 5 7 230
Are all Credit Default Swap Databases equal? 0 0 0 5 0 2 3 11
Are all Credit Default Swap databases equal? 0 0 0 44 8 15 17 191
Bank Capital Requirements, Loan Guarantees and Firm Performance 0 0 0 57 1 7 7 81
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 0 0 15 0 3 8 32
Banks vs. Firms: Who Benefits from Credit Guarantees? 1 1 9 9 9 17 24 24
Banks vs. firms: who benefits from credit guarantees? 0 0 0 18 0 3 5 26
Climate Risk, Soft Information, and Credit Supply 0 0 2 4 1 4 11 16
Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier 0 0 1 25 0 3 9 34
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis 0 0 0 104 0 1 5 290
Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis 0 0 0 1 0 19 23 54
Dealing with dealers: sovereign CDS comovements 0 0 1 29 0 4 8 66
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 0 68 3 5 8 197
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 2 16 1 6 10 23
Did the bank capital relief induced by the supporting factor enhance SME lending? 0 0 2 45 1 7 12 145
Distressed firms, zombie firms and zombie lending: a taxonomy 0 0 0 22 2 28 32 82
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 1 17 3 6 11 61
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 0 8 0 3 3 49
Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities 0 0 1 29 2 6 11 99
El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas 0 0 1 20 3 5 9 55
Enforcing Mandatory Reporting on Private Firms: The Role of Banks 0 1 3 27 3 7 11 20
Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis 0 0 2 2 2 16 22 27
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 0 0 0 1 0 1 3 5
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions 0 1 1 412 1 6 11 344
Household Heterogeneity and the Lending Channel of Monetary Policy 0 0 6 6 2 15 30 30
How do changes in financial reporting standards affect relationship lending? 1 1 5 12 6 16 25 40
Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability 0 0 0 20 1 7 8 37
Individual and sectoral analysis framework for the impact of economic and financial risks 0 0 2 4 3 10 21 34
La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño 0 0 0 3 4 9 11 24
La traslación de los tipos de interés de mercado a los tipos de interés bancarios 0 0 1 4 0 0 9 22
Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 0 0 0 43 4 5 17 232
Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis 0 0 0 16 0 4 7 69
Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE 1 1 3 107 1 6 16 317
Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros 0 0 0 5 2 6 8 21
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 1 8 91 4 17 54 349
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 28 1 11 12 109
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 6 2 3 5 11
Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban 0 0 0 17 1 4 7 91
Short-sale constraints and financial stability: Evidence from the Spanish market 0 0 0 26 0 4 9 133
Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock 0 0 0 23 0 6 11 58
The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) 0 0 0 38 0 3 5 95
The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress 0 0 0 0 0 3 7 26
The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability 0 1 1 6 1 4 9 36
The impact of alternative forms of bank consolidation on credit supply and financial stability 0 0 2 38 2 3 13 149
The pass-through of market interest rates to bank interest rates 0 1 4 21 1 7 22 54
Towards a Common European Monetary Union Risk Free Rate 0 0 0 76 1 13 18 415
Towards a common European Monetary Union risk free rate 0 0 0 1 3 8 11 30
Total Working Papers 3 9 63 1,992 88 400 694 5,945


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new estimation of default probabilities based on non-performing loans 0 0 3 4 0 4 11 19
Access to credit and firm survival during a crisis: The case of zero-bank-debt firms 0 0 0 2 0 3 7 14
Adapting lending policies against a background of negative interest rates 0 0 0 12 3 9 9 63
Ajustes de las políticas crediticias en un contexto de tipos de interés negativos 0 0 0 1 1 2 4 42
An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives 0 0 0 6 0 4 7 49
Are All Credit Default Swap Databases Equal? 0 0 0 7 0 2 7 45
Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals 1 1 4 4 2 8 18 23
Bank capital requirements, loan guarantees and firm performance 0 0 0 17 1 7 12 70
Borrowing constraints and housing price expectations in the euro area 0 0 0 17 0 4 10 74
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis 0 0 0 68 0 8 14 309
Dealing with dealers: Sovereign CDS comovements 0 0 0 6 1 4 8 56
Derivatives holdings and systemic risk in the U.S. banking sector 0 0 2 52 3 13 27 299
Developments in the collective investment industry in Spain between 2008 and 2019 0 0 0 3 0 1 4 26
Did the bank capital relief induced by the Supporting Factor enhance SME lending? 0 1 2 44 0 7 11 178
Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates 0 0 0 4 0 3 6 56
Distressed firms, zombie firms and zombie lending: A taxonomy 0 3 4 19 3 24 37 84
Does central clearing benefit risky dealers? 0 0 1 10 0 1 6 92
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities 0 0 0 8 6 10 17 47
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 0 0 0 132 1 2 3 527
El programa de compras de bonos corporativos del Eurosistema y su efecto sobre la financiación ajena de las Sociedades no financieras españolas 0 0 0 7 0 0 1 35
Evolución de la industria de la inversión colectiva en España entre 2008 y 2019 0 0 2 22 0 3 9 66
Evolución reciente de la financiación y del crédito bancario al sector privado no financiero 0 0 3 29 0 4 11 105
Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta 0 0 1 2 1 4 5 11
Fragmentation in the European interbank market: Measures, determinants, and policy solutions 0 0 1 48 1 12 17 182
How do European banks cope with macroprudential capital requirements 0 0 0 9 1 3 6 23
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis 0 0 0 11 0 8 10 66
Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas 0 0 0 2 0 0 0 28
Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE* 1 2 2 3 2 5 10 23
Mutual Funding 0 0 0 11 1 6 11 102
Portfolio choice with indivisible and illiquid housing assets: the case of Spain 0 0 0 7 0 8 10 46
Recent developments in financing and bank lending to the non-financial private sector 0 0 0 3 2 3 4 28
Recent developments in lending to non-financial corporations: supply and demand factors 1 1 2 2 1 3 6 11
Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19 0 0 0 0 1 3 4 6
The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition 0 0 1 11 0 0 3 30
The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market 0 0 0 2 4 6 10 22
The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis 0 0 0 0 4 8 12 13
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress 0 0 0 17 0 2 5 95
The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies 0 0 0 15 0 6 11 84
The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence 0 0 0 10 0 2 3 38
Towards a common Eurozone risk free rate 0 0 0 4 0 4 6 26
Trademark activity and the market performance of U.S. commercial banks 0 0 0 8 1 3 5 57
When does relationship lending start to pay? 0 0 1 37 0 4 5 163
¿Afectan las restricciones financieras al régimen de tenencia de vivienda? 0 0 2 52 2 5 9 204
Total Journal Articles 3 8 31 728 42 218 391 3,537
2 registered items for which data could not be found


Statistics updated 2026-03-04