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 0 2 14 78
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets 0 0 0 5 0 1 18 50
Access to credit and firm survival during a crisis: the case of zero-bank-debt firms 0 0 1 4 0 1 14 23
Adapting lending policies in a “negative-for-long” scenario 0 0 2 14 0 2 16 31
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) 0 0 0 144 1 3 7 527
An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies 0 0 1 4 0 1 13 20
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 0 5 12 663
Are all Credit Default Swap Databases Equal? 0 0 0 59 0 3 10 233
Are all Credit Default Swap Databases Equal? 0 0 0 0 0 2 9 32
Are all Credit Default Swap Databases equal? 0 0 0 5 0 1 6 14
Are all Credit Default Swap databases equal? 0 0 0 44 0 6 23 197
Bank Capital Requirements, Loan Guarantees and Firm Performance 0 0 0 57 2 3 12 86
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 0 4 9 0 5 27 29
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 0 0 15 0 5 12 39
Banks vs. firms: who benefits from credit guarantees? 0 0 0 18 0 5 10 32
Climate Risk, Soft Information, and Credit Supply 0 0 1 4 0 0 9 16
Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier 1 1 1 26 2 6 15 42
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis 0 0 0 104 0 3 9 294
Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis 0 0 0 1 1 4 27 58
Dealing with dealers: sovereign CDS comovements 0 0 0 29 0 2 10 69
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 2 16 0 5 17 30
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 0 68 0 2 15 205
Did the bank capital relief induced by the supporting factor enhance SME lending? 0 0 1 45 0 2 16 150
Distressed firms, zombie firms and zombie lending: a taxonomy 0 0 0 22 2 8 42 92
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 0 8 0 5 8 54
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 1 17 0 1 12 64
Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities 0 0 1 29 0 5 16 104
El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas 0 0 0 20 0 0 7 55
Enforcing Mandatory Reporting on Private Firms: The Role of Banks 1 1 4 28 2 6 17 26
Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis 0 0 1 2 0 2 22 30
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 2 4 7
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions 0 0 1 412 2 4 17 351
Household Heterogeneity and the Lending Channel of Monetary Policy 0 1 2 7 2 12 38 45
How do changes in financial reporting standards affect relationship lending? 0 0 2 12 0 5 25 46
Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability 0 0 0 20 0 2 11 41
Individual and sectoral analysis framework for the impact of economic and financial risks 0 0 1 4 0 2 19 37
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 0 1 13 26
La traslación de los tipos de interés de mercado a los tipos de interés bancarios 0 0 1 4 0 3 8 26
Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 0 0 1 44 0 2 16 235
Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis 0 0 0 16 1 3 10 72
Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE 0 0 1 107 0 5 17 323
Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros 0 0 0 5 0 3 11 25
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 0 6 91 1 8 53 360
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 6 1 4 11 17
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 28 0 2 16 113
Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban 0 0 0 17 1 2 9 93
Short-sale constraints and financial stability: Evidence from the Spanish market 0 0 0 26 0 0 9 133
Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock 0 0 0 23 0 2 12 60
The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) 0 0 0 38 0 1 6 96
The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress 0 0 0 0 0 4 11 30
The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability 0 1 2 7 2 4 16 43
The impact of alternative forms of bank consolidation on credit supply and financial stability 0 0 1 38 0 3 17 155
The pass-through of market interest rates to bank interest rates 0 0 1 21 0 3 21 58
Towards a Common European Monetary Union Risk Free Rate 0 0 0 76 1 3 21 418
Towards a common European Monetary Union risk free rate 0 0 0 1 1 3 14 33
Total Working Papers 2 4 39 1,997 22 179 850 6,186


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 2 5 7 0 7 16 27
Access to credit and firm survival during a crisis: The case of zero-bank-debt firms 0 0 0 2 1 6 12 20
Adapting lending policies against a background of negative interest rates 0 0 0 12 0 2 11 65
Ajustes de las políticas crediticias en un contexto de tipos de interés negativos 0 0 0 1 0 2 5 44
An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives 0 0 0 6 0 2 8 51
Are All Credit Default Swap Databases Equal? 0 0 0 7 0 2 9 47
Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals 0 1 3 5 1 6 18 29
Bank capital requirements, loan guarantees and firm performance 0 0 0 17 0 5 17 76
Borrowing constraints and housing price expectations in the euro area 0 0 0 17 0 1 10 75
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis 0 0 0 68 0 4 16 313
Dealing with dealers: Sovereign CDS comovements 0 0 0 6 0 2 11 60
Derivatives holdings and systemic risk in the U.S. banking sector 0 0 1 52 1 9 34 309
Developments in the collective investment industry in Spain between 2008 and 2019 0 0 0 3 0 1 5 27
Did the bank capital relief induced by the Supporting Factor enhance SME lending? 0 0 2 44 2 7 16 185
Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates 0 0 0 4 0 1 7 57
Distressed firms, zombie firms and zombie lending: A taxonomy 1 1 4 20 6 10 40 95
Does central clearing benefit risky dealers? 0 0 1 10 0 1 8 94
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities 0 0 0 8 2 4 22 52
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 0 7 10 535
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 1 1 36
Evolución de la industria de la inversión colectiva en España entre 2008 y 2019 0 0 1 22 0 3 11 69
Evolución reciente de la financiación y del crédito bancario al sector privado no financiero 0 0 0 29 1 4 10 110
Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta 0 0 0 2 0 6 10 17
Fragmentation in the European interbank market: Measures, determinants, and policy solutions 0 0 0 48 0 4 20 187
How do European banks cope with macroprudential capital requirements 0 0 0 9 0 3 8 27
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis 0 0 0 11 1 6 16 72
Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas 0 0 0 2 0 1 1 29
Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE* 1 1 4 5 3 8 19 33
Mutual Funding 0 0 0 11 0 2 12 104
Portfolio choice with indivisible and illiquid housing assets: the case of Spain 0 0 0 7 0 7 16 53
Recent developments in financing and bank lending to the non-financial private sector 0 0 0 3 0 0 4 28
Recent developments in lending to non-financial corporations: supply and demand factors 0 0 1 2 0 4 8 15
Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19 0 0 0 0 0 1 6 8
The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition 0 0 0 11 0 3 6 34
The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market 0 0 0 2 0 4 14 27
The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis 0 0 0 0 1 7 17 20
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress 0 0 0 17 0 4 11 102
The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies 0 0 0 15 2 2 12 86
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 0 3 38
Towards a common Eurozone risk free rate 0 0 0 4 0 2 9 29
Trademark activity and the market performance of U.S. commercial banks 0 0 0 8 0 1 10 62
When does relationship lending start to pay? 0 1 2 38 3 5 11 169
¿Afectan las restricciones financieras al régimen de tenencia de vivienda? 0 0 0 52 0 1 9 206
Total Journal Articles 2 6 24 736 24 158 519 3,722
2 registered items for which data could not be found


Statistics updated 2026-07-10