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 6 14 78
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets 0 0 0 5 1 2 21 50
Access to credit and firm survival during a crisis: the case of zero-bank-debt firms 0 0 1 4 1 5 14 23
Adapting lending policies in a “negative-for-long” scenario 0 0 3 14 2 3 18 31
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) 0 0 0 144 1 3 6 525
An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies 0 0 1 4 0 0 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 5 7 13 663
Are all Credit Default Swap Databases Equal? 0 0 0 59 3 4 10 233
Are all Credit Default Swap Databases Equal? 0 0 0 0 2 2 9 32
Are all Credit Default Swap Databases equal? 0 0 0 5 1 3 6 14
Are all Credit Default Swap databases equal? 0 0 0 44 5 13 22 196
Bank Capital Requirements, Loan Guarantees and Firm Performance 0 0 0 57 1 4 10 84
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 1 9 9 4 13 28 28
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 0 0 15 4 6 13 38
Banks vs. firms: who benefits from credit guarantees? 0 0 0 18 4 5 9 31
Climate Risk, Soft Information, and Credit Supply 0 0 1 4 0 1 10 16
Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier 0 0 0 25 4 6 13 40
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis 0 0 0 104 3 4 9 294
Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis 0 0 0 1 3 3 26 57
Dealing with dealers: sovereign CDS comovements 0 0 0 29 2 3 10 69
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 0 68 0 9 13 203
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 2 16 5 8 17 30
Did the bank capital relief induced by the supporting factor enhance SME lending? 0 0 2 45 2 6 17 150
Distressed firms, zombie firms and zombie lending: a taxonomy 0 0 0 22 5 9 39 89
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 1 17 1 6 14 64
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 0 8 5 5 8 54
Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities 0 0 1 29 5 7 16 104
El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas 0 0 0 20 0 3 7 55
Enforcing Mandatory Reporting on Private Firms: The Role of Banks 0 0 3 27 4 7 15 24
Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis 0 0 1 2 2 5 23 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 1 1 4 6
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions 0 0 1 412 2 6 16 349
Household Heterogeneity and the Lending Channel of Monetary Policy 1 1 7 7 7 12 40 40
How do changes in financial reporting standards affect relationship lending? 0 1 3 12 5 12 28 46
Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability 0 0 0 20 0 3 10 39
Individual and sectoral analysis framework for the impact of economic and financial risks 0 0 1 4 1 5 19 36
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 5 12 25
La traslación de los tipos de interés de mercado a los tipos de interés bancarios 0 0 1 4 3 4 9 26
Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 0 1 1 44 1 6 18 234
Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis 0 0 0 16 2 2 9 71
Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE 0 1 3 107 5 7 20 323
Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros 0 0 0 5 1 4 9 23
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 0 8 91 5 12 59 357
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 6 1 5 8 14
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 28 2 5 16 113
Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban 0 0 0 17 1 2 8 92
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 2 2 13 60
The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) 0 0 0 38 1 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 4 4 11 30
The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability 1 1 2 7 2 6 14 41
The impact of alternative forms of bank consolidation on credit supply and financial stability 0 0 1 38 3 8 18 155
The pass-through of market interest rates to bank interest rates 0 0 2 21 3 5 24 58
Towards a Common European Monetary Union Risk Free Rate 0 0 0 76 1 2 19 416
Towards a common European Monetary Union risk free rate 0 0 0 1 2 5 13 32
Total Working Papers 2 6 55 1,995 132 282 854 6,139


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 1 2 4 6 4 5 14 24
Access to credit and firm survival during a crisis: The case of zero-bank-debt firms 0 0 0 2 5 5 12 19
Adapting lending policies against a background of negative interest rates 0 0 0 12 2 5 11 65
Ajustes de las políticas crediticias en un contexto de tipos de interés negativos 0 0 0 1 2 3 6 44
An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives 0 0 0 6 2 2 9 51
Are All Credit Default Swap Databases Equal? 0 0 0 7 0 0 7 45
Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals 1 2 4 5 3 5 19 26
Bank capital requirements, loan guarantees and firm performance 0 0 0 17 3 5 15 74
Borrowing constraints and housing price expectations in the euro area 0 0 0 17 1 1 10 75
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis 0 0 0 68 4 4 17 313
Dealing with dealers: Sovereign CDS comovements 0 0 0 6 2 5 12 60
Derivatives holdings and systemic risk in the U.S. banking sector 0 0 1 52 8 12 34 308
Developments in the collective investment industry in Spain between 2008 and 2019 0 0 0 3 1 1 5 27
Did the bank capital relief induced by the Supporting Factor enhance SME lending? 0 0 2 44 3 3 13 181
Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates 0 0 0 4 0 0 6 56
Distressed firms, zombie firms and zombie lending: A taxonomy 0 0 3 19 3 7 40 88
Does central clearing benefit risky dealers? 0 0 1 10 1 2 8 94
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities 0 0 0 8 2 9 20 50
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 5 7 8 533
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 1 1 1 36
Evolución de la industria de la inversión colectiva en España entre 2008 y 2019 0 0 2 22 3 3 12 69
Evolución reciente de la financiación y del crédito bancario al sector privado no financiero 0 0 2 29 3 4 14 109
Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta 0 0 0 2 3 4 7 14
Fragmentation in the European interbank market: Measures, determinants, and policy solutions 0 0 0 48 4 6 20 187
How do European banks cope with macroprudential capital requirements 0 0 0 9 3 5 8 27
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis 0 0 0 11 5 5 15 71
Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas 0 0 0 2 1 1 1 29
Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE* 0 2 3 4 4 8 16 29
Mutual Funding 0 0 0 11 2 3 13 104
Portfolio choice with indivisible and illiquid housing assets: the case of Spain 0 0 0 7 6 6 16 52
Recent developments in financing and bank lending to the non-financial private sector 0 0 0 3 0 2 4 28
Recent developments in lending to non-financial corporations: supply and demand factors 0 1 2 2 4 5 9 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 1 3 6 8
The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition 0 0 0 11 3 4 6 34
The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market 0 0 0 2 2 7 12 25
The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis 0 0 0 0 5 9 16 18
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress 0 0 0 17 4 7 12 102
The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies 0 0 0 15 0 0 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 0 3 38
Towards a common Eurozone risk free rate 0 0 0 4 2 3 9 29
Trademark activity and the market performance of U.S. commercial banks 0 0 0 8 1 6 10 62
When does relationship lending start to pay? 0 0 1 37 1 2 7 165
¿Afectan las restricciones financieras al régimen de tenencia de vivienda? 0 0 1 52 1 4 10 206
Total Journal Articles 2 7 26 732 110 179 504 3,674
2 registered items for which data could not be found


Statistics updated 2026-05-06