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 52 1 2 9 43
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets 0 0 0 0 0 0 2 6
Adapting lending policies when negative interest rates hit banks’ profits 0 14 47 92 6 37 166 303
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs 0 0 1 114 1 3 16 552
Are all Credit Default Swap Databases Equal? 0 0 0 55 0 2 11 203
Are all Credit Default Swap Databases Equal? 0 0 0 0 1 2 10 12
Are all Credit Default Swap databases equal? 0 0 3 44 0 0 11 157
Bank Capital Requirements, Loan Guarantees and Firm Performance 0 0 6 53 3 6 28 50
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis 0 1 4 96 2 6 25 255
Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis 0 0 0 0 0 2 13 14
Dealing with dealers: sovereign CDS comovements 0 0 1 25 1 4 17 37
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 1 64 2 3 14 169
Did the bank capital relief induced by the supporting factor enhance SME lending? 0 2 9 36 1 7 41 87
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 4 4 4 4 7 8 8 8
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 1 1 8 8 3 7 18 18
Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities 0 4 25 25 1 12 29 29
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions 0 0 2 396 2 4 27 251
Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis 0 0 0 14 1 1 6 55
Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE 1 6 17 48 6 20 75 132
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 27 1 3 9 85
Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban 0 0 0 15 1 1 8 70
Short-sale constraints and financial stability: Evidence from the Spanish market 0 0 3 21 3 4 14 76
The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) 1 2 8 28 3 5 26 46
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 7
The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability 0 0 0 0 0 0 0 0
The impact of alternative forms of bank consolidation on credit supply and financial stability 3 3 3 3 9 9 9 9
Towards a Common European Monetary Union Risk Free Rate 0 0 0 76 0 1 10 392
Towards a common European Monetary Union risk free rate 0 0 0 0 0 1 11 11
Total Working Papers 10 37 142 1,296 55 153 620 3,077


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adapting lending policies against a background of negative interest rates 0 1 3 3 2 5 18 19
Ajustes de las políticas crediticias en un contexto de tipos de interés negativos 0 0 0 0 2 4 19 20
An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives 0 0 0 6 0 0 5 41
Are All Credit Default Swap Databases Equal? 0 0 2 5 0 0 17 22
Borrowing constraints and housing price expectations in the euro area 0 0 1 12 2 2 16 46
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis 0 1 3 51 2 6 23 240
Dealing with dealers: Sovereign CDS comovements 0 1 3 5 4 6 18 34
Derivatives holdings and systemic risk in the U.S. banking sector 0 1 4 30 7 13 46 177
Did the bank capital relief induced by the Supporting Factor enhance SME lending? 0 2 5 6 2 6 45 62
Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates 0 1 1 4 0 3 12 39
Does central clearing benefit risky dealers? 0 0 0 8 1 2 6 38
El programa de compras de bonos corporativos del Eurosistema y su efecto sobre la financiación ajena de las Sociedades no financieras españolas 0 0 2 7 1 4 10 28
Fragmentation in the European interbank market: Measures, determinants, and policy solutions 1 1 4 33 3 4 18 130
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis 0 0 0 10 1 2 9 49
Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas 0 0 1 2 1 3 12 17
Portfolio choice with indivisible and illiquid housing assets: the case of Spain 0 0 0 5 0 0 4 29
The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market 0 0 0 0 3 4 8 8
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress 0 0 0 16 1 3 10 76
The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies 0 1 2 7 1 5 14 41
Towards a common Eurozone risk free rate 0 0 1 4 0 0 3 18
Trademark activity and the market performance of U.S. commercial banks 0 0 0 7 0 1 4 45
When does relationship lending start to pay? 0 0 8 21 0 1 27 84
¿Afectan las restricciones financieras al régimen de tenencia de vivienda? 0 1 1 48 0 1 5 179
Total Journal Articles 1 10 41 290 33 75 349 1,442


Statistics updated 2020-08-05