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 1 1 3 64
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets 0 0 0 5 1 1 3 27
Access to credit and firm survival during a crisis: the case of zero-bank-debt firms 0 1 3 3 1 2 8 8
Adapting lending policies in a “negative-for-long” scenario 0 0 0 11 0 0 0 13
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) 0 0 0 144 1 2 8 514
An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies 0 0 1 3 0 0 3 7
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs 0 2 5 136 3 6 11 648
Are all Credit Default Swap Databases Equal? 0 0 0 59 0 1 3 223
Are all Credit Default Swap Databases Equal? 0 0 0 0 0 0 0 23
Are all Credit Default Swap Databases equal? 0 0 0 5 0 0 0 8
Are all Credit Default Swap databases equal? 0 0 0 44 0 0 0 173
Bank Capital Requirements, Loan Guarantees and Firm Performance 0 0 0 57 0 0 1 74
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 0 0 15 0 0 5 23
Banks vs. firms: who benefits from credit guarantees? 0 0 1 18 0 0 4 21
Climate Risk, Soft Information, and Credit Supply 0 1 1 1 0 2 3 3
Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier 0 2 3 24 0 2 9 25
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis 0 0 0 104 0 0 0 284
Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis 0 0 0 1 0 0 2 31
Dealing with dealers: sovereign CDS comovements 0 0 1 28 3 3 5 58
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 0 68 0 0 2 188
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 0 14 0 0 0 13
Did the bank capital relief induced by the supporting factor enhance SME lending? 0 0 0 43 1 1 4 132
Distressed firms, zombie firms and zombie lending: a taxonomy 0 0 2 22 1 4 11 50
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 1 8 0 0 2 46
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 2 16 0 0 4 50
Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities 0 0 1 28 0 0 1 88
El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas 0 0 1 19 0 2 3 46
Enforcing Mandatory Reporting on Private Firms: The Role of Banks 0 0 0 24 0 0 0 9
Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis 0 0 0 0 0 0 5 5
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 1 1 0 0 1 1
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions 0 1 1 411 0 1 5 333
How do changes in financial reporting standards affect relationship lending? 2 7 7 7 8 11 13 13
Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability 0 0 0 20 0 0 0 29
Individual and sectoral analysis framework for the impact of economic and financial risks 0 1 2 2 0 6 11 11
La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño 0 0 1 3 0 1 5 12
La traslación de los tipos de interés de mercado a los tipos de interés bancarios 1 1 1 2 1 2 7 10
Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 0 0 0 43 0 1 8 215
Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis 0 0 0 16 0 0 0 62
Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE 0 0 1 104 1 2 7 301
Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros 0 0 4 4 0 0 10 12
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 1 3 13 83 2 14 50 289
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 28 0 1 2 96
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 6 0 0 0 6
Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban 0 0 0 17 0 0 0 84
Short-sale constraints and financial stability: Evidence from the Spanish market 0 0 1 26 1 1 4 124
Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock 0 0 0 23 0 0 1 45
The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) 1 1 1 38 1 1 2 89
The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress 0 0 0 0 0 0 1 19
The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability 0 0 0 5 1 1 5 26
The impact of alternative forms of bank consolidation on credit supply and financial stability 1 2 3 36 1 2 11 136
The pass-through of market interest rates to bank interest rates 0 1 2 17 0 4 12 31
Towards a Common European Monetary Union Risk Free Rate 0 0 0 76 0 1 1 396
Towards a common European Monetary Union risk free rate 0 0 0 1 0 0 0 18
Total Working Papers 6 23 60 1,925 28 76 256 5,212


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 1 1 1 4 5 8 8
Access to credit and firm survival during a crisis: The case of zero-bank-debt firms 0 1 2 2 1 3 5 5
Adapting lending policies against a background of negative interest rates 0 0 0 12 0 0 1 54
Ajustes de las políticas crediticias en un contexto de tipos de interés negativos 0 0 0 1 0 0 0 38
An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives 0 0 0 6 0 0 0 42
Are All Credit Default Swap Databases Equal? 0 0 1 7 1 1 2 37
Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals 0 0 0 0 0 1 5 5
Bank capital requirements, loan guarantees and firm performance 1 1 2 17 1 1 6 57
Borrowing constraints and housing price expectations in the euro area 0 0 2 17 0 2 4 64
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis 0 0 5 68 1 1 7 294
Dealing with dealers: Sovereign CDS comovements 0 0 0 6 0 0 2 48
Derivatives holdings and systemic risk in the U.S. banking sector 1 1 2 49 1 3 10 271
Developments in the collective investment industry in Spain between 2008 and 2019 0 0 0 2 0 0 1 21
Did the bank capital relief induced by the Supporting Factor enhance SME lending? 0 1 7 42 0 1 25 166
Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates 0 0 0 4 0 0 0 50
Distressed firms, zombie firms and zombie lending: A taxonomy 1 3 12 15 2 10 32 46
Does central clearing benefit risky dealers? 0 0 0 9 0 0 1 85
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities 0 0 3 8 0 0 5 30
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 1 3 132 0 1 6 524
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 0 34
Evolución de la industria de la inversión colectiva en España entre 2008 y 2019 0 0 0 20 2 3 7 57
Evolución reciente de la financiación y del crédito bancario al sector privado no financiero 0 0 0 26 0 0 2 94
Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta 0 0 1 1 1 1 3 6
Fragmentation in the European interbank market: Measures, determinants, and policy solutions 0 1 5 47 0 2 6 165
How do European banks cope with macroprudential capital requirements 0 0 1 9 0 0 2 17
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis 0 0 0 10 0 1 4 55
Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas 0 0 0 2 0 0 1 28
Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE* 0 0 0 1 0 0 4 11
Mutual Funding 1 1 2 11 1 2 9 89
Portfolio choice with indivisible and illiquid housing assets: the case of Spain 0 0 0 7 0 0 0 36
Recent developments in financing and bank lending to the non-financial private sector 0 0 0 3 0 0 0 24
Recent developments in lending to non-financial corporations: supply and demand factors 0 0 0 0 0 0 2 5
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 0 0 2
The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition 0 0 2 10 0 0 6 26
The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market 0 0 0 2 0 0 0 12
The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis 0 0 0 0 0 0 0 1
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress 0 0 0 17 0 0 0 90
The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies 0 1 1 15 0 5 8 72
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 0 35
Towards a common Eurozone risk free rate 0 0 0 4 0 0 0 20
Trademark activity and the market performance of U.S. commercial banks 0 0 0 8 0 0 0 51
When does relationship lending start to pay? 0 0 1 36 0 1 6 157
¿Afectan las restricciones financieras al régimen de tenencia de vivienda? 0 0 0 50 0 0 0 195
Total Journal Articles 5 12 53 694 15 44 180 3,127
2 registered items for which data could not be found


Statistics updated 2025-02-05