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 0 1 64
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets 0 0 0 5 0 0 7 32
Access to credit and firm survival during a crisis: the case of zero-bank-debt firms 1 1 2 4 1 1 6 10
Adapting lending policies in a “negative-for-long” scenario 1 1 2 13 1 1 3 16
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) 0 0 0 144 0 0 11 520
An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies 0 1 1 4 0 2 3 9
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs 0 0 3 137 2 2 11 653
Are all Credit Default Swap Databases Equal? 0 0 0 0 2 2 2 25
Are all Credit Default Swap Databases Equal? 0 0 0 59 0 0 3 223
Are all Credit Default Swap Databases equal? 0 0 0 5 1 1 1 9
Are all Credit Default Swap databases equal? 0 0 0 44 0 0 1 174
Bank Capital Requirements, Loan Guarantees and Firm Performance 0 0 0 57 0 0 0 74
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 3 5 5 0 1 2 2
Banks vs. Firms: Who Benefits from Credit Guarantees? 0 0 0 15 0 1 7 27
Banks vs. firms: who benefits from credit guarantees? 0 0 0 18 0 0 2 22
Climate Risk, Soft Information, and Credit Supply 1 1 4 4 1 4 11 11
Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier 0 0 3 25 0 0 5 27
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis 0 0 0 104 0 0 1 285
Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis 0 0 0 1 1 1 1 32
Dealing with dealers: sovereign CDS comovements 0 0 1 29 0 1 6 60
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 2 2 2 16 3 3 3 16
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector 0 0 0 68 0 0 2 190
Did the bank capital relief induced by the supporting factor enhance SME lending? 0 1 1 44 0 2 6 135
Distressed firms, zombie firms and zombie lending: a taxonomy 0 0 0 22 1 1 7 51
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 0 8 0 0 0 46
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 0 0 1 16 0 2 3 52
Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities 0 0 0 28 0 0 0 88
El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas 0 0 1 20 0 0 4 48
Enforcing Mandatory Reporting on Private Firms: The Role of Banks 1 1 1 25 1 2 2 11
Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis 0 0 1 1 1 2 6 9
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 0 2 3
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions 0 0 1 411 0 0 3 334
Household Heterogeneity and the Lending Channel of Monetary Policy 1 3 6 6 1 8 11 11
How do changes in financial reporting standards affect relationship lending? 0 1 10 10 1 3 22 22
Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability 0 0 0 20 0 0 1 30
Individual and sectoral analysis framework for the impact of economic and financial risks 0 1 3 4 1 3 16 20
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 3 14
La traslación de los tipos de interés de mercado a los tipos de interés bancarios 0 1 3 4 0 3 13 20
Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 0 0 0 43 4 6 11 223
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 2 106 1 1 9 307
Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros 0 0 3 5 0 0 5 14
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 3 8 87 7 15 49 316
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain 0 0 0 28 0 1 3 98
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 1 1 1 85
Short-sale constraints and financial stability: Evidence from the Spanish market 0 0 0 26 1 1 3 125
Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock 0 0 0 23 1 2 5 49
The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) 0 0 1 38 0 0 3 90
The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress 0 0 0 0 0 1 1 20
The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability 0 0 0 5 1 1 3 28
The impact of alternative forms of bank consolidation on credit supply and financial stability 1 1 4 38 2 2 10 140
The pass-through of market interest rates to bank interest rates 0 0 4 20 4 6 17 43
Towards a Common European Monetary Union Risk Free Rate 0 0 0 76 0 0 2 397
Towards a common European Monetary Union risk free rate 0 0 0 1 0 0 1 19
Total Working Papers 8 21 73 1,971 40 84 311 5,397


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 2 2 4 4 2 2 10 13
Access to credit and firm survival during a crisis: The case of zero-bank-debt firms 0 0 2 2 0 1 8 8
Adapting lending policies against a background of negative interest rates 0 0 0 12 0 0 0 54
Ajustes de las políticas crediticias en un contexto de tipos de interés negativos 0 0 0 1 0 1 1 39
An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives 0 0 0 6 1 1 2 44
Are All Credit Default Swap Databases Equal? 0 0 0 7 0 1 3 39
Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals 0 0 2 2 1 3 10 13
Bank capital requirements, loan guarantees and firm performance 0 0 1 17 0 0 4 59
Borrowing constraints and housing price expectations in the euro area 0 0 0 17 2 3 6 68
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis 0 0 2 68 0 1 7 298
Dealing with dealers: Sovereign CDS comovements 0 0 0 6 0 0 1 49
Derivatives holdings and systemic risk in the U.S. banking sector 0 1 4 52 0 6 13 280
Developments in the collective investment industry in Spain between 2008 and 2019 0 0 1 3 0 1 2 23
Did the bank capital relief induced by the Supporting Factor enhance SME lending? 0 0 4 42 0 1 14 169
Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates 0 0 0 4 0 2 2 52
Distressed firms, zombie firms and zombie lending: A taxonomy 0 0 5 16 0 6 26 57
Does central clearing benefit risky dealers? 0 0 0 9 1 1 2 87
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities 0 0 0 8 5 5 6 35
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 1 132 0 0 2 525
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 1 21 1 1 6 59
Evolución reciente de la financiación y del crédito bancario al sector privado no financiero 0 1 3 29 0 3 6 100
Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta 0 0 1 2 0 0 2 7
Fragmentation in the European interbank market: Measures, determinants, and policy solutions 0 0 3 48 1 2 7 169
How do European banks cope with macroprudential capital requirements 0 0 1 9 0 0 3 19
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis 0 0 1 11 0 0 2 56
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 2 2 6 16
Mutual Funding 0 0 1 11 2 2 8 94
Portfolio choice with indivisible and illiquid housing assets: the case of Spain 0 0 0 7 0 0 1 37
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 1 1 0 1 4 8
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 11 0 0 5 28
The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market 0 0 0 2 0 0 1 13
The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis 0 0 0 0 0 1 2 3
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress 0 0 0 17 0 1 1 91
The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies 0 0 1 15 3 3 13 77
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 1 1 1 21
Trademark activity and the market performance of U.S. commercial banks 0 0 0 8 1 1 2 53
When does relationship lending start to pay? 0 0 0 36 0 0 2 158
¿Afectan las restricciones financieras al régimen de tenencia de vivienda? 0 0 2 52 1 1 3 198
Total Journal Articles 2 4 43 715 24 54 196 3,243
2 registered items for which data could not be found


Statistics updated 2025-09-05