Details about Matías Lamas

Access statistics for papers by Matías Lamas.

Last updated 2023-09-11. Update your information in the RePEc Author Service.

Short-id: pla865

Working Papers

2023

1. Analysis of the usability of capital buffers during the crisis precipitated by COVID-19
   Occasional Papers, Banco de España
2. Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España
   Occasional Papers, Banco de España

2022

3. Análisis de la capacidad de uso de los colchones de capital durante la crisis generada por el COVID-19
   Occasional Papers, Banco de España
4. Designing a price index for the Spanish commercial real estate market
   Occasional Papers, Banco de España
5. Elaboración de un índice de precios para el mercado inmobiliario comercial de España
   Occasional Papers, Banco de España

2021

6. Roots and Recourse Mortgages: Handing back the keys
   Working Papers, Banco de España
7. Sectorial holdings and stock prices: the household-bank nexus
   Working Papers, Banco de España View citations (1)

2019

8. Beyond the LTV ratio: new macroprudential lessons from Spain
   Working Papers, Banco de España View citations (7)
9. Is market liquidity less resilient after the financial crisis? Evidence for us treasuries
   Working Papers, Banco de España View citations (1)
   See also Journal Article Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries, Economic Modelling, Elsevier (2020) View citations (12) (2020)
10. What drives sovereign debt portfolios of banks in a crisis context?
    ESRB Working Paper Series, European Systemic Risk Board View citations (3)
    Also in Working Papers, Banco de España (2018) View citations (5)

2018

11. Systemic liquidity concept, measurement and macroprudential instruments
    Occasional Paper Series, European Central Bank

2016

12. Measuring market liquidity in us fixed income markets: a new synthetic indicator
    Working Papers, Banco de España View citations (9)

Journal Articles

2021

1. El impacto de la pandemia de COVID-19 en el mercado inmobiliario comercial español
   Boletín Económico, 2021, (3/2021)
2. Impact of the COVID-19 pandemic on the Spanish commercial real estate market
   Economic Bulletin, 2021, (3/2021)

2020

3. Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries
   Economic Modelling, 2020, 93, (C), 217-229 View citations (12)
   See also Working Paper Is market liquidity less resilient after the financial crisis? Evidence for us treasuries, Working Papers (2019) View citations (1) (2019)

2016

4. Tendencias globales de financiación en los mercados de capitales en 2015
   Boletín Económico, 2016, (FEB), 33-49