Details about Sergio Mayordomo
Access statistics for papers by Sergio Mayordomo.
Last updated 2024-12-08. Update your information in the RePEc Author Service.
Short-id: pma1884
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Working Papers
2024
- Access to credit and firm survival during a crisis: the case of zero-bank-debt firms
Working Papers, Banco de España 
See also Journal Article Access to credit and firm survival during a crisis: The case of zero-bank-debt firms, Journal of Financial Intermediation, Elsevier (2024) (2024)
- How do changes in financial reporting standards affect relationship lending?
Working Papers, Banco de España
2023
- An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies
Occasional Papers, Banco de España
- Banks vs. Firms: Who Benefits from Credit Guarantees?
Working Papers, Barcelona School of Economics View citations (1)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2023) View citations (1)
- Climate Risk, Soft Information, and Credit Supply
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis
Occasional Papers, Banco de España
- 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
Occasional Papers, Banco de España
- Individual and sectoral analysis framework for the impact of economic and financial risks
Occasional Papers, Banco de España
- La traslación de los tipos de interés de mercado a los tipos de interés bancarios
Occasional Papers, Banco de España
- Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros
Occasional Papers, Banco de España
- The pass-through of market interest rates to bank interest rates
Occasional Papers, Banco de España
2022
- Are all Credit Default Swap Databases equal?
Papers, arXiv.org 
Also in CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2010) View citations (28) NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (47) DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa (2010) View citations (31)
See also Journal Article Are All Credit Default Swap Databases Equal?, European Financial Management, European Financial Management Association (2014) View citations (37) (2014)
- Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier
Occasional Papers, Banco de España
- Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
Papers, arXiv.org 
Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012) View citations (4)
See also Journal Article Derivatives holdings and systemic risk in the U.S. banking sector, Journal of Banking & Finance, Elsevier (2014) View citations (49) (2014)
- Distressed firms, zombie firms and zombie lending: a taxonomy
Working Papers, Banco de España View citations (2)
See also Journal Article Distressed firms, zombie firms and zombie lending: A taxonomy, Journal of Banking & Finance, Elsevier (2023) View citations (8) (2023)
- Enforcing Mandatory Reporting on Private Firms: The Role of Banks
Working Papers, Banco de España View citations (1)
- La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño
Occasional Papers, Banco de España
- Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
Papers, arXiv.org 
Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012) View citations (1)
See also Journal Article Portfolio choice with indivisible and illiquid housing assets: the case of Spain, Quantitative Finance, Taylor & Francis Journals (2014) View citations (4) (2014)
2021
- Adapting lending policies in a “negative-for-long” scenario
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
- El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas
Occasional Papers, Banco de España
- Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability
Occasional Papers, Banco de España View citations (1)
- Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities
Occasional Paper Series, European Central Bank View citations (6)
2020
- Adapting lending policies in a “negative-for-long” scenario (Updated October 2020)
Working Papers, Banco de España View citations (20)
- Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
Also in Working Papers, Banco de España (2020) View citations (2) BIS Working Papers, Bank for International Settlements (2020) View citations (3)
- Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19
Occasional Papers, Banco de España
- Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock
Occasional Papers, Banco de España View citations (5)
- The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020)
Working Papers, Banco de España
- The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
Also in Working Papers, Banco de España (2020) View citations (2)
2019
- Bank Capital Requirements, Loan Guarantees and Firm Performance
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
See also Journal Article Bank capital requirements, loan guarantees and firm performance, Journal of Financial Intermediation, Elsevier (2021) View citations (8) (2021)
2017
- "Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees
Working Papers, Banco de España View citations (5)
- Dealing with dealers: sovereign CDS comovements
Working Papers, Banco de España View citations (3)
See also Journal Article Dealing with dealers: Sovereign CDS comovements, Journal of Banking & Finance, Elsevier (2018) View citations (3) (2018)
- Did the bank capital relief induced by the supporting factor enhance SME lending?
Working Papers, Banco de España 
See also Journal Article Did the bank capital relief induced by the Supporting Factor enhance SME lending?, Journal of Financial Intermediation, Elsevier (2018) View citations (16) (2018)
- Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE
Working Papers, Banco de España View citations (22)
See also Journal Article Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*, Review of Finance, European Finance Association (2021) View citations (10) (2021)
2014
- Short-sale constraints and financial stability: Evidence from the Spanish market
Working Papers, Banco de España View citations (3)
2013
- Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions
Working Papers, BBVA Bank, Economic Research Department View citations (8)
2012
- Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (11)
See also Journal Article Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis, Journal of International Money and Finance, Elsevier (2013) View citations (69) (2013)
- Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis
CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department View citations (1)
- Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (12)
See also Journal Article Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis, International Review of Economics & Finance, Elsevier (2014) View citations (11) (2014)
- Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban
Faculty Working Papers, School of Economics and Business Administration, University of Navarra
2011
- A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets
CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department View citations (3)
- Towards a common European Monetary Union risk free rate
CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (6)
2010
- The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress
CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department View citations (1)
See also Journal Article The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress, The European Journal of Finance, Taylor & Francis Journals (2011) View citations (15) (2011)
2009
- Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa View citations (5)
Journal Articles
2024
- A new estimation of default probabilities based on non-performing loans
Finance Research Letters, 2024, 62, (PB) View citations (1)
- Access to credit and firm survival during a crisis: The case of zero-bank-debt firms
Journal of Financial Intermediation, 2024, 59, (C) 
See also Working Paper Access to credit and firm survival during a crisis: the case of zero-bank-debt firms, Working Papers (2024) (2024)
- Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals
Management Science, 2024, 70, (4), 2255-2271
2023
- Distressed firms, zombie firms and zombie lending: A taxonomy
Journal of Banking & Finance, 2023, 149, (C) View citations (8)
See also Working Paper Distressed firms, zombie firms and zombie lending: a taxonomy, Working Papers (2022) View citations (2) (2022)
2022
- Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta
Boletín Económico, 2022, (1/2022)
- Recent developments in lending to non-financial corporations: supply and demand factors
Economic Bulletin, 2022, (1/2022)
- The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition
Journal of Financial and Quantitative Analysis, 2022, 57, (8), 3114-3144
2021
- Bank capital requirements, loan guarantees and firm performance
Journal of Financial Intermediation, 2021, 45, (C) View citations (8)
See also Working Paper Bank Capital Requirements, Loan Guarantees and Firm Performance, Swiss Finance Institute Research Paper Series (2019) View citations (3) (2019)
- Dollar borrowing, firm credit risk, and FX-hedged funding opportunities
Journal of Corporate Finance, 2021, 68, (C) View citations (3)
- How do European banks cope with macroprudential capital requirements
Finance Research Letters, 2021, 38, (C) View citations (2)
- Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*
(Whatever it takes: the real effects of unconventional monetary policy)
Review of Finance, 2021, 25, (1), 43-84 View citations (10)
See also Working Paper Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE, Working Papers (2017) View citations (22) (2017)
2020
- Developments in the collective investment industry in Spain between 2008 and 2019
Economic Bulletin, 2020, (4/2020)
- 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
Boletín Económico, 2020, (4/2020) View citations (6)
- Evolución de la industria de la inversión colectiva en España entre 2008 y 2019
Boletín Económico, 2020, (4/2020)
- Evolución reciente de la financiación y del crédito bancario al sector privado no financiero
Boletín Económico, 2020, (4/2020)
- Mutual Funding
The Review of Financial Studies, 2020, 33, (10), 4883-4915 View citations (1)
- Recent developments in financing and bank lending to the non-financial private sector
Economic Bulletin, 2020, (4/2020)
- Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19
Revista de Estabilidad Financiera, 2020, (Otoño)
- The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis
Financial Stability Review, 2020, (Autumn)
- The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence
Economic Bulletin, 2020, (4/2020)
2019
- Adapting lending policies against a background of negative interest rates
Economic Bulletin, 2019, (MAR)
- Ajustes de las políticas crediticias en un contexto de tipos de interés negativos
Boletín Económico, 2019, (MAR)
2018
- Borrowing constraints and housing price expectations in the euro area
Economic Modelling, 2018, 72, (C), 410-421 View citations (3)
- Dealing with dealers: Sovereign CDS comovements
Journal of Banking & Finance, 2018, 90, (C), 96-112 View citations (3)
See also Working Paper Dealing with dealers: sovereign CDS comovements, Working Papers (2017) View citations (3) (2017)
- Did the bank capital relief induced by the Supporting Factor enhance SME lending?
Journal of Financial Intermediation, 2018, 36, (C), 45-57 View citations (16)
See also Working Paper Did the bank capital relief induced by the supporting factor enhance SME lending?, Working Papers (2017) (2017)
- Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates
The Journal of Real Estate Finance and Economics, 2018, 56, (1), 76-100 View citations (2)
- Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas
Boletín Económico, 2018, (MAR)
- The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies
Economic Bulletin, 2018, (MAR) View citations (8)
2017
- When does relationship lending start to pay?
Journal of Financial Intermediation, 2017, 31, (C), 16-29 View citations (39)
2016
- Does central clearing benefit risky dealers?
Journal of International Financial Markets, Institutions and Money, 2016, 42, (C), 91-100 View citations (5)
- El programa de compras de bonos corporativos del Eurosistema y su efecto sobre la financiación ajena de las Sociedades no financieras españolas
Boletín Económico, 2016, (NOV), 47-53
- The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market
European Financial Management, 2016, 22, (5), 1001-1022 View citations (2)
2015
- Fragmentation in the European interbank market: Measures, determinants, and policy solutions
Journal of Financial Stability, 2015, 16, (C), 1-12 View citations (36)
- Towards a common Eurozone risk free rate
The European Journal of Finance, 2015, 21, (12), 1005-1022 View citations (1)
2014
- An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives
Applied Financial Economics, 2014, 24, (9), 605-619 View citations (6)
- Are All Credit Default Swap Databases Equal?
European Financial Management, 2014, 20, (4), 677-713 View citations (37)
See also Working Paper Are all Credit Default Swap Databases equal?, Papers (2022) (2022)
- Derivatives holdings and systemic risk in the U.S. banking sector
Journal of Banking & Finance, 2014, 45, (C), 84-104 View citations (49)
See also Working Paper Derivatives Holdings and Systemic Risk in the U.S. Banking Sector, Papers (2022) (2022)
- Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis
International Review of Economics & Finance, 2014, 31, (C), 171-192 View citations (11)
See also Working Paper Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis, Faculty Working Papers (2012) View citations (12) (2012)
- Portfolio choice with indivisible and illiquid housing assets: the case of Spain
Quantitative Finance, 2014, 14, (11), 2045-2064 View citations (4)
See also Working Paper Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain, Papers (2022) (2022)
2013
- Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
Journal of International Money and Finance, 2013, 35, (C), 124-145 View citations (69)
See also Working Paper Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis, Faculty Working Papers (2012) View citations (11) (2012)
2011
- The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
The European Journal of Finance, 2011, 17, (9-10), 851-881 View citations (15)
See also Working Paper The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress, CNMV Working Papers (2010) View citations (1) (2010)
- Trademark activity and the market performance of U.S. commercial banks
Journal of Business Economics and Management, 2011, 13, (5), 931-950 View citations (5)
2008
- ¿Afectan las restricciones financieras al régimen de tenencia de vivienda?
Investigaciones Economicas, 2008, 32, (3), 289-324 View citations (3)
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