EconPapers    
Economics at your fingertips  
 

Details about Sergio Mayordomo

E-mail:
Homepage:http://sergiomayordomo.wordpress.com/
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Sergio Mayordomo.

Last updated 2020-06-06. Update your information in the RePEc Author Service.

Short-id: pma1884


Jump to Journal Articles

Working Papers

2020

  1. Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
    Working Papers, Banco de España Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads
    BIS Working Papers, Bank for International Settlements (2020) Downloads
  2. The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020)
    Working Papers, Banco de España Downloads

2019

  1. Bank Capital Requirements, Loan Guarantees and Firm Performance
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2018

  1. Adapting lending policies when negative interest rates hit banks’ profits
    Working Papers, Banco de España Downloads View citations (14)

2017

  1. "Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees
    Working Papers, Banco de España Downloads View citations (1)
  2. Dealing with dealers: sovereign CDS comovements
    Working Papers, Banco de España Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2018)
  3. Did the bank capital relief induced by the supporting factor enhance SME lending?
    Working Papers, Banco de España Downloads
    See also Journal Article in Journal of Financial Intermediation (2018)
  4. Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE
    Working Papers, Banco de España Downloads View citations (10)

2014

  1. Short-sale constraints and financial stability: Evidence from the Spanish market
    Working Papers, Banco de España Downloads View citations (3)

2013

  1. Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions
    Working Papers, BBVA Bank, Economic Research Department Downloads View citations (6)

2012

  1. 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 Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2013)
  2. 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 Downloads View citations (1)
  3. Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2014)
  4. 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 Downloads View citations (1)
    See also Journal Article in International Review of Economics & Finance (2014)
  5. Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (1)
    See also Journal Article in Quantitative Finance (2014)
  6. Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads

2011

  1. A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets
    CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department Downloads
  2. Towards a common European Monetary Union risk free rate
    CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (6)

2010

  1. Are all Credit Default Swap Databases Equal?
    CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department Downloads
    Also in DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa (2010) Downloads View citations (16)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (38)

    See also Journal Article in European Financial Management (2014)
  2. 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 Downloads
    See also Journal Article in The European Journal of Finance (2011)

2009

  1. 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 Economía de la Empresa Downloads View citations (3)

Journal Articles

2019

  1. Adapting lending policies against a background of negative interest rates
    Economic Bulletin, 2019, (MAR), 9 pages Downloads
  2. Ajustes de las políticas crediticias en un contexto de tipos de interés negativos
    Boletín Económico, 2019, (MAR), 9 pages Downloads

2018

  1. Borrowing constraints and housing price expectations in the euro area
    Economic Modelling, 2018, 72, (C), 410-421 Downloads
  2. Dealing with dealers: Sovereign CDS comovements
    Journal of Banking & Finance, 2018, 90, (C), 96-112 Downloads View citations (1)
    See also Working Paper (2017)
  3. Did the bank capital relief induced by the Supporting Factor enhance SME lending?
    Journal of Financial Intermediation, 2018, 36, (C), 45-57 Downloads View citations (3)
    See also Working Paper (2017)
  4. 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 Downloads View citations (1)
  5. Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas
    Boletín Económico, 2018, (MAR), 6 pages Downloads
  6. The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies
    Economic Bulletin, 2018, (MAR), 6 pages Downloads View citations (2)

2017

  1. When does relationship lending start to pay?
    Journal of Financial Intermediation, 2017, 31, (C), 16-29 Downloads View citations (3)

2016

  1. Does central clearing benefit risky dealers?
    Journal of International Financial Markets, Institutions and Money, 2016, 42, (C), 91-100 Downloads View citations (3)
  2. 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), 7 pages Downloads
  3. 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 Downloads

2015

  1. Fragmentation in the European interbank market: Measures, determinants, and policy solutions
    Journal of Financial Stability, 2015, 16, (C), 1-12 Downloads View citations (17)
  2. Towards a common Eurozone risk free rate
    The European Journal of Finance, 2015, 21, (12), 1005-1022 Downloads View citations (1)

2014

  1. An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives
    Applied Financial Economics, 2014, 24, (9), 605-619 Downloads View citations (4)
  2. Are All Credit Default Swap Databases Equal?
    European Financial Management, 2014, 20, (4), 677-713 Downloads View citations (9)
    See also Working Paper (2010)
  3. Derivatives holdings and systemic risk in the U.S. banking sector
    Journal of Banking & Finance, 2014, 45, (C), 84-104 Downloads View citations (20)
    See also Working Paper (2012)
  4. Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis
    International Review of Economics & Finance, 2014, 31, (C), 171-192 Downloads View citations (10)
    See also Working Paper (2012)
  5. Portfolio choice with indivisible and illiquid housing assets: the case of Spain
    Quantitative Finance, 2014, 14, (11), 2045-2064 Downloads View citations (2)
    See also Working Paper (2012)

2013

  1. 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 Downloads View citations (40)
    See also Working Paper (2012)

2011

  1. 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 Downloads View citations (12)
    See also Working Paper (2010)
  2. Trademark activity and the market performance of U.S. commercial banks
    Journal of Business Economics and Management, 2011, 13, (5), 931-950 Downloads View citations (4)

2008

  1. ¿Afectan las restricciones financieras al régimen de tenencia de vivienda?
    Investigaciones Economicas, 2008, 32, (3), 289-324 Downloads View citations (3)
 
Page updated 2020-07-10