Details about Maria Rodriguez-Moreno

Access statistics for papers by Maria Rodriguez-Moreno.

Last updated 2024-04-07. Update your information in the RePEc Author Service.

Short-id: pro1043

Working Papers

2024

1. Access to credit and firm survival during a crisis: the case of zero-bank-debt firms
   Working Papers, Banco de España
2. Estimating the OIS term premium with analyst expectation surveys
   Occasional Papers, Banco de España

2022

3. A house price-at-risk model to monitor the downside risk for the spanish housing market
   Working Papers, Banco de España
4. 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 (51) (2014)
5. Enforcing Mandatory Reporting on Private Firms: The Role of Banks
   Working Papers, Banco de España View citations (1)

2021

6. Business complexity and geographic expansion in banking
   Working Papers, Banco de España
7. Low Interest Rates and Banks' Interest Margins: Does Belonging to a Banking Group Matter?
   CESifo Working Paper Series, CESifo
   See also Journal Article Low interest rates and banks’ interest margins: Does belonging to a banking group matter?, Journal of Banking & Finance, Elsevier (2023) (2023)
8. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area
   Occasional Paper Series, European Central Bank View citations (3)

2020

9. Retrenchment of euro area banks and international banking models
   ESRB Working Paper Series, European Systemic Risk Board

2019

10. 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

11. "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)
12. 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)
13. 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)

2016

14. Violating the law of one price: the role of non-conventional monetary policy
    Working Paper Series, European Central Bank View citations (26)

2012

15. 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)
16. Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra 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)

2010

17. Systemic risk measures: the simpler the better
    DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa View citations (15)
    See also Chapter Systemic risk measures: the simpler the better?, BIS Papers chapters, Bank for International Settlements (2011) View citations (1) (2011)
    Journal Article Systemic risk measures: The simpler the better?, Journal of Banking & Finance, Elsevier (2013) View citations (43) (2013)

Journal Articles

2024

1. Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals
   Management Science, 2024, 70, (4), 2255-2271

2023

2. Low interest rates and banks’ interest margins: Does belonging to a banking group matter?
   Journal of Banking & Finance, 2023, 154, (C)
   See also Working Paper Low Interest Rates and Banks' Interest Margins: Does Belonging to a Banking Group Matter?, CESifo Working Paper Series (2021) (2021)

2022

3. Risk and control in complex banking groups
   Journal of Banking & Finance, 2022, 134, (C)

2021

4. 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)
5. How do European banks cope with macroprudential capital requirements
   Finance Research Letters, 2021, 38, (C) View citations (2)

2020

6. At-risk measures and financial stability
   Revista de Estabilidad Financiera, 2020, (Otoño) View citations (3)
   Also in Financial Stability Review, 2020, (Autumn) (2020)

2018

7. 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)
8. 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)
9. Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF
   Financial Stability Review, 2018, (Spring)
   Also in Revista de Estabilidad Financiera, 2018, (Primavera) (2018)

2015

10. Fragmentation in the European interbank market: Measures, determinants, and policy solutions
    Journal of Financial Stability, 2015, 16, (C), 1-12 View citations (36)

2014

11. Derivatives holdings and systemic risk in the U.S. banking sector
    Journal of Banking & Finance, 2014, 45, (C), 84-104 View citations (51)
    See also Working Paper Derivatives Holdings and Systemic Risk in the U.S. Banking Sector, Papers (2022) (2022)
12. 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)
13. 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, Faculty Working Papers (2012) View citations (1) (2012)

2013

14. Systemic risk measures: The simpler the better?
    Journal of Banking & Finance, 2013, 37, (6), 1817-1831 View citations (43)
    See also Chapter Systemic risk measures: the simpler the better?, BIS Papers chapters, 2011, 60, 29-35 (2011) View citations (1) (2011)
    Working Paper Systemic risk measures: the simpler the better, DEE - Working Papers. Business Economics. WB (2010) View citations (15) (2010)

Chapters

2011

1. Systemic risk measures: the simpler the better?
   A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 29-35 View citations (1)
   See also Journal Article Systemic risk measures: The simpler the better?, Elsevier (2013) View citations (43) (2013)
   Working Paper Systemic risk measures: the simpler the better, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa (2010) View citations (15) (2010)