Details about Martin Saldias

Access statistics for papers by Martin Saldias.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: psa1066

Working Papers

2023

1. The more the merrier? Macroprudential instrument interactions and effective policy implementation
   Occasional Paper Series, European Central Bank View citations (2)

2018

2. Payments delay: propagation and punishment
   Working papers, Banque de France

2017

3. The Nonlinear Interaction Between Monetary Policy and Financial Stress
   IMF Working Papers, International Monetary Fund View citations (2)

2016

4. Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador
   IMF Working Papers, International Monetary Fund View citations (1)
   See also Journal Article Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador, Journal of Banking & Finance, Elsevier (2018) View citations (7) (2018)
5. Spatial Dependence and Data-Driven Networks of International Banks
   Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (2)
   Also in IMF Working Papers, International Monetary Fund (2016) View citations (2)

2013

6. A market-based approach to sector risk determinants and transmission in the euro area
   Working Paper Series, European Central Bank View citations (11)
   Also in Working Papers, Banco de Portugal, Economics and Research Department (2011)
   See also Journal Article A market-based approach to sector risk determinants and transmission in the euro area, Journal of Banking & Finance, Elsevier (2013) View citations (11) (2013)

2012

7. Systemic Risk Analysis using Forward-Looking Distance-to-Default Series
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
   Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2010) View citations (5)
   See also Journal Article Systemic risk analysis using forward-looking Distance-to-Default series, Journal of Financial Stability, Elsevier (2013) View citations (13) (2013)

2006

8. Financial dollarization and currency substitution: an empirical study for Bolivia
   Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy (IfW Kiel)

Journal Articles

2025

1. How do financial markets view risks in the global banking sector? A heatmap with a novel thermometer
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2025

2018

2. Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador
   Journal of Banking & Finance, 2018, 97, (C), 130-141 View citations (7)
   See also Working Paper Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador, IMF Working Papers (2016) View citations (1) (2016)

2013

3. A market-based approach to sector risk determinants and transmission in the euro area
   Journal of Banking & Finance, 2013, 37, (11), 4534-4555 View citations (11)
   See also Working Paper A market-based approach to sector risk determinants and transmission in the euro area, Working Paper Series (2013) View citations (11) (2013)
4. Option trade volume and volatility of banks’ stock returns
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013
5. Systemic risk analysis using forward-looking Distance-to-Default series
   Journal of Financial Stability, 2013, 9, (4), 498-517 View citations (13)
   See also Working Paper Systemic Risk Analysis using Forward-Looking Distance-to-Default Series, Working Papers (2012) View citations (1) (2012)

2012

6. Systemic risk analysis and option-based theory and information
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012

2011

7. Sectoral credit risk in the euro area
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011