Sergio Mayordomo
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Mayordomo |
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author of:
- Derivatives Holdings and Systemic Risk in the U.S. Banking Sector (RePEc:arx:papers:2202.02254)
by Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na - Are all Credit Default Swap Databases equal? (RePEc:arx:papers:2202.02273)
by Sergio Mayordomo & Juan Ignacio Pe~na & Eduardo S. Schwartz - Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain (RePEc:arx:papers:2202.02280)
by Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na - Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions (RePEc:bbv:wpaper:1322)
by Maria Abascal & Tatiana Alonso & Sergio Mayordomo - El programa de compras de bonos corporativos del Eurosistema y su efecto sobre la financiación ajena de las Sociedades no financieras españolas (RePEc:bde:joures:y:2016:i:11:n:5)
by Sergio Mayordormo - Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas (RePEc:bde:joures:y:2018:i:3:d:aa:n:2)
by Óscar Arce & Ricardo Gimeno & Sergio Mayordomo - Ajustes de las políticas crediticias en un contexto de tipos de interés negativos (RePEc:bde:joures:y:2019:i:3:d:aa:n:5)
by Óscar Arce & Miguel García-Posada & Sergio Mayordomo - Evolución reciente de la financiación y del crédito bancario al sector privado no financiero (RePEc:bde:joures:y:2020:i:12:d:aa:n:28)
by Pana Alves & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Javier Delgado & Gabriel Jiménez & Eduardo Pérez Asenjo & Carlos Pérez Montes & Carlos Trucharte - Evolución de la industria de la inversión colectiva en España entre 2008 y 2019 (RePEc:bde:joures:y:2020:i:12:d:aa:n:32)
by Laura Álvarez & Sergio Mayordomo - 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 (RePEc:bde:joures:y:2020:i:12:d:aa:n:39)
by Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Álvaro Menéndez - Evolución reciente del crédito a las sociedades no financieras: factores de demanda y de oferta (RePEc:bde:joures:y:2022:i:01:d:aa:n:05)
by Roi Barreira & Sergio Mayordomo & Irene Roibás & Manuel Ruiz-García - The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies (RePEc:bde:journl:y:2018:i:3:d:aa:n:2)
by Óscar Arce & Ricardo Gimeno & Sergio Mayordomo - Adapting lending policies against a background of negative interest rates (RePEc:bde:journl:y:2019:i:3:d:aa:n:5)
by Óscar Arce & Miguel García-Posada & Sergio Mayordomo - Recent developments in financing and bank lending to the non-financial private sector (RePEc:bde:journl:y:2020:i:12:d:aa:n:28)
by Pana Alves & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Javier Delgado & Gabriel Jiménez & Eduardo Pérez Asenjo & Carlos Pérez Montes & Carlos Trucharte - Developments in the collective investment industry in Spain between 2008 and 2019 (RePEc:bde:journl:y:2020:i:12:d:aa:n:32)
by Laura Álvarez & Sergio Mayordomo - The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence (RePEc:bde:journl:y:2020:i:12:d:aa:n:39)
by Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino - Recent developments in lending to non-financial corporations: supply and demand factors (RePEc:bde:journl:y:2022:i:01:d:aa:n:05)
by Roi Barrera & Sergio Mayordomo & Irene Roibás & Manuel Ruiz-García - Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 (RePEc:bde:opaper:2020)
by Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino - Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock (RePEc:bde:opaper:2020e)
by Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino - El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas (RePEc:bde:opaper:2119)
by Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino - Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability (RePEc:bde:opaper:2119e)
by Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino - La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño (RePEc:bde:opaper:2209)
by Pana Alves & Sergio Mayordomo & Manuel Ruiz-García - Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier (RePEc:bde:opaper:2209e)
by Pana Alves & Sergio Mayordomo & Manuel Ruiz-García - La traslación de los tipos de interés de mercado a los tipos de interés bancarios (RePEc:bde:opaper:2312)
by Sergio Mayordomo & Irene Roibás - The pass-through of market interest rates to bank interest rates (RePEc:bde:opaper:2312e)
by Sergio Mayordomo & Irene Roibás - Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros (RePEc:bde:opaper:2313)
by Carlos Pérez Montes & Alejandro Ferrer & Laura Álvarez Román & Henrique Basso & Beatriz González López & Gabriel Jiménez & Pedro Javier Martínez-Valero & Sergio Mayordomo & Álvaro Menéndez Pujadas & L - Individual and sectoral analysis framework for the impact of economic and financial risks (RePEc:bde:opaper:2313e)
by Carlos Pérez Montes & Alejandro Ferrer & Gabriel Jiménez & Laura Álvarez Román & Henrique Basso & Beatriz González López & Sergio Mayordomo & Álvaro Menéndez Pujadas & Myroslav Pidkuyko & Lola Morales - 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 (RePEc:bde:opaper:2317)
by Roberto Blanco & Sergio Mayordomo - Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis (RePEc:bde:opaper:2317e)
by Roberto Blanco & Sergio Mayordomo - An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies (RePEc:bde:opaper:2319)
by Roberto Blanco & Elena Fernández & Miguel García-Posada & Sergio Mayordomo - The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis (RePEc:bde:revisl:y:2020:i:11:n:2)
by Elena Rodríguez de Codes & Antonio Marcelo & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Patricia Stupariu - Unknown item RePEc:bde:revisl:y:2020:i:autumn:n:2 (article)
- Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19 (RePEc:bde:revist:y:2020:i:11:n:2)
by Elena Rodríguez de Codes & Antonio Marcelo & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Patricia Stupariu - Unknown item RePEc:bde:revist:y:2020:i:autumn:n:2 (article)
- Short-sale constraints and financial stability: Evidence from the Spanish market (RePEc:bde:wpaper:1410)
by Óscar Arce & Sergio Mayordomo - "Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees (RePEc:bde:wpaper:1715)
by Sergio Mayordomo & Antonio Moreno & Steven Ongena & María Rodríguez-Moreno - Dealing with dealers: sovereign CDS comovements (RePEc:bde:wpaper:1723)
by Miguel Antón & Sergio Mayordomo & María Rodríguez-Moreno - Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE (RePEc:bde:wpaper:1743)
by Óscar Arce & Ricardo Gimeno & Sergio Mayordomo - Did the bank capital relief induced by the supporting factor enhance SME lending? (RePEc:bde:wpaper:1746)
by Sergio Mayordomo & María Rodríguez-Moreno - Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) (RePEc:bde:wpaper:1832)
by Óscar Arce & Miguel García-Posada & Sergio Mayordomo & Steven Ongena - The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) (RePEc:bde:wpaper:1908)
by Sergio Mayordomo & Omar Rachedi - Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities (RePEc:bde:wpaper:2005)
by Leonardo Gambacorta & Sergio Mayordomo & José María Serena - The impact of alternative forms of bank consolidation on credit supply and financial stability (RePEc:bde:wpaper:2021)
by Sergio Mayordomo & Nicola Pavanini & Emanuele Tarantino - Distressed firms, zombie firms and zombie lending: a taxonomy (RePEc:bde:wpaper:2219)
by Laura Álvarez & Miguel García-Posada & Sergio Mayordomo - Enforcing Mandatory Reporting on Private Firms: The Role of Banks (RePEc:bde:wpaper:2238)
by Miguel Duro & Germán López-Espinosa & Sergio Mayordomo & Gaizka Ormazabal & María Rodríguez-Moreno - Access to credit and firm survival during a crisis: the case of zero-bank-debt firms (RePEc:bde:wpaper:2421)
by Roberto Blanco & Miguel García-Posada & Sergio Mayordomo & María Rodríguez-Moreno - How do changes in financial reporting standards affect relationship lending? (RePEc:bde:wpaper:2437)
by Daniel Dejuan-Bitria & Wayne R. Landsman & Sergio Mayordomo & Irene Roibás - Banks vs. Firms: Who Benefits from Credit Guarantees? (RePEc:bge:wpaper:1389)
by Alberto Martin & Sergio Mayordomo & Victoria Vanasco - Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities (RePEc:bis:biswps:843)
by Leonardo Gambacorta & Sergio Mayordomo & Jose Maria Serena - Are All Credit Default Swap Databases Equal? (RePEc:bla:eufman:v:20:y:2014:i:4:p:677-713)
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market (RePEc:bla:eufman:v:22:y:2016:i:5:p:1001-1022)
by Óscar Arce & Sergio Mayordomo - Bank Capital Requirements, Loan Guarantees and Firm Performance (RePEc:chf:rpseri:rp1928)
by Sergio Mayordomo & Antonio Moreno & Steven Ongena & Maria Rodriguez-Moreno - Adapting lending policies in a “negative-for-long” scenario (RePEc:chf:rpseri:rp2175)
by Oscar Arce & Miguel Garcia-Posada & Sergio Mayordomo & Steven Ongena - The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress (RePEc:cnv:wpaper:dt_41en)
by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo - Are all Credit Default Swap Databases Equal? (RePEc:cnv:wpaper:dt_44en)
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets (RePEc:cnv:wpaper:dt_47en)
by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo - Towards a common European Monetary Union risk free rate (RePEc:cnv:wpaper:dt_51en)
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis (RePEc:cnv:wpaper:dt_53en)
by Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña - Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities (RePEc:cpr:ceprdp:14419)
by Gambacorta, Leonardo & Mayordomo, Sergio & Serena Garralda, Jose-Maria - The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability (RePEc:cpr:ceprdp:15069)
by Tarantino, Emanuele & Pavanini, Nicola & Mayordomo, Sergio - Climate Risk, Soft Information, and Credit Supply (RePEc:cpr:ceprdp:18661)
by à lvarez-Román, Laura & Mayordomo, Sergio & Vergara-Alert, Carles & Vives, Xavier - Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs (RePEc:cte:wbrepe:wb096303)
by Mayordomo, Sergio - Are all Credit Default Swap databases equal? (RePEc:cte:wbrepe:wb104621)
by Mayordomo, Sergio & Schwartz, Eduardo S. - The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition (RePEc:cup:jfinqa:v:57:y:2022:i:8:p:3114-3144_8)
by Mayordomo, Sergio & Rachedi, Omar - Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities (RePEc:ecb:ecbops:2021270)
by Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura - Dollar borrowing, firm credit risk, and FX-hedged funding opportunities (RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000663)
by Galvez, Julio & Gambacorta, Leonardo & Mayordomo, Sergio & Serena, Jose Maria - Borrowing constraints and housing price expectations in the euro area (RePEc:eee:ecmode:v:72:y:2018:i:c:p:410-421)
by Ampudia, Miguel & Mayordomo, Sergio - How do European banks cope with macroprudential capital requirements (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310220)
by Mayordomo, Sergio & Rodríguez-Moreno, María - A new estimation of default probabilities based on non-performing loans (RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400179x)
by Blanco, Roberto & Fernández-Ortiz, Elena & García-Posada, Miguel & Mayordomo, Sergio - Fragmentation in the European interbank market: Measures, determinants, and policy solutions (RePEc:eee:finsta:v:16:y:2015:i:c:p:1-12)
by Mayordomo, Sergio & Abascal, María & Alonso, Tatiana & Rodriguez-Moreno, Maria - Does central clearing benefit risky dealers? (RePEc:eee:intfin:v:42:y:2016:i:c:p:91-100)
by Mayordomo, Sergio & Posch, Peter N. - Distressed firms, zombie firms and zombie lending: A taxonomy (RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000067)
by Álvarez, Laura & García-Posada, Miguel & Mayordomo, Sergio - Derivatives holdings and systemic risk in the U.S. banking sector (RePEc:eee:jbfina:v:45:y:2014:i:c:p:84-104)
by Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio - Dealing with dealers: Sovereign CDS comovements (RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112)
by Antón, Miguel & Mayordomo, Sergio & Rodríguez‐Moreno, María - When does relationship lending start to pay? (RePEc:eee:jfinin:v:31:y:2017:i:c:p:16-29)
by López-Espinosa, Germán & Mayordomo, Sergio & Moreno, Antonio - Did the bank capital relief induced by the Supporting Factor enhance SME lending? (RePEc:eee:jfinin:v:36:y:2018:i:c:p:45-57)
by Mayordomo, Sergio & Rodríguez-Moreno, María - Bank capital requirements, loan guarantees and firm performance (RePEc:eee:jfinin:v:45:y:2021:i:c:s1042957319300336)
by Mayordomo, Sergio & Moreno, Antonio & Ongena, Steven & Rodríguez-Moreno, María - Access to credit and firm survival during a crisis: The case of zero-bank-debt firms (RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000305)
by Blanco, Roberto & García-Posada, Miguel & Mayordomo, Sergio & Rodríguez-Moreno, María - Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis (RePEc:eee:jimfin:v:35:y:2013:i:c:p:124-145)
by Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio - Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis (RePEc:eee:reveco:v:31:y:2014:i:c:p:171-192)
by Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio - ¿Afectan las restricciones financieras al régimen de tenencia de vivienda? (RePEc:iec:inveco:v:32:y:2008:i:3:p:289-324)
by Sergio Mayordomo - Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals (RePEc:inm:ormnsc:v:70:y:2024:i:4:p:2255-2271)
by Sergio Mayordomo & Omar Rachedi & María Rodríguez Moreno - Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates (RePEc:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9595-7)
by Santiago Carbó-Valverde & Sergio Mayordomo & Francisco Rodríguez-Fernández - Towards a Common European Monetary Union Risk Free Rate (RePEc:nbr:nberwo:15353)
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - Are all Credit Default Swap Databases Equal? (RePEc:nbr:nberwo:16590)
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - 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] (RePEc:oup:revfin:v:25:y:2021:i:1:p:43-84.)
by Óscar Arce & Sergio Mayordomo & Ricardo Gimeno - Mutual Funding (RePEc:oup:rfinst:v:33:y:2020:i:10:p:4883-4915.)
by Javier Gil-Bazo & Peter Hoffmann & Sergio Mayordomo - Unknown item RePEc:taf:apfiec:v:24:y:2014:i:9:p:605-619 (article)
- The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress (RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:851-881)
by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo - Towards a common Eurozone risk free rate (RePEc:taf:eurjfi:v:21:y:2015:i:12:p:1005-1022)
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - Trademark activity and the market performance of U.S. commercial banks (RePEc:taf:jbemgt:v:13:y:2011:i:5:p:931-950)
by Carlos González-Pedraz & Sergio Mayordomo - Portfolio choice with indivisible and illiquid housing assets: the case of Spain (RePEc:taf:quantf:v:14:y:2014:i:11:p:2045-2064)
by Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe�a - Derivatives Holdings and Systemic Risk in the U.S. Banking Sector (RePEc:una:unccee:wp2112)
by MarÃa RodrÃguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña - Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis (RePEc:una:unccee:wp2212)
by Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña - Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis (RePEc:una:unccee:wp2312)
by Sergio Mayordomo & Juan Ignacio Peña & MarÃa RodrÃguez-Moreno - Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain (RePEc:una:unccee:wp2412)
by Sergio Mayordomo & MarÃa RodrÃguez-Moreno & Juan Ignacio Peña - Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban (RePEc:una:unccee:wp2512)
by Óscar Arce & Sergio Mayordomo - Banks vs. firms: who benefits from credit guarantees? (RePEc:upf:upfgen:1862)
by Alberto Martin & Sergio Mayordomo & Victoria Vanasco