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Sergio Mayordomo
Sergio Mayordomo
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Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
O Arce, S Mayordomo, JI Peña
Journal of International Money and Finance 35, 124-145, 2013
1802013
Derivatives holdings and systemic risk in the US banking sector
S Mayordomo, M Rodriguez-Moreno, JI Peña
Journal of Banking & Finance 45, 84-104, 2014
1622014
Are all credit default swap databases equal?
S Mayordomo, JI Peña, ES Schwartz
European Financial Management 20 (4), 677-713, 2014
1322014
When does relationship lending start to pay?
G López-Espinosa, S Mayordomo, A Moreno
Journal of Financial Intermediation 31, 16-29, 2017
1132017
Making room for the needy: The credit-reallocation effects of the ECB’s Corporate QE
O Arce, S Mayordomo, R Gimeno
Review of Finance 25 (1), 43-84, 2021
642021
Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19
R Blanco, S Mayordomo, Á Menéndez Pujadas, M Mulino
Documentos Ocasionales/Banco de España, 2020, 2020
642020
Are all credit default swap databases equal?
S Mayordomo, JI Pena, ES Schwartz
National Bureau of Economic Research, 2010
592010
Fragmentation in the European interbank market: Measures, determinants, and policy solutions
S Mayordomo, M Abascal, T Alonso, M Rodriguez-Moreno
Journal of Financial Stability 16, 1-12, 2015
582015
Making Room for the Needy: The Credit-Reallocation Effects of the ECB's corporate QE
O Arce, R Gimeno, S Mayordomo
Banco de Espana Working Paper, 2017
532017
Adapting lending policies when negative interest rates hit banks’ profits
O Arce, M García-Posada, S Mayordomo, S Ongena
Paris December 2018 Finance Meeting EUROFIDAI-AFFI, 2018
522018
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
R Blanco, S Mayordomo, Á Menéndez Pujadas, M Mulino
Boletín Económico/Banco de España, 4/2020, 2020
42*2020
Mutual funding
J Gil-Bazo, P Hoffmann, S Mayordomo
The Review of Financial Studies 33 (10), 4883-4915, 2020
402020
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis
S Mayordomo, M Rodriguez-Moreno, JI Peña
International Review of Economics & Finance 31, 171-192, 2014
382014
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
S Mayordomo, JI Peña, J Romo
Contemporary Issues in Financial Institutions and Markets, 86-116, 2015
332015
Distressed firms, zombie firms and zombie lending: a taxonomy
L Álvarez, M García-Posada, S Mayordomo
Journal of Banking & Finance 149, 106762, 2023
312023
Did the bank capital relief induced by the Supporting Factor enhance SME lending?
S Mayordomo, M Rodríguez-Moreno
Journal of Financial Intermediation 36, 45-57, 2018
312018
Trademark activity and the market performance of US commercial banks
C González-Pedraz, S Mayordomo
Journal of Business Economics and Management 13 (5), 931-950, 2012
292012
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020)
O Arce, M Garcia-Posada, S Mayordomo, S Ongena
Banco de España Working Paper, 2020
282020
Do sovereign CDS and bond markets share the same information to price credit risk? An empirical application to the European monetary union case
Ó Arce, S Mayordomo, JI Peña
XIX Foro de Finanzas, 2011
272011
Dealing with dealers: Sovereign CDS comovements
M Antón, S Mayordomo, M Rodríguez‐Moreno
Journal of Banking & Finance 90, 96-112, 2018
232018
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