Systemic risk measures: The simpler the better? M Rodríguez-Moreno, JI Peña Journal of Banking & Finance 37 (6), 1817-1831, 2013 | 340 | 2013 |
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 | 147 | 2014 |
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 | 58 | 2015 |
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 | 38 | 2014 |
Violating the law of one price: the role of non-conventional monetary policy S Corradin, M Rodriguez-Moreno ECB Working Paper, 2016 | 36 | 2016 |
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 | 32 | 2018 |
Limits to arbitrage: Empirical evidence from Euro area sovereign bond markets S Corradin, M Rodriguez-Moreno Available at SSRN 2247312, 2014 | 26 | 2014 |
Systemic risk measures: the simpler the better? M Rodríguez-Moreno, JI Peña BIS Papers 60, 2011 | 26 | 2011 |
Dealing with dealers: Sovereign CDS comovements M Antón, S Mayordomo, M Rodríguez‐Moreno Journal of Banking & Finance 90, 96-112, 2018 | 23 | 2018 |
Bank capital requirements, loan guarantees and firm performance S Mayordomo, A Moreno, S Ongena, M Rodriguez-Moreno Journal of Financial Intermediation 45, 100825, 2021 | 20 | 2021 |
How do European banks cope with macroprudential capital requirements S Mayordomo, M Rodriguez-Moreno Finance Research Letters 38, 101459, 2021 | 18 | 2021 |
Risk and control in complex banking groups I Argimón, M Rodríguez-Moreno Journal of Banking & Finance 134, 106038, 2022 | 13 | 2022 |
‘Support Is Appreciated’: On the Effectiveness of the SME Supporting Factor S Mayordomo, M Rodriguez-Moreno SSRN Electronic Journal, 2017 | 12 | 2017 |
At-risk measures and financial stability JE Galán, M Rodríguez-Moreno Revista de Estabilidad Financiera 39, 2020 | 10 | 2020 |
Derivatives holdings and systemic risk in the US banking sector S Mayordomo, M Rodriguez-Moreno, JI Peña arXiv preprint arXiv:2202.02254, 2022 | 8 | 2022 |
Portfolio choice with indivisible and illiquid housing assets: the case of Spain S Mayordomo, M Rodríguez-Moreno, JI Peña Quantitative Finance 14 (11), 2045-2064, 2014 | 7 | 2014 |
Bank regulatory capital arbitrage: evidence from housing overappraisals S Mayordomo, O Rachedi, M Rodríguez Moreno Management Science 70 (4), 2255-2271, 2024 | 5 | 2024 |
Enforcing mandatory reporting on private firms: the role of banks M Duro, G López-Espinosa, S Mayordomo, G Ormazabal, ... Banco de Espana Working Paper, 2022 | 5 | 2022 |
Business complexity and geographic expansion in banking I Argimón, M Rodríguez-Moreno Banco de Espana Working Paper, 2021 | 5 | 2021 |
'Keeping it Personal'or'Getting Real'? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees S Mayordomo, A Moreno, S Ongena, M Rodríguez-Moreno Banco de Espana Working Paper, 2017 | 5 | 2017 |