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 | 175 | 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 | 155 | 2014 |
Are all credit default swap databases equal? S Mayordomo, JI Peña, ES Schwartz European Financial Management 20 (4), 677-713, 2014 | 126 | 2014 |
When does relationship lending start to pay? G López-Espinosa, S Mayordomo, A Moreno Journal of Financial Intermediation 31, 16-29, 2017 | 106 | 2017 |
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 | 59 | 2021 |
Are all credit default swap databases equal? S Mayordomo, JI Pena, ES Schwartz National Bureau of Economic Research, 2010 | 59 | 2010 |
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 |
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 | 54 | 2020 |
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 | 54 | 2017 |
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 | 51 | 2018 |
Mutual funding J Gil-Bazo, P Hoffmann, S Mayordomo The Review of Financial Studies 33 (10), 4883-4915, 2020 | 39 | 2020 |
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 | 38* | 2020 |
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 |
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 |
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 | 32 | 2015 |
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 | 28 | 2012 |
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 | 27 | 2020 |
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 | 27 | 2011 |
Distressed firms, zombie firms and zombie lending: a taxonomy L Álvarez, M García-Posada, S Mayordomo Journal of Banking & Finance 149, 106762, 2023 | 25 | 2023 |
La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño P Alves, S Mayordomo, M Ruiz-García Documentos Ocasionales/Banco de España, 2209, 2022 | 23 | 2022 |