Sergio Mayordomo
Sergio Mayordomo
Verified email at bde.es
Title
Cited by
Cited by
Year
Are all credit default swap databases equal?
S Mayordomo, JI Peña, ES Schwartz
European Financial Management 20 (4), 677-713, 2014
1552014
Are all credit default swap databases equal?
S Mayordomo, JI Peña, ES Schwartz
European Financial Management 20 (4), 677-713, 2014
1552014
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
1272013
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
1272013
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
922014
When does relationship lending start to pay?
G López-Espinosa, S Mayordomo, A Moreno
Journal of Financial Intermediation 31, 16-29, 2017
532017
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
452017
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
382015
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
372014
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
322018
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
S Mayordomo, JI Peña, J Romo
The European Journal of Finance 17 (9-10), 851-881, 2011
262011
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
242011
Towards a common European Monetary Union risk free rate
S Mayordomo, JI Peña, ES Schwartz
National Bureau of Economic Research, 2009
232009
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
192012
Mutual funding
J Gil-Bazo, P Hoffmann, S Mayordomo
The Review of Financial Studies 33 (10), 4883-4915, 2020
182020
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
182018
Dealing with dealers: Sovereign CDS comovements
M Antón, S Mayordomo, M Rodríguez‐Moreno
Journal of Banking & Finance 90, 96-112, 2018
162018
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions
M Abascal, T Alonso, S Mayordomo
BBVA Bank, Economic Research Department Working Papers, 2013
132013
‘Support Is Appreciated’: On the Effectiveness of the SME Supporting Factor
S Mayordomo, M Rodriguez-Moreno
SSRN Electronic Journal, 2017
102017
Does central clearing benefit risky dealers?
S Mayordomo, PN Posch
Journal of International Financial Markets, Institutions and Money 42, 91-100, 2016
102016
The system can't perform the operation now. Try again later.
Articles 1–20