Working Paper |
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12 months |
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Last month |
3 months |
12 months |
Total |
"Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
63 |
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
26 |
Access to credit and firm survival during a crisis: the case of zero-bank-debt firms |
1 |
1 |
3 |
3 |
1 |
3 |
7 |
7 |
Adapting lending policies in a “negative-for-long” scenario |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
13 |
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020) |
0 |
0 |
0 |
144 |
1 |
4 |
7 |
513 |
An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies |
0 |
0 |
2 |
3 |
0 |
1 |
3 |
7 |
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs |
0 |
0 |
5 |
134 |
1 |
1 |
15 |
643 |
Are all Credit Default Swap Databases Equal? |
0 |
0 |
0 |
59 |
1 |
3 |
3 |
223 |
Are all Credit Default Swap Databases Equal? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
23 |
Are all Credit Default Swap Databases equal? |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
8 |
Are all Credit Default Swap databases equal? |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
173 |
Bank Capital Requirements, Loan Guarantees and Firm Performance |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
74 |
Banks vs. Firms: Who Benefits from Credit Guarantees? |
0 |
0 |
0 |
15 |
0 |
3 |
6 |
23 |
Banks vs. firms: who benefits from credit guarantees? |
0 |
0 |
1 |
18 |
0 |
1 |
5 |
21 |
Climate Risk, Soft Information, and Credit Supply |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier |
2 |
2 |
3 |
24 |
2 |
3 |
11 |
25 |
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
284 |
Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
31 |
Dealing with dealers: sovereign CDS comovements |
0 |
0 |
1 |
28 |
0 |
1 |
2 |
55 |
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
188 |
Derivatives Holdings and Systemic Risk in the U.S. Banking Sector |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
13 |
Did the bank capital relief induced by the supporting factor enhance SME lending? |
0 |
0 |
0 |
43 |
0 |
2 |
4 |
131 |
Distressed firms, zombie firms and zombie lending: a taxonomy |
0 |
0 |
2 |
22 |
2 |
4 |
14 |
48 |
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities |
0 |
1 |
2 |
16 |
0 |
1 |
4 |
50 |
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
46 |
Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
88 |
El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas |
0 |
0 |
1 |
19 |
1 |
1 |
2 |
45 |
Enforcing Mandatory Reporting on Private Firms: The Role of Banks |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
9 |
Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
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 |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions |
0 |
0 |
1 |
410 |
0 |
1 |
6 |
332 |
Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
29 |
Individual and sectoral analysis framework for the impact of economic and financial risks |
0 |
0 |
1 |
1 |
1 |
2 |
6 |
6 |
La financiación empresarial en los mercados de renta fija: la contribución de la política monetaria a mitigar la barrera del tamaño |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
11 |
La traslación de los tipos de interés de mercado a los tipos de interés bancarios |
0 |
0 |
1 |
1 |
1 |
2 |
7 |
9 |
Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 |
0 |
0 |
0 |
43 |
1 |
3 |
8 |
215 |
Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
62 |
Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE |
0 |
0 |
1 |
104 |
1 |
2 |
6 |
300 |
Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros |
0 |
2 |
4 |
4 |
0 |
3 |
10 |
12 |
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities |
2 |
3 |
13 |
82 |
6 |
14 |
49 |
281 |
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
6 |
Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
96 |
Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
84 |
Short-sale constraints and financial stability: Evidence from the Spanish market |
0 |
0 |
1 |
26 |
0 |
1 |
3 |
123 |
Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
45 |
The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020) |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
88 |
The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
25 |
The impact of alternative forms of bank consolidation on credit supply and financial stability |
0 |
0 |
1 |
34 |
0 |
4 |
10 |
134 |
The pass-through of market interest rates to bank interest rates |
0 |
0 |
5 |
16 |
2 |
3 |
17 |
29 |
Towards a Common European Monetary Union Risk Free Rate |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
395 |
Towards a common European Monetary Union risk free rate |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
18 |
Total Working Papers |
5 |
9 |
52 |
1,907 |
23 |
71 |
241 |
5,157 |