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Mayordomo, Sergio's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,057 |
Total
Citations
18 |
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1.
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Are All Credit Default Swap Databases Equal?
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Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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22 Nov 10
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Last Revised:
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17 Jan 13
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650
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11
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Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
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11
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Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
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22 Nov 10
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Last Revised:
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17 Jan 13
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627
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11
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Credit Default Swap Prices, Databases, Liquidity
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2.
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Arce, Oscar
CNMV Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration
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03 Aug 11
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Last Revised:
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07 Feb 12
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349
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1
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Sovereign Credit Default Swaps, Sovereign Bonds, Credit Spreads, Price Discovery
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3.
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Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration Romo, Juan
Universidad Carlos III de Madrid
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29 Mar 11
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Last Revised:
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08 Mar 13
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217
(68,724)
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2
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Persistent Mispricings, Credit Derivatives, Credit Spreads, Subsampling
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4.
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Rodriguez Moreno, Maria
Universidad Carlos III de Madrid - Department of Business Administration Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration
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18 Dec 11
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Last Revised:
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18 Apr 13
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174
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Systemic risk, derivatives, Shapley value
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5.
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Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration
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04 Dec 10
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Last Revised:
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12 Nov 12
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161
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1
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Credit Spreads, Market Dynamic Dependence, DCC-GARCH
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6.
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Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
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14 Mar 10
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Last Revised:
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23 Feb 12
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140
(103,756)
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3
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Euro government bonds, Credit quality, Liquidity, Macro factors
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7.
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Rodriguez Moreno, Maria
Universidad Carlos III de Madrid - Department of Business Administration Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration
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03 Apr 11
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Last Revised:
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24 Feb 12
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131
(109,817)
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Portfolio choice, Households, Indivisible illiquid assets, Financial constraints, Under-investment, Over-investment
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8.
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Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration Rodriguez Moreno, Maria
Universidad Carlos III de Madrid - Department of Business Administration
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29 Sep 11
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Last Revised:
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22 Oct 12
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124
(114,816)
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Credit Default Swap, Liquidity Commonalities, Global Risk, Funding Liquidity Risk, Counterparty Risk
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9.
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Arce, Oscar
CNMV Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration
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24 Jun 12
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Last Revised:
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06 Mar 13
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85
(150,364)
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short-sales constraint, financial stability, market quality
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10.
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González-Pedraz, Carlos
Universidad Carlos III de Madrid Mayordomo, Sergio
University of Navarra - School of Economics and Business Administration
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26
(254,665)
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Intangible assets, trademarks, Tobin’s q, abnormal returns, event studies
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