Matias Lamas

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

12

DOWNLOADS

1,046

SSRN CITATIONS
Rank 10,501

SSRN RANKINGS

Top 10,501

in Total Papers Citations

97

CROSSREF CITATIONS

61

Scholarly Papers (12)

1.

How Do Central Banks Identify Risks? A Survey of Indicators

Banco de Espana Occasional Paper No. 2125
Number of pages: 56 Posted: 06 Oct 2021
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Downloads 242 (236,929)
Citation 1

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risk identification, systemic risk, systemic risk indicators, standard risk indicators, financial stability

2.

Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator

Banco de Espana Working Paper No. 1608
Number of pages: 24 Posted: 21 Apr 2016
Carmen Broto and Matias Lamas
Banco de España and Banco de España
Downloads 162 (341,234)
Citation 57

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market liquidity, synthetic index, principal component analysis, US fixed income markets

3.

Impact of the COVID-19 Pandemic on the Spanish Commercial Real Estate Market

Banco de Espana Article 26/21
Number of pages: 12 Posted: 27 Jul 2021
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 131 (404,802)

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commercial real estate market, COVID-19, real estate investment, commercial real estate assets, mortgage lending conditions, real estate investment trusts in Spain (SOCIMIs), real estate investment trusts (REITs)

4.

Beyond the LTV Ratio: New Macroprudential Lessons from Spain

Banco de Espana Working Paper No. 1931 (2019)
Number of pages: 45 Posted: 09 Oct 2019
Jorge Galán and Matias Lamas
Banco de España and Banco de España
Downloads 121 (429,797)
Citation 1

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housing market, lending standards, defaults, macroprudential policy

5.

Designing a Price Index for the Spanish Commercial Real Estate Market (Elaboración De Un Índice De Precios Para El Mercado Inmobiliario Comercial De España)

Banco de Espana Occasional Paper No. 2203
Number of pages: 32 Posted: 14 Mar 2022
Matias Lamas and Sara Romaniega
Banco de España and European Central Bank (ECB)
Downloads 75 (588,955)

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commercial real estate market, price indices, hedonic regression model

6.

What Drives Sovereign Debt Portfolios of Banks in a Crisis Context?

Banco de Espana Working Paper No. 1843
Number of pages: 54 Posted: 14 Dec 2018
Matias Lamas and Javier Mencia
Banco de España and Banco de España
Downloads 74 (593,287)
Citation 45

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banks’ sovereign holdings, sovereign crisis, moral hazard, central bank liquidity, EMU financial fragmentation

7.

Is Market Liquidity Less Resilient after the Financial Crisis? Evidence for US Treasuries

Banco de Espana Working Paper No. 1917 (2019)
Number of pages: 32 Posted: 28 Jun 2019 Last Revised: 17 Jul 2019
Carmen Broto and Matias Lamas
Banco de España and Banco de España
Downloads 67 (625,842)
Citation 54

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market liquidity, volatility, US Treasuries; CC-GARCH model

8.

Roots and Recourse Mortgages: Handing Back the Keys

Banco de Espana Working Paper No. 2203
Number of pages: 50 Posted: 08 Feb 2022
Banco de España, Banco de España and Banco de España
Downloads 41 (780,967)

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immigrants, mortgage terms, recourse mortgages, roots, strategic default

9.

Sectorial Holdings and Stock Prices: The Household-bank Nexus

Banco de Espana Working Paper No. 2130
Number of pages: 58 Posted: 10 Sep 2021
Matias Lamas and David Martinez Miera
Banco de España and Charles III University of Madrid
Downloads 38 (803,129)

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household ownership, stock prices, equity issuance, banks, non-financial corporations, liquidity provision, informational asymmetries

10.

Dividend Restrictions and Search for Income

Banco de Espana Working Paper No. 2332
Number of pages: 72 Posted: 01 Nov 2023
Esther Cáceres García and Matias Lamas
Banco de España and Banco de España
Downloads 33 (842,934)

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search for income, dividends, asset allocation, abnormal returns, mutual funds

11.

Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España (Indicators of risks and vulnerabilities in the Spanish housing market)

Banco de Espana Occasional Paper No. 2314
Number of pages: 36 Posted: 02 Aug 2023
Pana Alves, Carmen Broto, Maria Gil and Matias Lamas
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 33 (842,934)
Citation 6

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housing market, early warning indicators, heat map, synthetic index

12.

What Drives Sovereign Debt Portfolios of Banks in a Crisis Context?

ESRB: Working Paper Series No. 2019/88
Number of pages: 48 Posted: 05 Nov 2020
Matias Lamas and Javier Mencia
Banco de España and Banco de España
Downloads 29 (877,101)

Abstract:

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banks´ sovereign holdings, central bank liquidity, EMU financial fragmentation, moral hazard, sovereign crisis