Zobrazeno 1 - 10
of 111
pro vyhledávání: '"Mayordomo, Sergio"'
This paper studies the investment decision of the Spanish households using a unique data set, the Spanish Survey of Household Finance (EFF). We propose a theoretical model in which households, given a fixed investment in housing, allocate their net w
Externí odkaz:
http://arxiv.org/abs/2202.02280
We compare the five major sources of corporate Credit Default Swap prices: GFI, Fenics, Reuters, CMA, and Markit, using the most liquid single name 5-year CDS in the iTraxx and CDX indexes from 2004 to 2010. Deviations from the common trend among pri
Externí odkaz:
http://arxiv.org/abs/2202.02273
Foreign exchange and credit derivatives increase the bank's contributions to systemic risk. Interest rate derivatives decrease it. The proportion of non-performing loans over total loans and the leverage ratio have stronger impact on systemic risk th
Externí odkaz:
http://arxiv.org/abs/2202.02254
Publikováno v:
In Journal of Financial Intermediation July 2024 59
Publikováno v:
In Finance Research Letters April 2024 62 Part B
Autor:
Mayordomo, Sergio1 (AUTHOR) sergio.mayordomo@bde.es, Rachedi, Omar2 (AUTHOR) omar.rachedi@esade.edu
Publikováno v:
Journal of Financial & Quantitative Analysis. Dec2022, Vol. 57 Issue 8, p3114-3144. 31p.
Publikováno v:
In Journal of Banking and Finance April 2023 149
Publikováno v:
The Review of Financial Studies, 2020 Oct 01. 33(10), 4883-4915.
Externí odkaz:
https://www.jstor.org/stable/48587121
Publikováno v:
In Journal of Corporate Finance June 2021 68
Publikováno v:
In Finance Research Letters January 2021 38