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Matías Lamas - Central bank research hub

Papers by year: All | 2019 | 2018 | 2016

Beyond the LTV ratio: new macroprudential lessons from Spain

by Jorge E. Galán and Matías Lamas

Bank of Spain Working Papers (Paper: 1931, 01.10.2019)

JEL: C25, E58, G01, G21, R30
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries

by Carmen Broto and Matías Lamas

Bank of Spain Working Papers (Paper: 1917, 01.07.2019)

JEL: C33, G24
What drives sovereign debt portfolios of banks in a crisis context?

by Javier Mencía and Matías Lamas

European Systemic Risk Board Working Papers (Paper: 88, 05.03.2019)

JEL: G01, G22, H63
What drives sovereign debt portfolios of banks in a crisis context?

by Javier Mencía and Matías Lamas

Bank of Spain Working Papers (Paper: 1843, 01.12.2018)

JEL: G01, G21, H63
Measuring market liquidity in US fixed income markets: a new synthetic indicator

by Carmen Broto and Matías Lamas

Bank of Spain Working Papers (Paper: 1608, 20.04.2016)

JEL: C43, G10, G15
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