Research Staff(alphabetical)
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of María Rodríguez-Moreno. The Banco de España is not responsible for their content.
María Rodríguez-Moreno
Staff Economist
Monetary Policy and Capital Markets Division
Macro-financial Analysis and Monetary Policy Department
DG Economics, Statistics and Research
Contact Information
- Address: Calle Alcálá 48, 28014 Madrid, Spain
-
Contact form
Fields of Interest
- Systemic Risk
- Banking
- Financial Derivatives
- Credit Risk and Housing
- Market Frictions
- Asset Pricing
JEL Codes
G21, G01
Curriculum Vitae
(76 KB)
Selected Publications and Working Papers
-
“Bank Regulatory Capital Arbitrage: Evidence from Housing Overappraisals”
with S. Mayordomo and O. Rachedi
Management Science, forthcoming (2023)
JEL codes: G21, G28, R31
-
“Low Interest Rates and Banks’ Interest Margins: Does Belonging to a Banking Group Matter?”
with I. Argimón, J. M. Danton, J. de Haan and J. Rodríguez-Martín
Journal of Banking and Finance, 154 (2023) 106966
JEL codes: E43, E52, G21
-
“Risk and control in complex banking groups”
M. Rodríguez Moreno with I. Argimón
Journal of Banking and Finance 134 (2022) 106038
JEL codes: F21, F23, G21, G32
-
“Bank Capital Requirements, Loan Guarantees and Firm Performance”
M. Rodríguez Moreno with A. Moreno, S. Mayordomo and S. Ongena
Journal of Financial Intermediation, 45 (2021) 100825
JEL codes: D43, E32, G21, G32
-
“How do European banks cope with macroprudential capital requirements?”
M. Rodríguez Moreno with S. Mayordomo
Finance Research Letters, 38 (2021) 101459
JEL codes: G21, G28
-
“Did the bank capital relief induced by the Supporting Factor enhance SME lending?”
María Rodríguez Moreno and Sergio Mayordomo
Journal of Financial Intermediation 36, pp. 45-57
JEL codes: E51, E58, G21
-
“Dealing with Dealers: Sovereign CDS Comovements ”
María Rodríguez Moreno, M. Antón and S. Mayordomo (2018)
Journal of Banking and Finance 90, pp. 96-112
JEL codes: G12, G14
-
“Violating the law of one Price: The role of non-conventional monetary policy”
María Rodríguez-Moreno and S. Corradin (2016-07)
ECB Working Paper #1927
JEL codes: G01, G12
-
“Fragmentation in the European Interbank Market: Measures, determinants, and policy solutions”
María Rodríguez-Moreno, S. Mayordomo, M. Abascal and T. Alonso (2015-02)
Journal of Financial Stability 16, pp. 1-15
JEL codes: E49, F36, G01, G18, G20
-
“Derivatives holdings and systemic risk in the U.S. banking sector”
María Rodríguez-Moreno, S. Mayordomo and J. I. Peña (2014-08)
Journal of Banking and Finance 45, pp. 84-104
JEL codes: C32, G01, G21