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Matías Lamas
(Matias Lamas)

Personal Details

First Name:Matías
Middle Name:
Last Name:Lamas
Suffix:
RePEc Short-ID:pla865
[This author has chosen not to make the email address public]

Affiliation

Banco de España

Madrid, Spain
http://www.bde.es/

:


RePEc:edi:bdegves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Carmen Broto & Matías Lamas, 2019. "Is market liquidity less resilient after the financial crisis? Evidence for us treasuries," Working Papers 1917, Banco de España;Working Papers Homepage.
  2. Bonner, Clemens & Wedow, Michael & Budnik, Katarzyna & Koban, Anne & Kok, Christoffer & Laliotis, Dimitrios & Meller, Barbara & Melo, Ana Sofia & Moldovan, Iulia & Schmitz, Stefan & Couaillier, Cyril , 2018. "Systemic liquidity concept, measurement and macroprudential instruments," Occasional Paper Series 214, European Central Bank.
  3. Matías Lamas & Javier Mencía, 2018. "What drives sovereign debt portfolios of banks in a crisis context?," Working Papers 1843, Banco de España;Working Papers Homepage.
  4. Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España;Working Papers Homepage.

Articles

  1. Alberto Fuertes & Matías Lamas & Emilio Muñoz de la Peña & Luna Romo, 2016. "Tendencias globales de financiación en los mercados de capitales en 2015," Boletín Económico, Banco de España;Boletín Económico Homepage, issue FEB, Febrero.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España;Working Papers Homepage.

    Cited by:

    1. Carmen Broto & Matías Lamas, 2019. "Is market liquidity less resilient after the financial crisis? Evidence for us treasuries," Working Papers 1917, Banco de España;Working Papers Homepage.
    2. María Isabel Cambón Murcia & José Luis Cano Coello & Jesús González Redondo, 2017. "Measuring liquidity of Spanish debt," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2018-10-15 2019-01-07 2019-03-18. Author is listed
  2. NEP-EEC: European Economics (3) 2018-10-15 2019-01-07 2019-03-18. Author is listed
  3. NEP-CBA: Central Banking (2) 2018-10-15 2019-01-07. Author is listed
  4. NEP-FMK: Financial Markets (2) 2016-04-23 2019-07-15. Author is listed

Corrections

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