Roberto Blanco
Names
first: | Roberto |
last: | Blanco |
Affiliations
-
Banco de España
- website
- location: Madrid, Spain
Research profile
author of:
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Estimating liquidity premia in the Spanish Government securities market
by Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís
edited by -
Los nuevos mercados bursátiles: un instrumento para financiar la nueva economía
by Roberto Blanco & Víctor García-Vaquero -
El mercado español de renta variable. Análisis de la liquidez e influencia del mercado de derivados
by Roberto Blanco Escolar -
Estimating liquidity premia in the Spanish government securities market
by Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis -
An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
by Roberto Blanco & Simon Brennan & Ian W. Marsh -
Estimación de expectativas de inflación a partir de los precios del bono indiciado francés
by Francisco Alonso & Roberto Blanco & Ana del Río -
Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities
by Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo -
Créditos hipotecarios a tipo de interés fijo frente a tipo variable: comparación de riesgos e implicaciones macroeconómicas
by Francisco Alonso & Roberto Blanco & Ana del Río -
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
by Roberto Blanco & Simon Brennan & Ian W. Marsh -
Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice IBEX-35
by Roberto Blanco -
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
by ROBERTO BLANCO & SIMON BRENNAN & IAN W. MARSH -
Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts
by Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo -
Los mercados de deuda pública del área del euro. Evolución reciente e implicaciones
by Roberto Blanco -
Option-implied preferences adjustments, density forecasts, and the equity risk premium
by Francisco Alonso & Roberto Blanco & Gonzalo Rubio -
La volatilidad del tipo de interés a un día y su transmisión a lo largo de la curva de rentabilidades del mercado monetario del área del euro
by Francisco Alonso & Roberto Blanco -
Testing the forecasting performace of IBEX 35 option implied risk neutral densities
by Francisco Alonso & Roberto Blanco & Gonzalo Rubio -
The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning
by Roberto Blanco -
The significance of sectoral composition in recent stock market developments
by Francisco Alonso & Roberto Blanco -
Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain
by Roberto Blanco & Noelia Jiménez -
House prices and real interest rates in Spain
by Juan Ayuso & Roberto Blanco & Fernando Restoy -
Has Financial Market Integration Increased during the Nineties?
by Juan Ayuso & Roberto Blanco -
Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español
by Roberto Blanco -
Euro area government securities markets: recent developments and implications for market functioning
by Roberto Blanco
edited by -
La importancia de la composición sectorial en la evolución reciente de las bolsas
by Francisco Alonso & Roberto Blanco -
Análisis de coberturas de bonos con futuros financieros y aplicación al caso español
by Roberto Blanco -
Estimating Inflation Expectations using French Government Inflation-Indexed Bonds
by Francisco Alonso & Roberto Blanco & Ana del Río -
Estimating Liquidity Premia in the Spanish Government Securities Market
by Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis -
HAVE REAL INTEREST RATES REALLY FALLEN THAT MUCH IN SPAIN?
by ROBERTO BLANCO & FERNANDO RESTOY -
Determinants of default ratios in the segment of loans to households in Spain
by Roberto Blanco & Ricardo Gimeno -
The financial system
by Roberto Blanco & Víctor García-Vaquero
edited by -
Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
by Francisco Alonso & Roberto Blanco -
The 2007- Financial Crisis - a EURO-pean Perspective
by Juan Ayuso & Roberto Blanco
edited by -
Monetary and financial conditions
by Roberto Blanco & Alberto Cabrero
edited by -
Option-implied preferences adjustments, density forecasts, and the equity risk premium
by Francisco Alonso & Roberto Blanco & Gonzalo Rubio -
Una estimación de primas de liquidez en el mercado español de deuda pública
by Roberto Blanco & Ana del Río -
¿Ha aumentado el grado de integración financiera durante los noventa?
by Juan Ayuso & Roberto Blanco -
Overnight interest rate volatility and its transmission along the euro area money market yield curve
by Francisco Alonso & Roberto Blanco -
Los efectos de las variaciones de los tipos de interés del mercado monetario sobre la renta de los hogares en España
by Roberto Blanco -
50 Years of Money and Finance: Lessons and Challenges
by 24 authors
edited by Morten Balling & Ernest Gnan -
Have real interest rates really fallen that much in Spain?
by Roberto Blanco & Fernando Restoy -
El contenido informativo de los derivados crediticios
by Roberto Blanco