Roberto Blanco

Names

Affiliations

• Banco de España
  • website
  • location: Madrid, Spain

Research profile

author of:

• 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 authorsNiels C. Thygesen & Robert N. McCauley & Guonan Ma & William R. White & Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae & Ernest Gnan & Morten Balling & Paul Atkinson & Adrian Blundell-Wignall & Caroline Roulet & Charles Goodhart & Donato Masciandaro & Marc Quintyn & David T. Llewellyn & Philip Molyneux & Patricia Jackson & Juan Ayuso & Roberto Blanco & William Arrata & Alejandro Bernales & Virginie Coudert
  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