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Roberto Blanco
Roberto Blanco
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Title
Cited by
Cited by
Year
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
R Blanco, S Brennan, IW Marsh
The Journal of Finance 60 (5), 3, 2005
1822*2005
An empirical analysis of the dynamic relation between investment‐grade bonds and credit default swaps
R Blanco, S Brennan, IW Marsh
The journal of Finance 60 (5), 2255-2281, 2005
16502005
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
R Blanco, S Brennan, IW Marsh
Bank of England working paper, 2004
1972004
Has financial market integration increased during the nineties?
J Ayuso, R Blanco
Journal of International Financial Markets, Institutions and Money 11 (3-4 …, 2001
1552001
The Euro-area government securities markets: recent developments and implications for market functioning
R Blanco
Banco de España, 2001
732001
Has financial market integration increased during the 1990s?
J Ayuso, R Blanco
BIS Conference Papers 8, 175-195, 2000
452000
Determinants of default ratios in the segment of loans to households in Spain
R Blanco, R Gimeno
Banco de Espana Working Paper, 2012
312012
House prices and real interest rates in Spain
J Ayuso, R Blanco, F Restoy
262006
Estimating liquidity premia in the Spanish government securities market
F Alonso, R Blanco, AD Rio, A Sanchis
The European Journal of Finance 10 (6), 453-474, 2004
262004
Estimating inflation expectations using French government inflation-indexed bonds
F Alonso, R Blanco, A del Río
Banco de España, Servicio de Estudios, 2001
212001
Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities
F Alonso, R Blanco, G Rubio Irigoyen
University of the Basque Country, Department of Foundations of Economic …, 2005
192005
Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
F Alonso, R Blanco
Banco de España & Working Papers Homepage Working Papers, 2005
172005
Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice IBEX-35
R Blanco
Investigaciones económicas 24 (1), 139-175, 2000
162000
Have real interest rates really fallen that much in Spain?
R Blanco, F Restoy
Banco de España Research Paper No. WP-0704, 2007
142007
El mercado español de renta variable: análisis de la liquidez e influencia del mercado de derivados
R Blanco
Banco de España, Servicio de Estudios, 1999
141999
El mercado español de renta variable: análisis de la liquidez e influencia del mercado de derivados
RB Escolar
Universidad del País Vasco-Euskal Herriko Unibertsitatea, 1999
14*1999
Una clasificación por riesgo de los fondos de inversión españoles
J Ayuso, R Blanco, A Sanchís
Banco de España, Servicio de Estudios, 1998
111998
Transmisión de información entre el mercado de futuros sobre el Ibex 35 y el contado
R Blanco
Revista de Economía Aplicada 11 (31), 2003
102003
Estimating liquidity premia in the Spanish government securities market
F Alonso, R Blanco, A del Rio, A Sanchis
Banco de España & Working Papers Homepage Working Papers, 2000
102000
Option-implied preferences adjustments, density forecasts, and the equity risk premium
F Alonso, R Blanco, G Rubio
Spanish Economic Review 11 (2), 141-164, 2009
92009
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