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Publications

by alumni of

Facultad de Ciencias Económicas y Empresariales
Universidad Pontificia Comillas
Madrid, Spain

(Faculty of Economics and Business, Comillas Pontifical University)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2023

  1. Juan Equiza & Ricardo Gimeno & Antonio Moreno & Carlos Thomas, 2023. "Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor," Working Papers 2303, Banco de España.

2022

  1. Ricardo Gimeno & Clara I. González, 2022. "The role of a green factor in stock prices. When Fama & French go green," Working Papers 2207, Banco de España.

2019

  1. Pablo de Andrés & Ricardo Gimeno & Ruth Mateos de Cabo, 2019. "The gender gap in bank credit access," Working Papers 1945, Banco de España.

2018

  1. Alberto Fuertes & Ricardo Gimeno & José Manuel Marqués, 2018. "Extraction of inflation expectations from financial instruments in Latin America," Working Papers 1819, Banco de España.
  2. Fuertes, Alberto & Gimeno, Ricardo & Marqués, José Manuel, 2018. "Extraction of Inflation Expectations from Financial Instruments," IDB Publications (Working Papers) 8941, Inter-American Development Bank.

2017

  1. Ricardo Gimeno & Alfredo Ibáñez, 2017. "The eurozone (expected) inflation: an option’s eyes view," Working Papers 1722, Banco de España.
  2. Óscar Arce & Ricardo Gimeno & Sergio Mayordomo, 2017. "Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE," Working Papers 1743, Banco de España.

2016

  1. Ricardo Gimeno & Eva Ortega, 2016. "The evolution of inflation expectations in euro area markets," Working Papers 1627, Banco de España.

2014

  1. Luis Varona Castillo & Laura Gismera Tierno & Ricardo Gimeno Nogues, 2014. "Supervivencia de las empresas según indicadores empresariales. Modelo lineal mixto con datos de panel, período 2004 al 2008, caso de España," Working Papers 13, Peruvian Economic Association.
  2. Juan Ángel García & Ricardo Gimeno, 2014. "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers 1429, Banco de España.

2013

  1. Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013. "Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk," Working Papers 1308, Banco de España.

2012

  1. Roberto Blanco & Ricardo Gimeno, 2012. "Determinants of default ratios in the segment of loans to households in Spain," Working Papers 1210, Banco de España.
  2. Emma Berenguer-Carceles & Ricardo Gimeno & Juan M. Nave, 2012. "Estimation of the Term Structure of Interest Rates: Methodology and Applications," Working Papers 12.06, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
  3. Gimeno, Ricardo & Gonzalez, Clara I., 2012. "An automatic procedure for the estimation of the tail index," MPRA Paper 37023, University Library of Munich, Germany.

2011

  1. Mateos de Cabo, Ruth & Gimeno, Ricardo & Martínez, Miryam & López, Luis, 2011. "Perpetuating gender stereotypes via the internet? an analysis of the women’s presence in Spanish online newspapers," MPRA Paper 33557, University Library of Munich, Germany.

2010

  1. Luis M. Viceira & Ricardo Gimeno, 2010. "The euro as a reserve currency for global investors," Working Papers 1014, Banco de España.

2009

  1. Ricardo Gimeno & José Manuel Marqués, 2009. "Extraction of financial market expectations about inflation and interest rates from a liquid market," Working Papers 0906, Banco de España.

2008

  1. Ricardo Gimeno & José Manuel Marqués, 2008. "Uncertainty and the price of risk in a nominal convergence process," Working Papers 0802, Banco de España.
  2. Clara I. Gonzalez & Ricardo Gimeno, 2008. "Financial Analysts impact on Stock Volatility. A Study on the Pharmaceutical Sector," Working Papers 2008-19, FEDEA.

2006

  1. Ricardo Gimeno & Carmen Martínez-Carrascal, 2006. "The interaction between house prices and loans for house purchase. The Spanish case," Working Papers 0605, Banco de España.
  2. Ricardo Gimeno & Juan M. Nave, 2006. "Genetic algorithm estimation of interest rate term structure," Working Papers 0634, Banco de España.
  3. Ricardo Gimeno & Juan M. Nave, 2006. "Using genetic algorithms to improve the term structure of interest rates fitting," Computing in Economics and Finance 2006 276, Society for Computational Economics.
  4. Clara I. Gonzalez & Ricardo Gimeno, 2006. "VaR competition: Measuring the degree of adjustment of Value at Risk methodologies," Computing in Economics and Finance 2006 429, Society for Computational Economics.

2003

  1. Lorenzo Escot Mangas & Ricardo Gimeno Nogués & Pilar Grau Carles & Ruth Mateos de Cabo & Elena Olmedo Fernández, 2003. "Consecuencias para la predicción de la existencia de caos utilizando modelos TAR," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 03-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.

Journal articles

2021

  1. de Andrés, Pablo & Gimeno, Ricardo & Mateos de Cabo, Ruth, 2021. "The gender gap in bank credit access," Journal of Corporate Finance, Elsevier, vol. 71(C).
  2. Óscar Arce & Sergio Mayordomo & Ricardo Gimeno, 2021. "Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE [Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, vol. 25(1), pages 43-84.

2020

  1. Ricardo Gimeno & Fernando Sols, 2020. "Incorporating sustainability factors into asset management," Financial Stability Review, Banco de España, issue NOV.
  2. Ricardo Gimeno & Fernando Sols, 2020. "La incorporación de factores de sostenibilidad en la gestión de carteras," Revista de Estabilidad Financiera, Banco de España, issue NOV.

2019

  1. Mateos de Cabo, Ruth & Terjesen, Siri & Escot, Lorenzo & Gimeno, Ricardo, 2019. "Do ‘soft law’ board gender quotas work? Evidence from a natural experiment," European Management Journal, Elsevier, vol. 37(5), pages 611-624.

2018

  1. Óscar Arce & Ricardo Gimeno & Sergio Mayordomo, 2018. "Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas," Boletín Económico, Banco de España, issue MAR.
  2. Ricardo Gimeno & Eva Ortega, 2018. "La evolución de las expectativas de inflación del área del euro," Boletín Económico, Banco de España, issue MAR.
  3. Ricardo Gimeno & Ana del Río, 2018. "El recurso de la banca española a la financiación del Eurosistema," Boletín Económico, Banco de España, issue SEP.
  4. Óscar Arce & Ricardo Gimeno & Sergio Mayordomo, 2018. "The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies," Economic Bulletin, Banco de España, issue MAR.
  5. Ricardo Gimeno & Eva Ortega, 2018. "Euro area inflation expectations," Economic Bulletin, Banco de España, issue MAR.
  6. Ricardo Gimeno & Ana del Río, 2018. "Recourse to Eurosystem funding by Spanish banks," Economic Bulletin, Banco de España, issue SEP.
  7. Gimeno, Ricardo & Ibáñez, Alfredo, 2018. "The eurozone (expected) inflation: An option's eyes view," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 70-92.

2017

  1. Alberto Fuertes & Ricardo Gimeno, 2017. "Indicadores sobre expectativas de inflación basados en los precios de instrumentos financieros," Boletín Económico, Banco de España, issue SEP.
  2. Mateos de Cabo, Ruth & Gimeno, Ricardo, 2017. "Jobs for the Boys? Exploring gender biased director’s selection," Economics Letters, Elsevier, vol. 161(C), pages 82-85.

2012

  1. Ruth Mateos de Cabo & Ricardo Gimeno & María Nieto, 2012. "Gender Diversity on European Banks’ Boards of Directors," Journal of Business Ethics, Springer, vol. 109(2), pages 145-162, August.

2010

  1. Gimeno, Ricardo & Martí­nez-Carrascal, Carmen, 2010. "The relationship between house prices and house purchase loans: The Spanish case," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1849-1855, August.
  2. Ruth Mateos De Cabo & Ricardo Gimeno & Lorenzo Escot, 2010. "Discriminación En Consejos De Administración: Análisis E Implicaciones Económicas," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 18(2), pages 131-162, Autumn.

2009

  1. Ricardo Gimeno & José Manuel Marqués Sevillano, 2009. "La extracción de las expectativas del mercado sobre inflación y tipos de interés a partir de las rentabilidades de la deuda pública en la UEM y en Estados Unidos," Boletín Económico, Banco de España, issue NOV, pages 73-82, Noviembre.
  2. Ricardo Gimeno & José Manuel Marqués-Sevillano, 2009. "Incertidumbre y el precio del riesgo en un proceso de convergencia nominal," Monetaria, CEMLA, vol. 0(4), pages 451-489, octubre-d.
  3. Gimeno, Ricardo & Nave, Juan M., 2009. "A genetic algorithm estimation of the term structure of interest rates," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2236-2250, April.

2008

  1. Ricardo Gimeno & José Manuel Marqués, 2008. "Descomposición de los tipos de interés nominales en España durante la convergencia hacia la Unión Monetaria," Boletín Económico, Banco de España, issue FEB, pages 61-69, Febrero.
  2. Rocío Sáenz‐Diez & Ricardo Gimeno & Carlos De Abajo, 2008. "Real Options Valuation: A Case Study of an E‐commerce Company," Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(2), pages 129-143, March.

2007

  1. Elena Olmedo & Ricardo Gimeno & Lorenzo Escot & Ruth Mateos, 2007. "Convergencia y Estabilidad de los Tipos de Cambio Europeos: Una Aplicación de Exponentes de Lyapunov," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(129), pages 91-108.

2006

  1. Ricardo Gimeno & Carmen Martínez-Carrascal, 2006. "La interacción entre el precio de la vivienda y el crédito a hogares destinado a su adquisición," Boletín Económico, Banco de España, issue MAR, pages 63-69, Marzo.

2004

  1. Mateos de Cabo, Ruth & Gimeno Nogués, Ricardo, 2004. "Evaluación del proyecto de Madrid 2012 bajo un enfoque de mercado. Una exploración de posibilidades y mejoras," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).

1999

  1. Gimeno, Ricardo & Manchado, Benjamı́n & Mı́nguez, Román, 1999. "Stationarity tests for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 72-78.

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