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Ricardo Gimeno

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This is information that was supplied by Ricardo Gimeno in registering through RePEc. If you are Ricardo Gimeno , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ricardo
Middle Name:
Last Name: Gimeno
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RePEc Short-ID: pgi62

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Affiliation

Banco de España
Location: Madrid, Spain
Homepage: http://www.bde.es/
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Handle: RePEc:edi:bdegves (more details at EDIRC)

Works

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Working papers

  1. Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013. "Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk," Banco de Espa�a Working Papers 1308, Banco de Espa�a.
  2. Gimeno, Ricardo & Gonzalez, Clara I., 2012. "An automatic procedure for the estimation of the tail index," MPRA Paper 37023, University Library of Munich, Germany.
  3. 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).
  4. Roberto Blanco & Ricardo Gimeno, 2012. "Determinants of default ratios in the segment of loans to households in Spain," Banco de Espa�a Working Papers 1210, Banco de Espa�a.
  5. 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.
  6. Luis M. Viceira & Ricardo Gimeno, 2010. "The euro as a reserve currency for global investors," Banco de Espa�a Working Papers 1014, Banco de Espa�a.
  7. Ricardo Gimeno & José Manuel Marqués, 2009. "Extraction of financial market expectations about inflation and interest rates from a liquid market," Banco de Espa�a Working Papers 0906, Banco de Espa�a.
  8. Ricardo Gimeno & José Manuel Marqués, 2008. "Uncertainty and the price of risk in a nominal convergence process," Banco de Espa�a Working Papers 0802, Banco de Espa�a.
  9. Clara I. Gonzalez & Ricardo Gimeno, 2008. "Financial Analysts impact on Stock Volatility. A Study on the Pharmaceutical Sector," Working Papers 2008-19, FEDEA.
  10. Ricardo Gimeno & Juan M. Nave, 2006. "Genetic algorithm estimation of interest rate term structure," Banco de Espa�a Working Papers 0634, Banco de Espa�a.
  11. 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.
  12. 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.
  13. Ricardo Gimeno & Carmen Martínez-Carrascal, 2006. "The interaction between house prices and loans for house purchase. The Spanish case," Banco de Espa�a Working Papers 0605, Banco de Espa�a.
  14. R.Gimeno & P.Grau & L.Escot & R.Mateos & E.Olmedo, 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.

Articles

  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.
  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.
  3. 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.
  4. Ricardo Gimeno & José Manuel Marqués-Sevillano, 2009. "Incertidumbre y el precio del riesgo en un proceso de convergencia nominal," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 451-489, octubre-d.
  5. 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.
  6. 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.
  7. Ricardo Gimeno & José Manuel Marqués Sevillano, 2008. "Descomposición de los tipos de interés nominales en España durante la convergencia hacia la Unión Monetaria," Boletín, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 84-89, Abril-jun.
  8. 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.
  9. Ruth Mateos de Cabo & Ricardo Gimeno Nogués, 2004. "Madrid 2012 project evaluation under a market perspective: An exploration of possibilities and opportunities for improvement," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE), vol. 4(2), pages 97-118.
  10. 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.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-03-28
  2. NEP-CBA: Central Banking (3) 2008-02-02 2009-04-13 2010-06-04. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2008-05-31
  4. NEP-CMP: Computational Economics (1) 2007-02-24
  5. NEP-ECM: Econometrics (4) 2007-02-24 2009-04-13 2012-03-08 2012-11-11. Author is listed
  6. NEP-EEC: European Economics (2) 2007-03-10 2008-02-02
  7. NEP-ETS: Econometric Time Series (1) 2012-03-08
  8. NEP-FMK: Financial Markets (2) 2008-05-31 2009-04-13
  9. NEP-GEO: Economic Geography (1) 2007-03-10
  10. NEP-HME: Heterodox Microeconomics (1) 2011-10-01
  11. NEP-ICT: Information & Communication Technologies (2) 2007-02-24 2011-10-01
  12. NEP-IFN: International Finance (1) 2010-06-04
  13. NEP-MAC: Macroeconomics (4) 2007-03-10 2008-02-02 2009-04-13 2014-07-21. Author is listed
  14. NEP-MON: Monetary Economics (4) 2007-02-24 2008-02-02 2009-04-13 2010-06-04. Author is listed
  15. NEP-ORE: Operations Research (1) 2014-07-21
  16. NEP-RMG: Risk Management (2) 2008-05-31 2010-06-04
  17. NEP-URE: Urban & Real Estate Economics (1) 2007-03-10

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