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Ricardo Gimeno

Personal Details

First Name:Ricardo
Middle Name:
Last Name:Gimeno
Suffix:
RePEc Short-ID:pgi62
[This author has chosen not to make the email address public]
Terminal Degree:2000 Facultad de Ciencias Económicas y Empresariales; Universidad Pontificia Comillas (from RePEc Genealogy)

Affiliation

Banco de España

Madrid, Spain
http://www.bde.es/

:


RePEc:edi:bdegves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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;Working Papers Homepage.
  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;Working Papers Homepage.
  3. Ricardo Gimeno & Alfredo Ibáñez, 2017. "The eurozone (expected) inflation: an option’s eyes view," Working Papers 1722, Banco de España;Working Papers Homepage.
  4. Ricardo Gimeno & Eva Ortega, 2016. "The evolution of inflation expectations in euro area markets," Working Papers 1627, Banco de España;Working Papers Homepage.
  5. Juan Ángel García & Ricardo Gimeno, 2014. "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers 1429, Banco de España;Working Papers Homepage.
  6. 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 2014-13, Peruvian Economic Association.
  7. 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;Working Papers Homepage.
  8. Gimeno, Ricardo & Gonzalez, Clara I., 2012. "An automatic procedure for the estimation of the tail index," MPRA Paper 37023, University Library of Munich, Germany.
  9. Roberto Blanco & Ricardo Gimeno, 2012. "Determinants of default ratios in the segment of loans to households in Spain," Working Papers 1210, Banco de España;Working Papers Homepage.
  10. 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).
  11. 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.
  12. Luis M. Viceira & Ricardo Gimeno, 2010. "The euro as a reserve currency for global investors," Working Papers 1014, Banco de España;Working Papers Homepage.
  13. 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;Working Papers Homepage.
  14. Clara I. Gonzalez & Ricardo Gimeno, 2008. "Financial Analysts impact on Stock Volatility. A Study on the Pharmaceutical Sector," Working Papers 2008-19, FEDEA.
  15. Ricardo Gimeno & José Manuel Marqués, 2008. "Uncertainty and the price of risk in a nominal convergence process," Working Papers 0802, Banco de España;Working Papers Homepage.
  16. 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.
  17. 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.
  18. 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;Working Papers Homepage.
  19. Ricardo Gimeno & Juan M. Nave, 2006. "Genetic algorithm estimation of interest rate term structure," Working Papers 0634, Banco de España;Working Papers Homepage.
  20. 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.
    repec:idb:brikps:8941 is not listed on IDEAS

Articles

  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;Boletín Económico Homepage, issue MAR.
  2. Ricardo Gimeno & Eva Ortega, 2018. "La evolución de las expectativas de inflación del área del euro," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAR.
  3. 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;Economic Bulletin Homepage, issue MAR.
  4. Ricardo Gimeno & Eva Ortega, 2018. "Euro area inflation expectations," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue MAR.
  5. Ricardo Gimeno & Ana del Río, 2018. "El recurso de la banca española a la financiación del Eurosistema," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP.
  6. Ricardo Gimeno & Ana del Río, 2018. "Recourse to Eurosystem funding by Spanish banks," Economic Bulletin, Banco de España;Economic Bulletin Homepage, 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.
  8. 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.
  9. Alberto Fuertes & Ricardo Gimeno, 2017. "Indicadores sobre expectativas de inflación basados en los precios de instrumentos financieros," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP.
  10. 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.
  11. 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.
  12. 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.
  13. 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;Boletín Económico Homepage, issue NOV, Noviembre.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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;Boletín Económico Homepage, issue MAR, Marzo.
  20. 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).
  21. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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;Working Papers Homepage.

    Cited by:

    1. Stépahne Lhuissier & Urszula Szczerbowicz, 2018. "Monetary Policy and Corporate Debt Structure," Working papers 697, Banque de France.

  2. Ricardo Gimeno & Alfredo Ibáñez, 2017. "The eurozone (expected) inflation: an option’s eyes view," Working Papers 1722, Banco de España;Working Papers Homepage.

    Cited by:

    1. Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
    2. Ciccarelli, Matteo & García, Juan Angel, 2015. "International spillovers in inflation expectations," Working Paper Series 1857, European Central Bank.

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

    Cited by:

    1. Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 2016.23, Fondazione Eni Enrico Mattei.
    2. Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
    3. M. Deroose & A. Stevens, 2017. "Low inflation in the euro area : Causes and consequences," Economic Review, National Bank of Belgium, issue i, pages 111-125, June.
    4. Pablo Burriel & Alessandro Galesi, 2016. "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers 1631, Banco de España;Working Papers Homepage.

  4. Juan Ángel García & Ricardo Gimeno, 2014. "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers 1429, Banco de España;Working Papers Homepage.

    Cited by:

    1. Sören Radde & Cristina Checherita-Westphal & Wei Cui, 2015. "Government Bond Liquidity and Sovereign-Bank Interlinkages," SFB 649 Discussion Papers SFB649DP2015-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

  5. 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;Working Papers Homepage.

    Cited by:

    1. Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018. "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 40-56.
    2. Oguzhan Cepni & Doruk Kucuksarac, 2017. "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," CBT Research Notes in Economics 1702, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    3. Juan Ángel García & Ricardo Gimeno, 2014. "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers 1429, Banco de España;Working Papers Homepage.
    4. Rubia, Antonio & Sanchis-Marco, Lidia & Serrano, Pedro, 2016. "Market frictions and the pricing of sovereign credit default swaps," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 223-252.

  6. Roberto Blanco & Ricardo Gimeno, 2012. "Determinants of default ratios in the segment of loans to households in Spain," Working Papers 1210, Banco de España;Working Papers Homepage.

    Cited by:

    1. Gila-Gourgoura, E. & Nikolaidou, E., 2017. "Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Spanish Banking System," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 10(1), pages 60-71, March.
    2. Irina Stanga & Razvan Vlahu & Jakob de Haan, 2017. "Mortgage arrears, regulation and institutions: Cross-country evidence," DNB Working Papers 580, Netherlands Central Bank, Research Department.
    3. International Monetary Fund, 2012. "Spain; Vulnerabilities of Private Sector Balance Sheets and Risks to the Financial Sector Technical Notes," IMF Staff Country Reports 12/140, International Monetary Fund.
    4. Aller, Carlos & Grant, Charles, 2018. "The effect of the financial crisis on default by Spanish households," Journal of Financial Stability, Elsevier, vol. 36(C), pages 39-52.

  7. 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;Working Papers Homepage.

    Cited by:

    1. Tosapol Apaitan, 2015. "Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model," PIER Discussion Papers 4., Puey Ungphakorn Institute for Economic Research, revised Sep 2015.
    2. Aguilar-Argaez Ana María & Elizondo Rocío & Roldán-Peña Jessica, 2016. "Break-Even-Inflation's Decomposition in Mexico," Working Papers 2016-22, Banco de México.
    3. Rocío Elizondo, 2013. "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers 2013-03, Banco de México.
    4. Fabricio Tourrucôo & João F. Caldeira & Guilherme V. Moura & André A. P. Santos, 2016. "Forecasting The Yield Curve With The Arbitrage-Free Dynamic Nelson-Siegel Model: Brazilian Evidence," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 028, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

  8. Ricardo Gimeno & José Manuel Marqués, 2008. "Uncertainty and the price of risk in a nominal convergence process," Working Papers 0802, Banco de España;Working Papers Homepage.

    Cited by:

    1. Javier Mencía, 2009. "Assessing the risk-return trade-off in loans portfolios," Working Papers 0911, Banco de España;Working Papers Homepage.
    2. Rocío Elizondo, 2013. "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers 2013-03, Banco de México.
    3. 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;Working Papers Homepage.

  9. 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;Working Papers Homepage.

    Cited by:

    1. Andrea Nobili & Francesco Zollino, 2012. "A structural model for the housing and credit markets in Italy," Temi di discussione (Economic working papers) 887, Bank of Italy, Economic Research and International Relations Area.
    2. Béchir Bouzid, 2010. "Titrisation des emprunts hypothécaires et bulle immobilière aux États-Unis : les origines d’une débâcle," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 101-142.
    3. Sophocles N. Brissimis & Thomas Vlassopoulos, 2007. "The Interaction between Mortgage Financing and Housing Prices in Greece," Working Papers 58, Bank of Greece.
    4. Baris Teke, 2013. "Effects of a Change in the Composition of IMKB 30 on Stock Performance," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(51), pages 21-57, April.
    5. Fernando Nieto, 2007. "The determinants of household credit in Spain," Working Papers 0716, Banco de España;Working Papers Homepage.
    6. Mustafa Akan, 2013. "A Dynamic Model of Pension Fund Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(51), pages 1-20, April.
    7. De Bandt. O. & Bruneau, C. & El Amri, W., 2006. "Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data," Working papers 158, Banque de France.
    8. Orhan Erdem & Hande Oruc & Yusuf Varli, 2013. "Housing Market and Macroeconomic Fundamentals," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(51), pages 58-81, April.
    9. Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Occasional Papers 0608, Banco de España;Occasional Papers Homepage.

  10. Ricardo Gimeno & Juan M. Nave, 2006. "Genetic algorithm estimation of interest rate term structure," Working Papers 0634, Banco de España;Working Papers Homepage.

    Cited by:

    1. Philip Vermeulen & Daniel Dias & Maarten Dossche & Erwan Gautier & Ignacio Hernando & Roberto Sabbatini & Harald Stahl, 2007. "Price setting in the euro area : some stylised facts from individual producer price data," Working Paper Research 111, National Bank of Belgium.
    2. Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
    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. Kujal Praveen & Ruiz Juan M., 2007. "Cost Effectiveness of R&D and Strategic Trade Policy," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 7(1), pages 1-35, April.
    5. Eder, Armin & Keiler, Sebastian & Pichl, Hannes, 2013. "Interest rate risk and the Swiss solvency test," Discussion Papers 41/2013, Deutsche Bundesbank.
    6. Paul Beaumont & Yaniv Jerassy-Etzion, 2011. "Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method," Working Papers wp2011_08_03, Department of Economics, Florida State University.
    7. Emrah Ahi & Vedat Akgiray & Emrah Sener, 2018. "Robust term structure estimation in developed and emerging markets," Annals of Operations Research, Springer, vol. 260(1), pages 23-49, January.
    8. Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015. "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(2), pages 207-245, June.
    9. Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute.

Articles

  1. 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.
    See citations under working paper version above.
  2. 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.

    Cited by:

    1. Owen, Ann L. & Temesvary, Judit, 2018. "The performance effects of gender diversity on bank boards," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 50-63.
    2. Farag, Hisham & Mallin, Chris, 2017. "Board diversity and financial fragility: Evidence from European banks," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 98-112.
    3. Donato Masciandaro & Paola Profeta & Davide Romelli, 2016. "Gender and Monetary Policymaking: Trends and Drivers," BAFFI CAREFIN Working Papers 1512, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    4. Joanna Tyrowicz & Jakub Mazurek, 2017. "All on board? New evidence on board gender diversity from a large panel of firms," GRAPE Working Papers 5, GRAPE Group for Research in Applied Economics.
    5. Shkendije Himaj, 2014. "Corporate Governance in Banks and its Impact on Risk and Performance: Review of Literature on the Selected Governance Mechanisms," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 3(3), pages 53-85.
    6. Hisham Farag & Chris Mallin, 2016. "The Impact of the Dual Board Structure and Board Diversity: Evidence from Chinese Initial Public Offerings (IPOs)," Journal of Business Ethics, Springer, vol. 139(2), pages 333-349, December.
    7. Francesca Arnaboldi & Barbara Casu, 2012. "Corporate Governance in European Banking," Chapters,in: Research Handbook on International Banking and Governance, chapter 31 Edward Elgar Publishing.
    8. Simon Ho & Annie Li & Kinsun Tam & Feida Zhang, 2015. "CEO Gender, Ethical Leadership, and Accounting Conservatism," Journal of Business Ethics, Springer, vol. 127(2), pages 351-370, March.
    9. Özbilgin, Mustafa & Tatli, Ahu & Ipek, Gulce & Sameer, Mohammad, 2016. "Four approaches to accounting for diversity in global organisations," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 35(C), pages 88-99.
    10. Padma Rao Sahib, 2015. "Status, Peer Influence, and Racio-ethnic Diversity in Times of Institutional Change: An Examination from European Labour Law," Journal of Business Ethics, Springer, vol. 126(2), pages 205-218, January.
    11. J. Samuel Baixauli-Soler & Maria Belda-Ruiz & Gregorio Sanchez-Marin, 2017. "An executive hierarchy analysis of stock options: Does gender matter?," Review of Managerial Science, Springer, vol. 11(4), pages 737-766, October.
    12. Mehdi Nekhili & Hayette Gatfaoui, 2013. "Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors," Journal of Business Ethics, Springer, vol. 118(2), pages 227-249, December.
    13. Ghosh, Saibal, 2017. "Why is it a man’s world, after all? Women on bank boards in India," Economic Systems, Elsevier, vol. 41(1), pages 109-121.
    14. Xingqiang Du, 2016. "Does Confucianism Reduce Board Gender Diversity? Firm-Level Evidence from China," Journal of Business Ethics, Springer, vol. 136(2), pages 399-436, June.
    15. Talavera, Oleksandr & Yin, Shuxing & Zhang, Mao, 2018. "Age diversity, directors' personal values, and bank performance," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 60-79.
    16. Emma García-Meca, 2016. "Political connections, gender diversity and compensation policy," Review of Managerial Science, Springer, vol. 10(3), pages 553-576, July.
    17. Baixauli-Soler, J. Samuel & Belda-Ruiz, Maria & Sanchez-Marin, Gregorio, 2015. "Executive stock options, gender diversity in the top management team, and firm risk taking," Journal of Business Research, Elsevier, vol. 68(2), pages 451-463.
    18. Magda Bianco & Angela Ciavarella & Rossella Signoretti, 2013. "Women on corporate boards in Italy," Questioni di Economia e Finanza (Occasional Papers) 174, Bank of Italy, Economic Research and International Relations Area.
    19. Maria Lucas-Pérez & Antonio Mínguez-Vera & Juan Baixauli-Soler & Juan Martín-Ugedo & Gregorio Sánchez-Marín, 2015. "Women on the Board and Managers’ Pay: Evidence from Spain," Journal of Business Ethics, Springer, vol. 129(2), pages 265-280, June.
    20. Saeed, Abubakr & Belghitar, Yacine & Yousaf, Amna, 2016. "Firm-level determinants of gender diversity in the boardrooms: Evidence from some emerging markets," International Business Review, Elsevier, vol. 25(5), pages 1076-1088.
    21. Dan CHIRLESAN & Marius Constantin APOSTOAIE, 2012. "Corporate Governance within Financial Institutions: Asset or Liability?," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 45-52.
    22. Tran Thi Thanh Tu & Hoang Huu Loi & Tran Thi Hoang Yen, 2015. "Relationship between Gender Diversity on Boards and Firm¡¯s Performance - Case Study about ASEAN Banking Sector," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 150-159, April.
    23. Nina Smith & Pierpaolo Parrotta, 2018. "Why so Few Women on Boards of Directors? Empirical Evidence from Danish Companies in 1998–2010," Journal of Business Ethics, Springer, vol. 147(2), pages 445-467, January.

  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.

    Cited by:

    1. Fabian Lindner, 2014. "The Interaction of Mortgage Credit and Housing Prices in the US," IMK Working Paper 133-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2. Glenn Lauren Moore, 2018. "The drivers of household indebtedness re-considered: an empirical evaluation of competing macroeconomic arguments on the determinants of household indebtedness in OECD countries," Working Papers 207, Department of Economics, SOAS, University of London, UK.
    3. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2012. "Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010," Economic Modelling, Elsevier, vol. 29(6), pages 2349-2361.
    4. Glennie Lauren Moore & Engelbert Stockhammer, 2018. "The drivers of household indebtedness re-considered: an empirical evaluation of competing arguments on the macroeconomic determinants of household indebtedness in OECD countries," Working Papers PKWP1803, Post Keynesian Economics Society (PKES).
    5. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2011. "Monetary policy and housing prices : a case study of Chinese experience in 1999-2010," BOFIT Discussion Papers 17/2011, Bank of Finland, Institute for Economies in Transition.
    6. André Ebner, 2013. "Capital Inflows to Greece, Spain, Portugal and Ireland: A Sector-Level View," International Finance, Wiley Blackwell, vol. 16(3), pages 333-361, December.
    7. Bhardwaj, Geetesh & Sengupta, Rajdeep, 2012. "Subprime mortgage design," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1503-1519.
    8. Juan Carlos Cuestas, 2016. "House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR," Working Papers 16-11, Asociación Española de Economía y Finanzas Internacionales.
    9. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
    10. Hyun Jeong Kim & Jong Chil Son & Myung-Soo Yie, 2017. "House Price Dynamics with Household Debt: The Korean Case-super-," Asian Economic Journal, East Asian Economic Association, vol. 31(1), pages 39-59, March.
    11. Tamás Berki & Tibor Szendrei, 2017. "The cyclical position of housing prices – a VECM approach for Hungary," MNB Occasional Papers 2017/126, Magyar Nemzeti Bank (Central Bank of Hungary).
    12. Tsai, I-Chun, 2018. "House price convergence in euro zone and non-euro zone countries," Economic Systems, Elsevier, vol. 42(2), pages 269-281.
    13. Juan Carlos Cuestas & Merike Kukk, 2017. "Asymmetries in the interaction between housing prices and housing credit in Estonia," Bank of Estonia Working Papers wp2017-2, Bank of Estonia, revised 25 May 2017.
    14. Stockhammer, Engelbert & Wildauer, Rafael, 2017. "Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD countries," Greenwich Papers in Political Economy 18276, University of Greenwich, Greenwich Political Economy Research Centre.
    15. Mandell, Svante & Wilhelmsson, Mats, 2013. "Financial infrastructure and house prices," Working papers in Transport Economics 2013:7, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
    16. Péter Fáykiss, Márton Nagy and Anikó Szombati, 2017. "Regionally-differentiated debt cap rules: a Hungarian perspective," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 153-178 Bank for International Settlements.
    17. André K. Anundsen & Karsten Gerdrup & Frank Hansen & Kasper Kragh‐Sørensen, 2016. "Bubbles and Crises: The Role of House Prices and Credit," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1291-1311, November.
    18. Athanasios Tagkalakis, 2010. "Fiscal policy and financial market movements," Working Papers 116, Bank of Greece.
    19. Tajik, Mohammad & Aliakbari, Saeideh & Ghalia, Thaana & Kaffash, Sepideh, 2015. "House prices and credit risk: Evidence from the United States," Economic Modelling, Elsevier, vol. 51(C), pages 123-135.
    20. Barakova, Irina & Calem, Paul S. & Wachter, Susan M., 2014. "Borrowing constraints during the housing bubble," Journal of Housing Economics, Elsevier, vol. 24(C), pages 4-20.
    21. Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013. "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, vol. 33(C), pages 482-492.
    22. Rima Turk, 2015. "Housing Price and Household Debt Interactions in Sweden," IMF Working Papers 15/276, International Monetary Fund.
    23. Man Cho, 2014. "Housing price and mortgage credit cycles: tales of two countries," Chapters,in: The Global Financial Crisis and Housing, chapter 5, pages 82-111 Edward Elgar Publishing.
    24. Trofimov, Ivan D. & Md. Aris, Nazaria & C. D. Xuan, Dickson, 2018. "Macroeconomic and demographic determinants of residential property prices in Malaysia," MPRA Paper 85819, University Library of Munich, Germany.
    25. Hassan Gholipour Fereidouni & Usama Al-Mulali & Janice Y. M. Lee & Abdul Hakim Mohammed, 2016. "Dynamic Relationship between House Prices in Malaysia's Major Economic Regions and Singapore House Prices," Regional Studies, Taylor & Francis Journals, vol. 50(4), pages 657-670, April.
    26. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
    27. Gerlach-Kristen, Petra & Mc Inerney, Niall, 2014. "The Role of Credit in the Housing Market," Papers WP495, Economic and Social Research Institute (ESRI).
    28. Christoph Basten & Catherine Koch, 2016. "The causal effect of house prices on mortgage demand and mortgage supply: evidence from Switzerland," BIS Working Papers 555, Bank for International Settlements.
    29. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.
    30. Murteza Sanjarani Pour & Parviz Nasir Khani & Gholamreza Zamanian & Kamran Barghandan, 2013. "Specifying The Effective Determinants Of House Price Volatilities In Iran," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 11(2), pages 15-20.
    31. Christian Heebøll-Christensen, 2011. "Financial Instability - a Result of Excess Liquidity or Credit Cycles?," Discussion Papers 11-21, University of Copenhagen. Department of Economics.
    32. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
    33. Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014. "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 129-146.
    34. Heeho Kim & SaeWoon Park & Sun Hye Lee, 2012. "House Price and Bank Lending in a Premium Submarket in Korea," International Real Estate Review, Asian Real Estate Society, vol. 15(1), pages 1-42.
    35. Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.

  4. 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.

    Cited by:

    1. João Caldeira & Guilherme Moura & André Santos, 2015. "Measuring Risk in Fixed Income Portfolios using Yield Curve Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 65-82, June.
    2. Maciel, Leandro & Gomide, Fernando & Ballini, Rosangela, 2016. "A differential evolution algorithm for yield curve estimation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 129(C), pages 10-30.
    3. Victor A. Lapshin & Vadim Ya. Kaushanskiy, 2014. "A Nonparametric Method For Term Structure Fitting With Automatic Smoothing," HSE Working papers WP BRP 39/FE/2014, National Research University Higher School of Economics.
    4. He, Xin-Jiang & Zhu, Song-Ping, 2016. "An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching," Journal of Economic Dynamics and Control, Elsevier, vol. 71(C), pages 77-85.
    5. Marianna Lyra, 2010. "Heuristic Strategies in Finance – An Overview," Working Papers 045, COMISEF.
    6. Bekker, Paul A., 2017. "Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve," Research Report 17009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    7. 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;Working Papers Homepage.
    8. Giuseppe Arbia & Michele Di Marcantonio, 2015. "Forecasting Interest Rates Using Geostatistical Techniques," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 1-28, November.
    9. Juan Ángel García & Ricardo Gimeno, 2014. "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers 1429, Banco de España;Working Papers Homepage.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (10) 2007-03-10 2008-02-02 2009-04-13 2014-07-21 2014-09-29 2015-01-09 2016-12-04 2017-06-11 2018-01-29 2018-07-16. Author is listed
  2. NEP-MON: Monetary Economics (8) 2007-02-24 2008-02-02 2009-04-13 2010-06-04 2016-12-04 2017-06-11 2018-01-29 2018-07-16. Author is listed
  3. NEP-EEC: European Economics (5) 2007-03-10 2008-02-02 2016-12-04 2017-06-11 2018-01-29. Author is listed
  4. NEP-CBA: Central Banking (4) 2008-02-02 2009-04-13 2010-06-04 2016-12-04
  5. NEP-ECM: Econometrics (4) 2007-02-24 2009-04-13 2012-03-08 2012-11-11
  6. NEP-FMK: Financial Markets (2) 2008-05-31 2009-04-13
  7. NEP-ICT: Information & Communication Technologies (2) 2007-02-24 2011-10-01
  8. NEP-RMG: Risk Management (2) 2008-05-31 2010-06-04
  9. NEP-BAN: Banking (1) 2012-03-28
  10. NEP-BEC: Business Economics (1) 2015-01-09
  11. NEP-CFN: Corporate Finance (1) 2008-05-31
  12. NEP-CMP: Computational Economics (1) 2007-02-24
  13. NEP-DGE: Dynamic General Equilibrium (1) 2015-01-09
  14. NEP-ETS: Econometric Time Series (1) 2012-03-08
  15. NEP-GEO: Economic Geography (1) 2007-03-10
  16. NEP-GER: German Papers (1) 2014-09-29
  17. NEP-HME: Heterodox Microeconomics (1) 2011-10-01
  18. NEP-IFN: International Finance (1) 2010-06-04
  19. NEP-LAM: Central & South America (1) 2018-07-16
  20. NEP-ORE: Operations Research (1) 2014-07-21
  21. NEP-URE: Urban & Real Estate Economics (1) 2007-03-10

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