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Roberto Blanco

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First Name:Roberto
Middle Name:
Last Name:Blanco
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RePEc Short-ID:pbl236
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Affiliation

Banco de España

Madrid, Spain
http://www.bde.es/
RePEc:edi:bdegves (more details at EDIRC)

Research output

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Working papers

  1. Roberto Blanco & Miguel García-Posada & Sergio Mayordomo & María Rodríguez-Moreno, 2024. "Access to credit and firm survival during a crisis: the case of zero-bank-debt firms," Working Papers 2421, Banco de España.
  2. Roberto Blanco & Sergio Mayordomo, 2023. "Evidencia sobre el alcance de los programas de garantías públicas y de ayudas directas a las empresas españolas implementados durante la crisis del COVID 19," Occasional Papers 2317, Banco de España.
  3. Roberto Blanco & Elena Fernández & Miguel García-Posada & Sergio Mayordomo, 2023. "An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies," Occasional Papers 2319, Banco de España.
  4. Roberto Blanco & Sergio Mayordomo, 2023. "Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis," Occasional Papers 2317, Banco de España.
  5. Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino, 2021. "Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability," Occasional Papers 2119, Banco de España.
  6. Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino, 2021. "El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas," Occasional Papers 2119, Banco de España.
  7. Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino, 2020. "Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19," Occasional Papers 2020, Banco de España.
  8. Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino, 2020. "Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock," Occasional Papers 2020, Banco de España.
  9. Roberto Blanco & Noelia Jiménez, 2018. "Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain," Working Papers 1826, Banco de España.
  10. Roberto Blanco & Ricardo Gimeno, 2012. "Determinants of default ratios in the segment of loans to households in Spain," Working Papers 1210, Banco de España.
  11. Roberto Blanco & Fernando Restoy, 2007. "Have real interest rates really fallen that much in Spain?," Working Papers 0704, Banco de España.
  12. Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Occasional Papers 0608, Banco de España.
  13. Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2006. "Option-implied preferences adjustments, density forecasts, and the equity risk premium," Working Papers 0630, Banco de España.
  14. Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo, 2005. "Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
  15. Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2005. "Testing the forecasting performace of IBEX 35 option implied risk neutral densities," Working Papers 0504, Banco de España.
  16. Francisco Alonso & Roberto Blanco, 2005. "Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?," Working Papers 0541, Banco de España.
  17. Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo, 2005. "Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
  18. Roberto Blanco & Simon Brennan & Ian W. Marsh, 2004. "An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps," Working Papers 0401, Banco de España.
  19. Francisco Alonso & Roberto Blanco & Ana del Río, 2001. "Estimating Inflation Expectations using French Government Inflation-Indexed Bonds," Working Papers 0111, Banco de España.
  20. Roberto Blanco, 2001. "The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning," Working Papers 0120, Banco de España.
  21. Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000. "Estimating Liquidity Premia in the Spanish Government Securities Market," Working Papers 0017, Banco de España.
  22. Juan Ayuso & Roberto Blanco, 1999. "Has Financial Market Integration Increased during the Nineties?," Working Papers 9923, Banco de España.
  23. Roberto Blanco, 1992. "Análisis de coberturas de bonos con futuros financieros y aplicación al caso español," Working Papers wp1992_9207, CEMFI.

Articles

  1. Blanco, Roberto & García-Posada, Miguel & Mayordomo, Sergio & Rodríguez-Moreno, María, 2024. "Access to credit and firm survival during a crisis: The case of zero-bank-debt firms," Journal of Financial Intermediation, Elsevier, vol. 59(C).
  2. Blanco, Roberto & Fernández-Ortiz, Elena & García-Posada, Miguel & Mayordomo, Sergio, 2024. "A new estimation of default probabilities based on non-performing loans," Finance Research Letters, Elsevier, vol. 62(PB).
  3. Roberto Blanco Escolar & Dmitry Khametshin & Álvaro Menéndez Pujadas & Maristela Mulino Ríos, 2023. "La traslación del aumento de los costes de producción a los precios de venta de las empresas no financieras en 2022," Boletín Económico, Banco de España, issue 2023/T3.
  4. Roberto Blanco Escolar & Dmitry Khametshin & Álvaro Menéndez Pujadas & Maristela Mulino Ríos, 2023. "Pass-through of rising production costs to the selling prices of non-financial corporations in 2022," Economic Bulletin, Banco de España, issue 2023/Q3.
  5. Roberto Blanco & Marina García, 2022. "Developments in business solvency and demographics in Spain since the outbreak of the pandemic," Economic Bulletin, Banco de España, issue 3/2022.
  6. Roberto Blanco & Álvaro Menéndez & Maristela Mulino, 2022. "Results of non-financial corporations in 2022 Q1," Economic Bulletin, Banco de España, issue 3/2022.
  7. Roberto Blanco & Marina García, 2022. "La evolución de la solvencia y de la demografía empresarial en España desde el inicio de la pandemia," Boletín Económico, Banco de España, issue 3/2022.
  8. Roberto Blanco & Álvaro Menéndez & Maristela Mulino, 2022. "Resultados de las empresas no financieras en el primer trimestre de 2022," Boletín Económico, Banco de España, issue 3/2022.
  9. Laura Álvarez & Roberto Blanco & Miguel García-Posada, 2020. "La inversión extranjera en el mercado inmobiliario residencial español entre 2007 y 2019," Boletín Económico, Banco de España, issue 2/2020.
  10. Elena Rodríguez de Codes & Antonio Marcelo & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Patricia Stupariu, 2020. "Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
  11. Elena Rodríguez de Codes & Antonio Marcelo & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Patricia Stupariu, 2020. "The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis," Financial Stability Review, Banco de España, issue Autumn.
  12. Pana Alves & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Javier Delgado & Gabriel Jiménez & Eduardo Pérez Asenjo & Carlos Pérez Montes & Carlos Trucharte, 2020. "Evolución reciente de la financiación y del crédito bancario al sector privado no financiero," Boletín Económico, Banco de España, issue 4/2020.
  13. Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Álvaro Menéndez, 2020. "El impacto de la crisis del Covid-19 sobre la situación financiera de las empresas no financieras en 2020: evidencia basada en la Central de Balances," Boletín Económico, Banco de España, issue 4/2020.
  14. Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino, 2020. "The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence," Economic Bulletin, Banco de España, issue 4/2020.
  15. Pana Alves & Roberto Blanco & Sergio Mayordomo & Fabián Arrizabalaga & Javier Delgado & Gabriel Jiménez & Eduardo Pérez Asenjo & Carlos Pérez Montes & Carlos Trucharte, 2020. "Recent developments in financing and bank lending to the non-financial private sector," Economic Bulletin, Banco de España, issue 4/2020.
  16. Laura Álvarez & Roberto Blanco & Miguel García-Posada, 2020. "Foreign investment in the residential real estate market in Spain between 2007 and 2019," Economic Bulletin, Banco de España, issue 2/2020.
  17. Roberto Blanco & Fernando Restoy, 2011. "Have Real Interest Rates Really Fallen That Much In Spain?," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 19(1), pages 153-170, Spring.
  18. Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2009. "Option-implied preferences adjustments, density forecasts, and the equity risk premium," Spanish Economic Review, Springer;Spanish Economic Association, vol. 11(2), pages 141-164, June.
  19. Roberto Blanco, 2008. "Los efectos de las variaciones de los tipos de interés del mercado monetario sobre la renta de los hogares en España," Boletín Económico, Banco de España, issue MAR, pages 77-88, Marzo.
  20. Francisco Alonso & Roberto Blanco, 2007. "Overnight interest rate volatility and its transmission along the euro area money market yield curve," Economic Bulletin, Banco de España, issue APR, pages 113-120, April.
  21. Francisco Alonso & Roberto Blanco, 2007. "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," Boletín Económico, Banco de España, issue FEB, pages 41-49, Febrero.
  22. Roberto Blanco & Simon Brennan & Ian W. Marsh, 2005. "An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps," Journal of Finance, American Finance Association, vol. 60(5), pages 2255-2281, October.
  23. Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis, 2004. "Estimating liquidity premia in the Spanish government securities market," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 453-474.
  24. Francisco Alonso & Roberto Blanco & Ana del Río, 2004. "Créditos hipotecarios a tipo de interés fijo frente a tipo variable: comparación de riesgos e implicaciones macroeconómicas," Boletín Económico, Banco de España, issue APR, pages 73-83, Abril.
  25. Francisco Alonso & Roberto Blanco, 2003. "The significance of sectoral composition in recent stock market developments," Economic Bulletin, Banco de España, issue JAN, pages 95-100, January.
  26. Francisco Alonso & Roberto Blanco, 2003. "La importancia de la composición sectorial en la evolución reciente de las bolsas," Boletín Económico, Banco de España, issue FEB, pages 39-44, Febrero.
  27. Roberto Blanco, 2003. "El contenido informativo de los derivados crediticios," Boletín Económico, Banco de España, issue JAN, pages 67-74, Enero.
  28. Francisco Alonso & Roberto Blanco & Ana del Río, 2001. "Estimación de expectativas de inflación a partir de los precios del bono indiciado francés," Boletín Económico, Banco de España, issue JUN, pages 61-72, Junio.
  29. Roberto Blanco, 2001. "Los mercados de deuda pública del área del euro. Evolución reciente e implicaciones," Boletín Económico, Banco de España, issue NOV, pages 75-84, Noviembre.
  30. Roberto Blanco & Víctor García-Vaquero, 2000. "Los nuevos mercados bursátiles: un instrumento para financiar la nueva economía," Boletín Económico, Banco de España, issue MAY, pages 31-41, Mayo.
  31. Roberto Blanco, 2000. "Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice IBEX-35," Investigaciones Economicas, Fundación SEPI, vol. 24(1), pages 139-175, January.
  32. Roberto Blanco & Ana del Río, 2000. "Una estimación de primas de liquidez en el mercado español de deuda pública," Boletín Económico, Banco de España, issue OCT, pages 63-70, Octubre.
  33. Juan Ayuso & Roberto Blanco, 2000. "¿Ha aumentado el grado de integración financiera durante los noventa?," Boletín Económico, Banco de España, issue JAN, pages 55-61, Enero.
  34. Roberto Blanco, 1992. "Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español," Investigaciones Economicas, Fundación SEPI, vol. 16(3), pages 463-487, September.

Chapters

  1. Juan Ayuso & Roberto Blanco, 2013. "The 2007- Financial Crisis - a EURO-pean Perspective," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 12, pages 415-444, SUERF - The European Money and Finance Forum.
  2. Roberto Blanco & Alberto Cabrero, 2006. "Monetary and financial conditions," Other publications, in: The analysis of the Spanish Economy, chapter 7, pages 177-199, Banco de España.
  3. Roberto Blanco & Víctor García-Vaquero, 2006. "The financial system," Other publications, in: The analysis of the Spanish Economy, chapter 19, pages 517-545, Banco de España.
  4. Roberto Blanco, 2002. "Euro area government securities markets: recent developments and implications for market functioning," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 65-85, Bank for International Settlements.
  5. Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchís, 2001. "Estimating liquidity premia in the Spanish Government securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 79-112, Bank for International Settlements.

Books

  1. Niels 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 , 2013. "50 Years of Money and Finance: Lessons and Challenges," SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan, March.
  2. Roberto Blanco Escolar, 1999. "El mercado español de renta variable. Análisis de la liquidez e influencia del mercado de derivados," Estudios Económicos, Banco de España, number 66.

More information

Research fields, statistics, top rankings, if available.

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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 13 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 (7) 2007-03-10 2007-03-24 2018-08-20 2020-08-10 2021-03-08 2021-09-20 2021-09-20. Author is listed
  2. NEP-CFN: Corporate Finance (5) 2007-03-10 2021-03-08 2021-09-20 2023-11-06 2024-07-08. Author is listed
  3. NEP-BAN: Banking (4) 2012-03-28 2018-08-20 2023-11-06 2024-07-15
  4. NEP-EEC: European Economics (4) 2007-03-10 2007-03-24 2018-08-20 2021-09-20
  5. NEP-RMG: Risk Management (4) 2004-02-29 2021-03-08 2021-09-20 2023-11-06
  6. NEP-FMK: Financial Markets (2) 2004-02-29 2007-02-24
  7. NEP-ISF: Islamic Finance (2) 2021-09-20 2021-09-20
  8. NEP-SBM: Small Business Management (2) 2021-09-20 2024-07-15
  9. NEP-CBA: Central Banking (1) 2007-03-10
  10. NEP-ENT: Entrepreneurship (1) 2024-07-08
  11. NEP-FDG: Financial Development and Growth (1) 2024-07-15
  12. NEP-FIN: Finance (1) 2004-02-29
  13. NEP-FOR: Forecasting (1) 2007-02-24
  14. NEP-MON: Monetary Economics (1) 2007-03-10
  15. NEP-UPT: Utility Models and Prospect Theory (1) 2007-02-24
  16. NEP-URE: Urban and Real Estate Economics (1) 2007-03-24

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