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Roberto Blanco

Personal Details

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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Jump to: Working papers Articles Chapters Books

Working papers

  1. 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.
  2. Roberto Blanco & Ricardo Gimeno, 2012. "Determinants of default ratios in the segment of loans to households in Spain," Working Papers 1210, Banco de España.
  3. Roberto Blanco & Fernando Restoy, 2007. "Have real interest rates really fallen that much in Spain?," Working Papers 0704, Banco de España.
  4. Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Occasional Papers 0608, Banco de España.
  5. Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2006. "Option-implied preferences adjustments, density forecasts, and the equity risk premium," Working Papers 0630, Banco de España.
  6. 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.
  7. 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.
  8. 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.
  9. Roberto Blanco & Simon Brennan & Ian W Marsh, 2004. "An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps," Bank of England working papers 211, Bank of England.
  10. Francisco Alonso & Roberto Blanco & Ana del Río, 2001. "Estimating Inflation Expectations using French Government Inflation-Indexed Bonds," Working Papers 0111, Banco de España.
  11. Roberto Blanco, 2001. "The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning," Working Papers 0120, Banco de España.
  12. 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.
  13. Juan Ayuso & Roberto Blanco, 1999. "Has Financial Market Integration Increased during the Nineties?," Working Papers 9923, Banco de España.
  14. Roberto Blanco, 1992. "Análisis de coberturas de bonos con futuros financieros y aplicación al caso español," Working Papers wp1992_9207, CEMFI.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Roberto Blanco, 2003. "El contenido informativo de los derivados crediticios," Boletín Económico, Banco de España, issue JAN, pages 67-74, Enero.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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

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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 6 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-EEC: European Economics (3) 2007-03-10 2007-03-24 2018-08-20
  2. NEP-MAC: Macroeconomics (3) 2007-03-10 2007-03-24 2018-08-20
  3. NEP-BAN: Banking (2) 2012-03-28 2018-08-20
  4. NEP-FMK: Financial Markets (2) 2004-02-29 2007-02-24
  5. NEP-CBA: Central Banking (1) 2007-03-10
  6. NEP-CFN: Corporate Finance (1) 2007-03-10
  7. NEP-FIN: Finance (1) 2004-02-29
  8. NEP-FOR: Forecasting (1) 2007-02-24
  9. NEP-MON: Monetary Economics (1) 2007-03-10
  10. NEP-RMG: Risk Management (1) 2004-02-29
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2007-02-24
  12. NEP-URE: Urban and Real Estate Economics (1) 2007-03-24

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