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Roberto Blanco

Personal Details

First Name:Roberto
Middle Name:
Last Name:Blanco
Suffix:
RePEc Short-ID:pbl236
[This author has chosen not to make the email address public]

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 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;Working Papers Homepage.
  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;Working Papers Homepage.
  3. Roberto Blanco & Fernando Restoy, 2007. "Have real interest rates really fallen that much in Spain?," Working Papers 0704, Banco de España;Working Papers Homepage.
  4. Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Occasional Papers 0608, Banco de España;Occasional Papers Homepage.
  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;Working Papers Homepage.
  6. Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo, 2005. "Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts," DFAEII Working Papers 2005-10, 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;Working Papers Homepage.
  8. Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo, 2005. "Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities," DFAEII Working Papers 2005-09, 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;Working Papers Homepage.
  11. Roberto Blanco, 2001. "The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning," Working Papers 0120, Banco de España;Working Papers Homepage.
  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;Working Papers Homepage.
  13. Juan Ayuso & Roberto Blanco, 1999. "Has Financial Market Integration Increased during the Nineties?," Working Papers 9923, Banco de España;Working Papers Homepage.
  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;Boletín Económico Homepage, issue MAR, 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;Economic Bulletin Homepage, issue APR, 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;Boletín Económico Homepage, issue FEB, 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;Boletín Económico Homepage, issue APR, Abril.
  9. Francisco Alonso & Roberto Blanco, 2003. "The significance of sectoral composition in recent stock market developments," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue JAN, 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;Boletín Económico Homepage, issue FEB, Febrero.
  11. Roberto Blanco, 2003. "El contenido informativo de los derivados crediticios," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JAN, Enero.
  12. 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;Boletín Económico Homepage, issue JUN, Junio.
  13. Roberto Blanco, 2001. "Los mercados de deuda pública del área del euro. Evolución reciente e implicaciones," Boletín Económico, Banco de España;Boletín Económico Homepage, issue NOV, Noviembre.
  14. Roberto Blanco & Ana del Río, 2000. "Una estimación de primas de liquidez en el mercado español de deuda pública," Boletín Económico, Banco de España;Boletín Económico Homepage, issue OCT, Octubre.
  15. 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.
  16. Juan Ayuso & Roberto Blanco, 2000. "¿Ha aumentado el grado de integración financiera durante los noventa?," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JAN, Enero.
  17. Roberto Blanco & Víctor García-Vaquero, 2000. "Los nuevos mercados bursátiles: un instrumento para financiar la nueva economía," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, 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;Other publications Homepage.
  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;Other publications Homepage.
  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.
  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;Estudios Económicos Homepage, number 66.

More information

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Statistics

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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-FOR: Forecasting (1) 2007-02-24
  8. NEP-MON: Monetary Economics (1) 2007-03-10
  9. NEP-RMG: Risk Management (1) 2004-02-29
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2007-02-24
  11. NEP-URE: Urban & Real Estate Economics (1) 2007-03-24

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