Roberto Blanco - Central Bank Research Hub

Papers by year: All | 2012 | 2007 | 2006 | 2005 | 2004 | 2001

Title Other author(s)

Determinants of default ratios in the segment of loans to households in Spain

Bank of Spain Working Papers [View] (Paper: 1210, 17.02.2012)

JEL: C23, D14, G21

Have really real interest rates fallen that much in Spain?

Bank of Spain Working Papers [View] (Paper: 0704, 27.02.2007)

JEL: E43, G12

Option-implied preferences adjustments, density forecasts, and the equity risk premium

Bank of Spain Working Papers [View] (Paper: 0630, 27.11.2006)

JEL: G10, G12

Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?

Bank of Spain Working Papers [View] (Paper: 0541, 18.12.2005)

Testing the forecasting performace of IBEX 35 option implied risk neutral densities

Bank of Spain Working Papers [View] (Paper: 0504, 14.02.2005)

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Bank of England Working papers [View] (Paper: 211, 25.06.2004)

An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps

Bank of Spain Working Papers [View] (Paper: 0401, 01.01.2004)

The euro-area government securities markets. Recent developments and implications for market functioning

Bank of Spain Working Papers [View] (Paper: 0120, 01.12.2001)

Estimating inflation expectations using French government inflation-indexed bonds

Bank of Spain Working Papers [View] (Paper: 0111, 01.12.2001)

Papers by year: All | 2012 | 2007 | 2006 | 2005 | 2004 | 2001