Roberto Blanco - Central Bank Research Hub

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

	Title	Other author(s)
Full text	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	Ricardo Gimeno
Abstract Full text	Have really real interest rates fallen that much in Spain? Bank of Spain Working Papers [View] (Paper: 0704, 27.02.2007) JEL: E43, G12	Fernando Restoy
Abstract Full text	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	Francisco Alonso Gonzalo Rubio
Abstract Full text	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)	Francisco Alonso
Abstract Full text	Testing the forecasting performace of IBEX 35 option implied risk neutral densities Bank of Spain Working Papers [View] (Paper: 0504, 14.02.2005)	Francisco Alonso Gonzalo Rubio
Abstract Full text	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)	Simon Brennan Ian W. Marsh
Abstract Full text	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)	Ian W. Marsh Simon Brennan
Full text	Estimating inflation expectations using French government inflation-indexed bonds Bank of Spain Working Papers [View] (Paper: 0111, 01.12.2001)	Francisco Alonso Ana del Río
Full text	The euro-area government securities markets. Recent developments and implications for market functioning Bank of Spain Working Papers [View] (Paper: 0120, 01.12.2001)

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