SSRN Banco de Espana Research Paper Series

1.

Structured Finance and the Financial Turmoil of 2007-2008: An Introductory Overview

Banco de Espana Occasional Paper No. 0808

Number of pages: 43 Posted: 02 Sep 2008

Working Paper Series

Sarai Criado and Adrian Van Rixtel

Banco de España - Department of International Economics & International Relations and Banco de España - Department of International Economics & International Relations

Downloads 1,743

2.

How Does Competition Impact Bank Risk-Taking?

Banco de Espana Working Paper No. 1005

Number of pages: 35 Posted: 05 Apr 2010 Last Revised: 08 Apr 2010

Working Paper Series

Gabriel Jiménez, Jose A. Lopez and Jesus Saurina Salas

Banco de España, Federal Reserve Bank of San Francisco and Banco de España

Downloads 811

3.

Determinants of Non-Performing Loans Ratio of Banks in a Dollarized Economy: The Case of Uruguay

Banco de España Research Paper No. WP-0722,

Number of pages: 45 Posted: 04 Sep 2007

Working Paper Series

Martín Vallcorba and Javier Delgado

Central Bank of Uruguay and Banco de España

Downloads 806

4.

How do Intangible Assets Create Economic Value? An Application to Banks

Banco de España Research Paper No. WP-0730,

Number of pages: 38 Posted: 11 Oct 2007

Working Paper Series

Alfredo Martín‐Oliver and Vicente Salas-Fumás

University of the Balearic Islands and University of Zaragoza - Department of Business Administration and Organization

Downloads 690

5.

Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes

Banco de Espana Research Paper No. WP-0614

Number of pages: 33 Posted: 27 Jul 2006

Working Paper Series

Jesus Saurina Salas, Daniel Perez and Vicente Salas-Fumás

Banco de España, Banco de España and University of Zaragoza - Department of Business Administration and Organization

There are 2 versions of this paper

Downloads 673

6.

Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk-Taking?

Banco de Espana Working Paper No. 0833

Number of pages: 49 Posted: 27 Jan 2009

Working Paper Series

Gabriel Jiménez, Steven Ongena, Jose-Luis Peydro and Jesus Saurina Salas

Banco de España, University of Zurich - Department of Banking and Finance, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Banco de España

There are 2 versions of this paper

Downloads 637

7.

Testing for Competition in the Spanish Banking Industry: The Panzar-Rosse Approach Revisited

Banco de España Research Paper No. WP-0726,

Number of pages: 45 Posted: 07 Aug 2007

Working Paper Series

Luis Gutiérrez de Rozas

Comisión Nacional de Energía (CNE)

Downloads 634

8.

Implied Default Barrier in Credit Default Swap Premia

Banco de España Research Paper,

Number of pages: 47 Posted: 06 Feb 2007 Last Revised: 30 Jul 2008

Working Paper Series

Francisco Alonso, J. Manuel Marqués and Santiago Forte

Banco de España, Banco de España and ESADE Business School, Ramon Llull University

Downloads 603

9.

Genetic Algorithm Estimation of Interest Rate Term Structure

Banco de Espana Research Paper No. WP-0634

Number of pages: 35 Posted: 13 Dec 2006

Working Paper Series

Ricardo Gimeno and Juan Miguel Nave

Banco de España and University of Castilla-La Mancha

Downloads 570

10.

Delving into Country Risk

Banco de España Occasional Paper No. 0802,

Number of pages: 96 Posted: 17 Apr 2008

Working Paper Series

Silvia Iranzo

Banco de España

Downloads 539

11.

The Spanish Economic Crisis: Key Factors and Growth Challenges in the Euro Area

Banco de Espana Occasional Paper No. 1201

Number of pages: 39 Posted: 05 Mar 2012

Working Paper Series

Eloísa Ortega and Juan Peñalosa

Banco de España and Banco de España

Downloads 493

12.

Corporate Governance and Corporate Ownership: The Investment Behaviour of Japanese Institutional Investors

Banco de España Research Paper No. OP-0703,

Number of pages: 54 Posted: 29 May 2007

Working Paper Series

Alper Kara, Adrian A. R. J. M. van Rixtel and Yener Altunbas

Loughborough University, European Central Bank (ECB) and University of Wales, Bangor

Downloads 434

13.

Where is the Value in High Frequency Trading?

Quarterly Journal of Finance, Volume 2 (3), 2012, 1-46

Number of pages: 54 Posted: 01 Jun 2011 Last Revised: 11 Mar 2013

Working Paper Series

Álvaro Cartea and José Penalva

University of Oxford and Universidad Carlos III, Madrid - Business Economics Department

There are 2 versions of this paper

Downloads 397

14.

The Industrial Impact of Oil Price Shocks: Evidence from the Industries of Six OECD Countries

Banco de España Research Paper No. WP-0731,

Number of pages: 51 Posted: 05 Oct 2007

Working Paper Series

Rebeca Jiménez-Rodríguez

University of Salamanca - Department of Economics and Economic History

Downloads 394

15.

Cash Holdings, Firm Size and Access to External Finance - Evidence for the Euro Area

Banco de Espana Working Paper No. 1034

Number of pages: 25 Posted: 19 Nov 2010

Working Paper Series

Carmen Martinez-Carrascal

Banco de España

Downloads 387

16.

Hard or Soft? Institutional Reforms and Infrastructure Spending as Determinants of Foreign Direct Investment in China

Banco de Espana Research Paper No. WP-0616, UC Santa Cruz Center for Int'l Econ (SCCIE) Paper No. 05-06

Number of pages: 23 Posted: 03 May 2005

Working Paper Series

K. C. Fung, Alicia García-Herrero, Hitomi Iizaka and Alan Siu

University of California at Santa Cruz, NATIXIS HONG KONG, University of California at Santa Cruz and The University of Hong Kong - School of Economics and Finance

Downloads 379

17.

An Assessment of Basel II Procyclicality in Mortgage Portfolios

Banco de España Research Paper No. WP-0712,

Number of pages: 33 Posted: 29 May 2007

Working Paper Series

Jesus Saurina Salas and Carlos Trucharte

Banco de España and Banco de España

Downloads 370

18.

Recent Episodes of Sovereign Debt Restructurings: A Case-Study Approach

Banco de Espana Occasional Paper No. 0804

Number of pages: 82 Posted: 07 Aug 2008

Working Paper Series

Javier Díaz-Cassou, Aitor Erce and Juan J. Vázquez-Zamora

Banco de España, European Stability Mechanism and Banco de España

Downloads 355

19.

Is the Internet Delivery Channel Changing Banks' Performance? The Case of Spanish Banks

Banco de Espana Research Paper No. WP-0624

Number of pages: 28 Posted: 16 Sep 2006

Working Paper Series

Ignacio Hernando and Maria Nieto

Banco de España and Banco de España

Downloads 352

20.

A New Approach to Measuring Competition in the Loan Markets of the Euro Area

ECB Working Paper No. 768, Banco de España Working Paper No. 0736,

Number of pages: 33 Posted: 28 Jun 2007

Working Paper Series

Michiel van Leuvensteijn, Jacob Antoon Bikker, Adrian A. R. J. M. van Rixtel and Christoffer Kok

delete, De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)

Downloads 327

21.

Inflation-Linked Bonds from a Central Bank Perspective

ECB Occasional Paper No. 62, Banco de España Research Paper No. OP-0705,

Number of pages: 50 Posted: 05 Jun 2007

Working Paper Series

Juan A. Garcia and Adrian A. R. J. M. van Rixtel

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 321

22.

Sovereign External Assets and the Resilience of Global Imbalances

Banco de Espana Working Paper No. 0834

Number of pages: 32 Posted: 06 Feb 2009

Working Paper Series

Enrique Alberola and José María Serena

BIS and Bank for International Settlements (BIS)

Downloads 318

23.

Business Demography in Spain: Determinants of Firm Survival

Banco de Espana Research Paper No. WP-0608

Number of pages: 46 Posted: 08 May 2006

Working Paper Series

Paloma Lopez-Garcia and Sergio Puente

Banco de España and Banco de España

Downloads 315

24.

Firm-Specific Factors Influencing the Selection of Accounting Options Provided by the IFRS: Empirical Evidence from Spanish Market

Banco de Espana Working Paper No. 0926

Number of pages: 38 Posted: 13 Dec 2009

Working Paper Series

Juana Aledo Martinez, Fernando García-Martínez and Juan M. Marín Diazaraque

Universidad Carlos III de Madrid - Department of Business Administration, Universidad Complutense de Madrid and Universidad Carlos III de Madrid

Downloads 313

25.

Housing Bubbles

Banco de Espana Working Paper No. 0815

Number of pages: 53 Posted: 04 Aug 2008

Working Paper Series

Oscar Arce and David Lopez-Salido

Banco de España and Board of Governors of the Federal Reserve System

There are 2 versions of this paper

Downloads 310

26.

The Growing Weight of the Emerging Economies in the World Economy and Governance: The Case of the BRICs

Banco de Espana Occasional Paper No. 1101

Number of pages: 51 Posted: 02 Apr 2011

Working Paper Series

Luis Orgaz, Luis Molina and Carmen Carrasco

Banco de España, Banco de España and Banco de España

Downloads 272

27.

The Interaction between House Prices and Loans for House Purchase: The Spanish Case

Banco de Espana Research Paper No. WP-0605

Number of pages: 51 Posted: 08 May 2006

Working Paper Series

Ricardo Gimeno and Carmen Martinez-Carrascal

Banco de España and Banco de España

Downloads 245

28.

A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

Banco de Espana Working Paper No. 1018

Number of pages: 26 Posted: 18 Jun 2010

Working Paper Series

Thomas Breuer, Martin Jandacka, Javier Mencia and Martin Summer

University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, Banco de España and Oesterreichische Nationalbank (OeNB)

Downloads 236

29.

House Prices and Real Interest Rates in Spain

Banco de Espana Research Paper No. OP-0608

Number of pages: 36 Posted: 27 Dec 2006

Working Paper Series

Juan Ayuso, Roberto Blanco and Fernando Restoy

Banco de España, Banco de España and Banco de España

Downloads 231

30.

The Wise Use of Dummies in Gravity Models: Export Potentials in the Euromed Region

Banco de España Research Paper No. WP-0720,

Number of pages: 34 Posted: 03 Jul 2007

Working Paper Series

Juan M. Ruiz and Josep M. Vilarrubia

Banco de España - Department of International Economics and Banco de España

Downloads 228

31.

The Effect of Foreign Service on Trade Volumes and Trade Partners

Banco de España Working Paper No. 0808,

Number of pages: 40 Posted: 29 Apr 2008

Working Paper Series

Ruben Segura-Cayuela and Josep M. Vilarrubia

Banco de España and Banco de España

Downloads 226

32.

What Explains the Low Profitability of Chinese Banks?

Banco de Espana Working Paper No. 0910

Number of pages: 34 Posted: 03 Jun 2009

Working Paper Series

Alicia García-Herrero, Sergio Gavila and Daniel Santabárbara

NATIXIS HONG KONG, Banco de España and Banco de España

There are 2 versions of this paper

Downloads 223

33.

Financial Governance of Banking Supervision

Banco de España Research Paper No. WP-0725,

Number of pages: 32 Posted: 24 Jul 2007

Working Paper Series

Donato Masciandaro, Maria Nieto and Henriette M. Prast

Bocconi University - Department of Economics, Banco de España and Tiburg University

Downloads 219

34.

Determinants of Domestic and Cross-Border Bank Acquisitions in the European Union

Paolo Baffi Centre Research Paper No. 2008-33, Banco de Espana Working Paper No. 0823

Number of pages: 38 Posted: 06 Nov 2008

Working Paper Series

Ignacio Hernando, Maria Nieto and Larry D. Wall

Banco de España, Banco de España and Federal Reserve Bank of Atlanta - Research Department

There are 2 versions of this paper

Downloads 209

35.

The Determinants of Household Credit in Spain

Banco de España Research Paper No. WP-0716,

Number of pages: 28 Posted: 28 Jun 2007

Working Paper Series

Fernando Nieto

Banco de España

Downloads 209

36.

Size, Growth and Bank Dynamics

Banco de España Working Paper No. 0801,

Number of pages: 33 Posted: 03 Feb 2008

Working Paper Series

Enrique Benito

City University London

Downloads 208

37.

The Role of the IMF in Recent Sovereign Debt Restructurings: Implications for the Policy of Lending into Arrears

Banco de Espana Occasional Paper No. 0805

Number of pages: 37 Posted: 07 Aug 2008

Working Paper Series

Javier Díaz-Cassou, Aitor Erce and Juan J. Vázquez-Zamora

Banco de España, European Stability Mechanism and Banco de España

Downloads 208

38.

Housing Tenure and Labour Mobility: A Comparison Across European Countries

Banco de Espana Research Paper No. WP-0603, CEMFI Working Paper No. 0302

Number of pages: 75 Posted: 15 May 2003

Working Paper Series

Cristina Barcelo

Banco de España

Downloads 207

39.

Is Infrastructure Capital Productive? A Dynamic Heterogeneous Approach

Banco de Espana Working Paper No. 1103

Number of pages: 34 Posted: 05 Apr 2011

Working Paper Series

César Calderón, Enrique Moral-Benito and Luis Servén

World Bank, Banco de España and World Bank - Office of the Chief Economist

There are 2 versions of this paper

Downloads 207

40.

A Market Based Approach to Inflation Expectations, Risk Premia and Real Interest Rates

Banco de España Working Paper No. 0802,

Number of pages: 42 Posted: 24 Mar 2008

Working Paper Series

Ricardo Gimeno and J. Manuel Marqués

Banco de España and Banco de España

Downloads 200

41.

BEMOD: A DSGE Model for the Spanish Economy and the Rest of the Euro Area

Banco de Espana Research Paper No. WP-0631

Number of pages: 97 Posted: 05 Dec 2006

Working Paper Series

Javier Andrés, Pablo Burriel and Ángel Estrada

University of Valencia - Department of Economics, Banco de España and Oficina Econommica de Presidencia del Gobierno

Downloads 194

42.

Banking Competition, Housing Prices and Macroeconomic Stability

Banco de Espana Working Paper No. 0830

Number of pages: 40 Posted: 12 Jan 2009

Working Paper Series

Javier Andrés and Oscar Arce

University of Valencia - Department of Economics and Banco de España

Downloads 183

43.

Do Dynamic Provisions Reduce Income Smoothing Using Loan Loss Provisions?

Banco de Espana Working Paper No. 1118

Number of pages: 30 Posted: 14 Sep 2011

Working Paper Series

Daniel Perez, Vicente Salas-Fumás and Jesus Saurina Salas

Banco de España, University of Zaragoza - Department of Business Administration and Organization and Banco de España

Downloads 183

44.

Valuation of VIX Derivatives

Banco de Espana Working Paper No. 1232

Number of pages: 66 Posted: 20 Sep 2012

Working Paper Series

Javier Mencia and Enrique Sentana

Banco de España and Centro de Estudios Monetarios y Financieros (CEMFI)

There are 3 versions of this paper

Downloads 181

45.

Uncertainty and Entry into Export Markets

Banco de España Working Paper No. 0811,

Number of pages: 37 Posted: 15 Jun 2008

Working Paper Series

Ruben Segura-Cayuela and Josep M. Vilarrubia

Banco de España and Banco de España

Downloads 174

46.

A Simulation of the Effects of the Personal Income Tax Reform on the Tax Burden

Banco de España Research Paper No. OP-0702,

Number of pages: 60 Posted: 12 Apr 2007

Accepted Paper Series

Isabel Argimón, Francisco de Castro and Ángel Luis Gómez

Banco de España, Banco de España and Banco de España

Downloads 166

47.

Credit Market Competition, Collateral and Firms' Finance

Banco de Espana Research Paper No. WP-0612

Number of pages: 28 Posted: 25 May 2006

Working Paper Series

Jesus Saurina Salas, Gabriel Jiménez and Vicente Salas-Fumás

Banco de España, Banco de España and University of Zaragoza - Department of Business Administration and Organization

Downloads 164

48.

Inefficient Policies, Inefficient Institutions and Trade

Banco de Espana Research Paper No. WP-0633

Number of pages: 53 Posted: 05 Dec 2006

Working Paper Series

Ruben Segura-Cayuela

Banco de España

Downloads 163

49.

The Economic Effects of Exogenous Fiscal Shocks in Spain: A SVAR Approach

ECB Working Paper No. 647, Banco de Espana Research Paper No. WP-0604

Number of pages: 55 Posted: 30 Jun 2006

Working Paper Series

Pablo Hernández de Cos and Francisco de Castro

Banco de España and Banco de España

Downloads 161

50.

Cash, Access to Credit, and Value Creation in M&As

Banco de Espana Working Paper No. 0915

Number of pages: 38 Posted: 02 Aug 2009

Working Paper Series

José Manuel Campa and Ignacio Hernando

University of Navarra - Madrid Campus - IESE Business School and Banco de España

Downloads 159

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