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
Banco de España - Department of International Economics & International Relations and Banco de España - Department of International Economics & International Relations
Downloads
1,810
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
Banco de España, Federal Reserve Bank of San Francisco and Banco de España
Downloads
841
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
Central Bank of Uruguay and Banco de España
Downloads
829
4.
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
Comisión Nacional de Energía (CNE)
Downloads
718
5.
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
University of the Balearic Islands and University of Zaragoza - Department of Business Administration and Organization
Downloads
710
6.
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
Banco de España, Banco de España and University of Zaragoza - Department of Business Administration and Organization
There are 2 versions of this paper
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
Downloads
689
Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes
European Accounting Review, Forthcoming
Posted: 22 Jan 2008
Downloads
689
7.
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
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
Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk-Taking?
CentER Discussion Paper Series No. 2007-75, AFA 2009 San Francisco Meetings Paper
Number of pages: 54
Posted: 03 Oct 2007
Last Revised: 13 May 2013
Downloads
847
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
Downloads
650
Downloads
650
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
Banco de España, Banco de España and ESADE Business School, Ramon Llull University
Downloads
605
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
Banco de España and University of Castilla-La Mancha
Downloads
597
10.
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
Banco de España and Banco de España
Downloads
591
11.
Delving into Country Risk
Banco de España Occasional Paper No. 0802,
Number of pages: 96
Posted: 17 Apr 2008
Working Paper Series
Banco de España
Downloads
552
12.
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
University of Oxford and Universidad Carlos III, Madrid - Business Economics Department
There are 2 versions of this paper
Where is the Value in High Frequency Trading?
Number of pages: 54
Posted: 21 Nov 2010
Last Revised: 17 Feb 2012
Downloads
2,765
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
Downloads
447
Downloads
447
13.
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
University of Huddersfield, European Central Bank (ECB) and University of Wales, Bangor
Downloads
442
14.
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
Banco de España
Downloads
416
15.
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
University of Salamanca - Department of Economics and Economic History
Downloads
407
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
University of California at Santa Cruz, Natixis, University of California at Santa Cruz and The University of Hong Kong - School of Economics and Finance
Downloads
385
17.
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
Banco de España and Banco de España
Downloads
375
18.
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
Banco de España and Banco de España
Downloads
373
19.
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
Banco de España, European Stability Mechanism and Banco de España
Downloads
367
20.
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
Banco de España and Banco de España
Downloads
360
21.
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
delete, De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads
341
22.
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
European Central Bank (ECB) and European Central Bank (ECB)
Downloads
340
23.
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
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Complutense de Madrid and Universidad Carlos III de Madrid
Downloads
324
24.
Housing Bubbles
Banco de Espana Working Paper No. 0815
Number of pages: 53
Posted: 04 Aug 2008
Working Paper Series
Banco de España and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Downloads
324
Downloads
4
Downloads
324
25.
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
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads
319
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
Banco de España, Banco de España and Banco de España
Downloads
276
27.
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
Banco de España and Banco de España
Downloads
257
28.
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
Banco de España - Department of International Economics and Banco de España
Downloads
256
29.
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
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, Banco de España and Oesterreichische Nationalbank (OeNB)
Downloads
253
30.
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
Banco de España and Banco de España
Downloads
247
31.
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
Natixis, Banco de España and Banco de España
There are 2 versions of this paper
What Explains the Low Profitability of Chinese Banks?
Banco de Espana Working Paper No. 0910
Number of pages: 34
Posted: 03 Jun 2009
Downloads
247
What Explains the Low Profitability of Chinese Banks?
BBVA Working Paper No. 0907
Number of pages: 42
Posted: 28 Nov 2009
Downloads
103
Downloads
247
32.
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
Banco de España
Downloads
240
33.
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
Banco de España, Banco de España and Banco de España
Downloads
235
34.
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
Banco de España
Downloads
225
35.
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
World Bank, Banco de España and World Bank - Development Research Group (DECRG)
There are 2 versions of this paper
Is Infrastructure Capital Productive? A Dynamic Heterogeneous Approach
Banco de Espana Working Paper No. 1103
Number of pages: 34
Posted: 05 Apr 2011
Downloads
223
Is Infrastructure Capital Productive? A Dynamic Heterogeneous Approach
World Bank Policy Research Working Paper No. 5682
Number of pages: 34
Posted: 20 Apr 2016
Downloads
151
Downloads
223
36.
Financial Governance of Banking Supervision
Banco de España Research Paper No. WP-0725,
Number of pages: 32
Posted: 24 Jul 2007
Working Paper Series
Bocconi University - Department of Economics, Banco de España and Tiburg University
Downloads
222
37.
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
Banco de España, Banco de España and Federal Reserve Bank of Atlanta - Research Department
There are 2 versions of this paper
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
Downloads
213
Determinants of Domestic and Cross-Border Bank Acquisitions in the European Union
Journal of Banking and Finance, Forthcoming, Federal Reserve Bank of Atlanta Working Paper No. 2008-26
Number of pages: 37
Posted: 13 Jan 2009
Downloads
144
Downloads
213
38.
Size, Growth and Bank Dynamics
Banco de España Working Paper No. 0801,
Number of pages: 33
Posted: 03 Feb 2008
Working Paper Series
City, University of London
Downloads
212
39.
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
Banco de España, European Stability Mechanism and Banco de España
Downloads
212
40.
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
University of Valencia - Department of Economics, Banco de España and Oficina Econommica de Presidencia del Gobierno
Downloads
203
41.
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
Banco de España and Banco de España
Downloads
201
42.
Measuring Bank Competition in China: A Comparison of New Versus Conventional Approaches Applied to Loan Markets
Banco de Espana Working Paper No. 1404
Number of pages: 68
Posted: 28 Mar 2014
Working Paper Series
Universidad Carlos III de Madrid, Bank for International Settlements (BIS) and APG Asset Management
There are 2 versions of this paper
Measuring Bank Competition in China: A Comparison of New Versus Conventional Approaches Applied to Loan Markets
Banco de Espana Working Paper No. 1404
Number of pages: 68
Posted: 28 Mar 2014
Downloads
195
Measuring Bank Competition in China: A Comparison of New Versus Conventional Approaches Applied to Loan Markets
BIS Working Paper No. 422
Number of pages: 68
Posted: 27 Feb 2014
Downloads
62
Downloads
195
43.
Uncertainty and Entry into Export Markets
Banco de España Working Paper No. 0811,
Number of pages: 37
Posted: 15 Jun 2008
Working Paper Series
Banco de España and Banco de España
Downloads
192
44.
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
University of Valencia - Department of Economics and Banco de España
Downloads
191
45.
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
Banco de España, University of Zaragoza - Department of Business Administration and Organization and Banco de España
Downloads
190
46.
Valuation of VIX Derivatives
Banco de Espana Working Paper No. 1232
Number of pages: 66
Posted: 20 Sep 2012
Working Paper Series
Banco de España and Centro de Estudios Monetarios y Financieros (CEMFI)
There are 3 versions of this paper
Valuation of Vix Derivatives
Number of pages: 59
Posted: 20 Dec 2009
Last Revised: 11 Sep 2012
Downloads
623
Valuation of VIX Derivatives
Banco de Espana Working Paper No. 1232
Number of pages: 66
Posted: 20 Sep 2012
Downloads
186
Valuation of Vix Derivatives
CEPR Discussion Paper No. DP7619
Number of pages: 50
Posted: 18 Jan 2010
Downloads
5
Downloads
186
47.
Assessing the Risk-Return Trade-Off in Loans Portfolios
Banco de Espana Working Paper No. 0911
Number of pages: 41
Posted: 14 Jun 2009
Working Paper Series
Banco de España
Downloads
174
48.
Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches
Banco de Espana Occasional Paper No. 1203
Number of pages: 29
Posted: 24 Mar 2012
Working Paper Series
Banco de España - Servicio de Estudios and School of Economics and Management (ISEG) of the University of Lisbon
There are 2 versions of this paper
Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches
Banco de Espana Occasional Paper No. 1203
Number of pages: 29
Posted: 24 Mar 2012
Downloads
170
Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches
Banco de Espana Occasional Paper No. 1203
Number of pages: 29
Posted: 22 Apr 2012
Downloads
57
Downloads
170
49.
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
Banco de España
Downloads
169
50.
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
Banco de España, Banco de España and Banco de España
Downloads
167
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