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Banco de Espana: Working Papers (Topic)

Banco de España Publications
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1.

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 839
2.

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 828
3.

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 704
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
University of the Balearic Islands and University of Zaragoza - Department of Business Administration and Organization
Downloads 702
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
Banco de España, Banco de España and University of Zaragoza - Department of Business Administration and Organization

Multiple version iconThere are 2 versions of this paper

Downloads 685
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
Banco de España, University of Zurich - Department of Banking and Finance, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Banco de España

Multiple version iconThere are 2 versions of this paper

Downloads 646
7.

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
8.

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 594
9.

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

Multiple version iconThere are 2 versions of this paper

Downloads 439
10.

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 410
11.

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 403
12.

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
13.

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 373
14.

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 372
15.

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 355
16.

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 340
17.

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
18.

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

Multiple version iconThere are 2 versions of this paper

Downloads 321
19.

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
20.

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 251
21.

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 247
22.

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
23.

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 245
24.

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

Multiple version iconThere are 2 versions of this paper

Downloads 240
25.

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 236
26.

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
27.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 222
28.

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 220
29.

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

Multiple version iconThere are 2 versions of this paper

Downloads 212
30.

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 211
31.

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
32.

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 201
33.

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 191
34.

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 190
35.

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

Multiple version iconThere are 2 versions of this paper

Downloads 190
36.

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 187
37.

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)

Multiple version iconThere are 3 versions of this paper

Downloads 186
38.

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 167
39.

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
Banco de España, Banco de España and University of Zaragoza - Department of Business Administration and Organization
Downloads 166
40.

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
Banco de España and Banco de España
Downloads 164
41.

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 163
42.

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
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 162
43.

Banks, Remittances and Financial Deepening in Receiving Countries: A Model

Banco de Espana Research Paper No. WP-0621
Number of pages: 48 Posted: 30 Aug 2006
Working Paper Series
Bank for International Settlements (BIS) and Banco Centroamericano de Integración Económica
Downloads 161
44.

Markov-Switching Dynamic Factor Models in Real Time

Banco de Espana Working Paper No. 1205
Number of pages: 55 Posted: 12 Feb 2012
Working Paper Series
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid

Multiple version iconThere are 2 versions of this paper

Downloads 161
45.

Wage Inequality in Spain: Recent Developments

Banco de Espana Research Paper No. 0615, ECB Working Paper No. 781
Number of pages: 42 Posted: 22 Aug 2006
Working Paper Series
Banco de España and Banco de España
Downloads 160
46.

The Transmission of Emerging Market Shocks to Global Equity Markets

ECB Working Paper No. 724
Number of pages: 43 Posted: 06 Feb 2007
Working Paper Series
Banco de España, DIW Berlin and AXA Group

Multiple version iconThere are 2 versions of this paper

Downloads 159
47.

Dynamic Panel Data Modelling Using Maximum Likelihood: An Alternative to Arellano-Bond

Banco de Espana Working Paper No. 1703
Number of pages: 29 Posted: 25 Jan 2017
Working Paper Series
Banco de España, University of Pennsylvania - Department of Sociology and University of Notre Dame - Department of Sociology
Downloads 158
48.

Measuring and Explaining the Volatility of Capital Flows towards Emerging Countries

Banco de Espana Working Paper No. 0817
Number of pages: 33 Posted: 01 Sep 2008
Working Paper Series
Banco de España, Banco de España and European Stability Mechanism
Downloads 158
49.

Bank Leverage Cycles

Banco de Espana Working Paper No. 1222
Number of pages: 45 Posted: 15 Jun 2012
Working Paper Series
Banco de España and Banco de España

Multiple version iconThere are 2 versions of this paper

Downloads 157
50.

Modeling the Distribution of Credit Losses With Observable and Latent Factors

Banco de España Research Papers, Forthcoming
Number of pages: 49 Posted: 18 Apr 2007
Working Paper Series
Banco de España and Banco de España
Downloads 152