Roberto Blanco

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

7

DOWNLOADS
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2,525

CITATIONS
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Top 2,412

in Total Papers Citations

232

Scholarly Papers (7)

1.

An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps

Bank of England Working Paper No. 211, Cass Business School Research Paper
Number of pages: 41 Posted: 13 Feb 2004
Roberto Blanco, Simon Brennan and Ian W. Marsh
Banco de España, Bank of England and City University London - Sir John Cass Business School
Downloads 1,880 (7,837)
Citation 222

Abstract:

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Credit derivatives, price discovery

2.

House Prices and Real Interest Rates in Spain

Banco de Espana Research Paper No. OP-0608
Number of pages: 36 Posted: 27 Dec 2006
Juan Ayuso, Roberto Blanco and Fernando Restoy
Banco de España, Banco de España and Banco de España
Downloads 242 (123,928)
Citation 4

Abstract:

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house prices, real interest rates, intertemporal marginal rate of substitution, stochastic discount factor

3.

Option-Implied Preferences Adjustments, Density Forecasts, and the Equity Risk Premium

Banco de Espana Research Paper No. WP-0630
Number of pages: 44 Posted: 30 Nov 2006
Francisco Alonso, Roberto Blanco and Gonzalo Rubio
Banco de España, Banco de España and Universidad del País Vasco (UPV/EHU) - Department of Foundations of Economic Analysis I
Downloads 127 (219,277)
Citation 2

Abstract:

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risk-adjustments, option-implied densities, forecasting performance, equity-risk premium

4.

Determinants of Default Ratios in the Segment of Loans to Households in Spain

Banco de Espana Working Paper No. 1210
Number of pages: 40 Posted: 18 Feb 2012
Roberto Blanco and Ricardo Gimeno
Banco de España and Banco de España
Downloads 125 (221,904)
Citation 1

Abstract:

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Default ratios, non-performing loans, household finances, financial pressure

5.

Have Real Interest Rates Really Fallen that Much in Spain?

Banco de España Research Paper No. WP-0704
Number of pages: 24 Posted: 28 Feb 2007
Roberto Blanco and Fernando Restoy
Banco de España and Banco de España
Downloads 79 (301,762)
Citation 3

Abstract:

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real interest rates, intertemporal marginal rate of substitution

6.

Stress Tests in the Financial Sector Assessment Programs

Estabilidad Financiera, No. 6, Banco de España
Number of pages: 15 Posted: 15 Jul 2009 Last Revised: 16 Jul 2009
Alicia García-Herrero and Roberto Blanco
Natixis and Banco de España
Downloads 58 (355,991)

Abstract:

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7.

Credit Allocation Along the Business Cycle: Evidence from the Latest Boom Bust Credit Cycle in Spain

Banco de Espana Working Paper No. 1826
Number of pages: 32 Posted: 08 Aug 2018
Roberto Blanco and Noelia Jiménez
Banco de España and Banco de España
Downloads 14 (546,291)

Abstract:

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access to credit, borrower-lender relationships, loan applications