Roberto Blanco

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

18

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SSRN CITATIONS
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in Total Papers Citations

268

CROSSREF CITATIONS

241

Scholarly Papers (18)

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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 - The Business School
Downloads 2,201 (12,106)
Citation 295

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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 309 (169,106)
Citation 44

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

3.

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 209 (248,939)
Citation 51

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

4.

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 University of the Basque Country - Department of Foundations of Economic Analysis I
Downloads 148 (335,816)
Citation 47

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

5.

Spanish Non-Financial Corporations’ Liquidity Needs and Solvency After the COVID-19 Shock (Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19)

Banco de Espana Occasional Paper No. 2020
Number of pages: 31 Posted: 31 Jul 2020 Last Revised: 11 Aug 2020
Roberto Blanco, Sergio Mayordomo, Álvaro Menéndez Pujadas and Maristela Mulino Rios
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 144 (343,236)

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COVID-19, firms’ liquidity needs, credit, guarantees, insolvency risk

6.

Recent Developments in Financing and Bank Lending to the Non-financial Private Sector

Downloads 70 (369,350)

Recent Developments in Financing and Bank Lending to the Non-financial Private Sector

Banco de Espana Article 28/20
Number of pages: 27 Posted: 18 Nov 2020 Last Revised: 12 Feb 2021
Pana Alves, Roberto Blanco, Sergio Mayordomo, Fabian Arrizabalaga, Javier Delgado, Gabriel Jiménez, Eduardo Perez Asenjo, Carlos Pérez Montes and Carlos Trucharte
Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España and Banco de España
Downloads 70 (565,101)

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financing, lending, households, non-financial corporations, deposit institutions, non-performing loans ratio, public guarantees, moratoria

7.

The Impact of the Covid-19 Crisis on the Financial Position of Non-Financial Corporations in 2020: CBSO-based Evidence

Banco de Espana Article 39/20
Number of pages: 22 Posted: 08 Dec 2020
Roberto Blanco, Sergio Mayordomo, Álvaro Menéndez Pujadas and Maristela Mulino Rios
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 116 (404,317)

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activity, earnings, financial position, non-financial corporations, COVID-19

8.

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 105 (434,370)
Citation 50

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real interest rates, intertemporal marginal rate of substitution

9.

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
Bruegel and Banco de España
Downloads 101 (446,596)

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10.

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 57 (618,625)
Citation 45

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access to credit, borrower-lender relationships, loan applications

11.

Foreign Investment in the Residential Real Estate Market in Spain between 2007 and 2019

Banco de Espana Article 14/20
Number of pages: 11 Posted: 19 Jun 2020 Last Revised: 21 Aug 2020
Laura Álvarez Román, Roberto Blanco and Miguel García-Posada
Banco de España, Banco de España and Banco de España
Downloads 56 (623,819)

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foreign investment, real estate market, regional analysis, house prices

12.

Impact of the COVID-19 Crisis on Spanish Firms’ Financial Vulnerability (El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas)

Banco de Espana Occasional Paper No. 2119
Number of pages: 39 Posted: 27 Aug 2021
Roberto Blanco, Sergio Mayordomo, Álvaro Menéndez Pujadas and Maristela Mulino Rios
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 42 (705,392)

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COVID-19, liquidity needs, profitability, indebtedness, credit, solvency, viability

13.

Access to Credit and Firm Survival During the COVID-19 Crisis: The Case of Zero-Bank-Debt Firms

Number of pages: 46 Posted: 09 Aug 2023
Roberto Blanco, Miguel García-Posada, Sergio Mayordomo and Maria Rodriguez-Moreno
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 36 (754,290)
Citation 1

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Zero-debt firms, Credit constraints, Guarantees, Market exits

14.

Developments in Business Solvency and Demographics in Spain Since the Outbreak of the Pandemic

Banco de Espana Article 13/22
Number of pages: 10 Posted: 01 Jul 2022
Roberto Blanco and Marina García Gil
Banco de España and Banco de España
Downloads 32 (776,965)

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business demographics, businesses, solvency, COVID-19

15.

An Estimation of the Default Probabilities of Spanish Non-Financial Corporations and Their Application to Evaluate Public Policies.

Banco de Espana Occasional Paper No. 2319
Number of pages: 33 Posted: 11 Sep 2023
Roberto Blanco, Elena Fernández Muñoz, Miguel García-Posada and Sergio Mayordomo
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 18 (898,989)

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default, financial distress, non-performing loans, logistic regression

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business solvency, liquidity needs, public aid, COVID-19 crisis, bank credit

17.

Pass-through of Rising Production Costs to the Selling Prices of Non-Financial Corporations in 2022

Banco de Espana Article 11 ECONOMIC BULLETIN 2023/Q3
Number of pages: 12 Posted: 08 Sep 2023
Roberto Blanco, Dmitry Khametshin, Álvaro Menéndez Pujadas and Maristela Mulino Rios
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 4 (1,026,035)

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Production costs, selling prices, price rigidity, energy cost

18.

Las pruebas de estrés en los programas de evaluación del sistema financiero (Stress Tests in Financial System Evaluation Programs)

BANCO DE ESPAÑA, ESTABILIDAD FINANCIERA, NÚM. 6, 2004
Posted: 07 Jul 2023
Roberto Blanco and Alicia García-Herrero
Banco de España and Bruegel

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