Roberto Blanco

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

7

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CITATIONS
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232

Scholarly Papers (7)

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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 - Sir John Cass Business School
Downloads 1,880 (7,837)
Citation 222

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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

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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

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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

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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

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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)

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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