Roberto Blanco

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

11

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2,733

SSRN CITATIONS
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SSRN RANKINGS

Top 2,832

in Total Papers Citations

209

CROSSREF CITATIONS

243

Scholarly Papers (11)

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 1,957 (9,036)
Citation 235

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 249 (141,783)
Citation 44

Abstract:

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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 135 (243,975)
Citation 51

Abstract:

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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 128 (254,154)
Citation 46

Abstract:

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

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 83 (340,594)
Citation 50

Abstract:

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real interest rates, intertemporal marginal rate of substitution

6.

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
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 66 (387,306)

Abstract:

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

7.

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 60 (406,409)

Abstract:

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8.

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 24 (567,324)
Citation 45

Abstract:

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access to credit, borrower-lender relationships, loan applications

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

Banco de Espana Article 28/2020
Number of pages: 27 Posted: 18 Nov 2020 Last Revised: 19 Nov 2020
Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España and Banco de España
Downloads 7 (713,638)

Abstract:

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

10.

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

Banco de Espana Article 39/2020
Number of pages: 22 Posted: 08 Dec 2020
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 14 (634,007)

Abstract:

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

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
Banco de España, Banco de España and Banco de España
Downloads 10 (662,791)

Abstract:

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