Ricardo Gimeno

Bank of Spain

Madrid 28014

Spain

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 9,789

SSRN RANKINGS

Top 9,789

in Total Papers Downloads

3,708

CITATIONS
Rank 14,958

SSRN RANKINGS

Top 14,958

in Total Papers Citations

24

Scholarly Papers (19)

1.

Gender Diversity on European Banks' Board of Directors: Traces of Discrimination

Number of pages: 30 Posted: 20 Mar 2009
Ruth Mateos de Cabo, Ricardo Gimeno and Maria Nieto
Universidad San Pablo CEU, Bank of Spain and Bank of Spain
Downloads 632 (27,585)
Citation 1

Abstract:

Corporate Governance, Board of Directors, Banks, Gender Diversity, Discrimination

2.

Genetic Algorithm Estimation of Interest Rate Term Structure

Banco de Espana Research Paper No. WP-0634
Number of pages: 35 Posted: 13 Dec 2006
Ricardo Gimeno and Juan Miguel Nave
Bank of Spain and University of Castilla-La Mancha
Downloads 531 (36,827)
Citation 9

Abstract:

forward and spot interest rates, Nelson and Siegel model, non-linear optimization, numerical methods, Svensson model, yield curve estimation

Financial Analysts Impact on Stock Volatility: A Study on the Pharmaceutical Sector

FEDEA Working Paper No. 2008-19
Number of pages: 30 Posted: 14 May 2008
Clara I. Gonzalez and Ricardo Gimeno
Foundation for Applied Economic Research (FEDEA) and Bank of Spain
Downloads 329 (70,430)

Abstract:

Financial analysts, news arrival, pharmaceutical companies, Markov Regime Switching model

Financial Analysts Impact on Stock Volatility

Number of pages: 39 Posted: 15 Nov 2012
Clara I. Gonzalez and Ricardo Gimeno
Foundation for Applied Economic Research (FEDEA) and Bank of Spain
Downloads 94 (222,274)

Abstract:

Financial analysts recommendations, news arrival, Markov Regime Switching model, pharmaceutical companies

Disentangling Discrimination on Spanish Boards of Directors

Number of pages: 33 Posted: 04 Mar 2008 Last Revised: 26 Feb 2009
Ruth Mateos de Cabo, Ricardo Gimeno and Lorenzo Escot
Universidad San Pablo CEU, Bank of Spain and Escuela Universitaria Estadística - Universidad Complutense de Madrid
Downloads 306 (76,407)
Citation 2

Abstract:

gender discrimination, corporate governance, Board of Directors, glass ceiling

Disentangling Discrimination on Spanish Boards of Directors

Corporate Governance: An International Review, Vol. 19, Issue 1, pp. 77-95, 2010
Number of pages: 19 Posted: 01 Jan 2011
Ruth Mateos de Cabo, Ricardo Gimeno and Lorenzo Escot
Universidad San Pablo CEU, Bank of Spain and Escuela Universitaria Estadística - Universidad Complutense de Madrid
Downloads 3 (533,192)
Citation 2

Abstract:

Corporate Governance, Gender Discrimination, Board of Directors, Glass Ceiling

5.

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
Ricardo Gimeno and Carmen Martinez-Carrascal
Bank of Spain and Bank of Spain
Downloads 218 (100,537)
Citation 9

Abstract:

Mortgage Debt, Housing Prices, Error Correction

6.

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
Ricardo Gimeno and J. Manuel Marqués
Bank of Spain and Banco de España
Downloads 196 (119,996)

Abstract:

Real interest rates, Risk Premium, Inflation expectations, Affine Model

Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market

Banco de Espana Working Paper No. 0906
Number of pages: 33 Posted: 01 Apr 2009
Ricardo Gimeno and J. Manuel Marqués
Bank of Spain and Banco de España
Downloads 112 (196,319)

Abstract:

Interest Rate Forecast, Inflation Expectations, Affine Model, Diebold and Li

Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market

Number of pages: 27 Posted: 11 Mar 2009
Ricardo Gimeno and J. Manuel Marqués
Bank of Spain and Banco de España
Downloads 71 (264,703)

Abstract:

Interest Rate Forecast, Inflation Expectations, Affine Model, Diebold and Li Model

8.

The Euro as a Reserve Currency for Global Investors

Banco de Espana Working Paper No. 1014
Number of pages: 40 Posted: 25 May 2010
Luis M. Viceira and Ricardo Gimeno
Harvard Business School - Finance Unit and Bank of Spain
Downloads 121 (177,726)

Abstract:

Euro, Reserve Currency, Currency hedging, Market Integration, Beta decomposition

9.

Uncertainty and the Price of Risk in a Nominal Convergence Process

Banco de España Working Paper No. 0802,
Number of pages: 39 Posted: 26 Jan 2008
Ricardo Gimeno and J. Manuel Marqués
Bank of Spain and Banco de España
Downloads 111 (192,865)
Citation 2

Abstract:

Real interest rates, Risk Premium, Inflation expectations, Affine Model

10.

Jobs for the Boys? The Glass Ceiling and the Market for Corporate Control

Number of pages: 29 Posted: 25 Jun 2014 Last Revised: 31 Oct 2016
Ruth Mateos de Cabo, Jens Hagendorff and Ricardo Gimeno
Universidad San Pablo CEU, Cardiff University - Cardiff Business School and Bank of Spain
Downloads 84 (186,794)

Abstract:

Mergers and Acquisitions; Director Retention; Board Diversity

11.

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
Bank of Spain and Bank of Spain
Downloads 80 (200,630)
Citation 1

Abstract:

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

12.

A Measure of Liquidity Risk in a Sovereign Debt Market

Number of pages: 20 Posted: 16 Sep 2011
Emma Berenguer, Ricardo Gimeno and Juan Miguel Nave
Universidad Pablo de Olavide, Bank of Spain and University of Castilla-La Mancha
Downloads 74 (246,249)

Abstract:

liquidity risk, liquidity premium, yield curve, Spanish Sovereign Bonds

13.

An Automatic Procedure for the Estimation of the Tail Index

MPRA Paper No. 37023
Number of pages: 24 Posted: 09 Mar 2012
Ricardo Gimeno and Clara I. Gonzalez
Bank of Spain and Foundation for Applied Economic Research (FEDEA)
Downloads 63 (270,384)

Abstract:

Tail Index, Hill estimator, Normality Test

14.

Term Structure Estimation, Liquidity-Induced Heteroskedasticity and the Price of Liquidity Risk

Banco de Espana Working Paper No. 1308
Number of pages: 27 Posted: 25 Apr 2014
Emma Berenguer, Ricardo Gimeno and Juan M. Nave
Universidad Pablo de Olavide, Bank of Spain and Universidad de Castilla - La Mancha
Downloads 40 (293,712)

Abstract:

heteroskedasticity; liquidity premium; yield curve fitting; Spanish sovereign bonds

15.

Flight-to-Liquidity Flows in the Euro Area Sovereign Debt Crisis

Banco de Espana Working Paper No. 1429
Number of pages: 35 Posted: 15 Dec 2014
Juan A. Garcia and Ricardo Gimeno
European Central Bank (ECB) and Bank of Spain
Downloads 29 (335,863)

Abstract:

liquidity premia, flight to liquidity, flight to safety, sovereign debt crisis

16.

Real Options Valuation: A Case Study of an E-Commerce Company

Journal of Applied Corporate Finance, Vol. 20, Issue 2, pp. 129-143, Spring 2008
Number of pages: 17 Posted: 17 Jul 2008
Rocío Sáenz-Diez, Ricardo Gimeno and Carlos de Abajo
Pontifical University Comillas of Madrid, Bank of Spain and Morgan Stanley
Downloads 5 (499,531)

Abstract:

17.

The Evolution of Inflation Expectations in Euro Area Markets

Banco de Espana Working Paper No. 1627
Number of pages: 44 Posted: 01 Dec 2016
Ricardo Gimeno and Eva Ortega
Bank of Spain and Bank of Spain, Research Department
Downloads 0 (386,449)

Abstract:

Inflation Expectations; Monetary Union; Inflation-Linked Swaps; Multicountry Dynamic Factor Model; Liquidity Risk Premium

18.

Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe.

Number of pages: 37 Posted: 11 Jul 2016
Comillas Pontifical University, Comillas Pontifical University - Department of Financial Management and Bank of Spain
Downloads 0 (65,576)

Abstract:

Pairs trading, stocks, idiosyncratic risk, EPS, BVPS

19.

Searching for Women on Boards: An Analysis from the Supply and Demand Perspective

Corporate Governance: An International Review, Vol. 24, Issue 3, pp. 371-385, 2016
Number of pages: 15 Posted: 25 Apr 2016
Fundación Instituto de Empresa, S.L. - IE Business School, Fundación Instituto de Empresa, S.L. - IE Business School, Universidad San Pablo CEU and Bank of Spain
Downloads 0 (531,832)

Abstract:

Corporate Governance, Demand Side, Literature Review, Supply Side, Women on Boards