Ricardo Gimeno

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

29

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Top 2,535

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19

CROSSREF CITATIONS

409

Scholarly Papers (29)

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, Banco de España and Banco de España
Downloads 803 (30,674)
Citation 7

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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
Banco de España and University of Castilla-La Mancha
Downloads 614 (44,083)
Citation 45

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

3.

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 Banco de España
Downloads 528 (53,599)
Citation 1

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Pairs trading, stocks, idiosyncratic risk, EPS, BVPS

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
Banco de España and Banco de España
Downloads 355 (85,772)
Citation 1

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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
Banco de España and Banco de España
Downloads 99 (277,268)

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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, Banco de España and Escuela Universitaria Estadística - Universidad Complutense de Madrid
Downloads 313 (98,959)
Citation 1

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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, Banco de España and Escuela Universitaria Estadística - Universidad Complutense de Madrid
Downloads 3 (679,493)
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Corporate Governance, Gender Discrimination, Board of Directors, Glass Ceiling

6.

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
Banco de España and Banco de España
Downloads 256 (123,333)
Citation 52

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Mortgage Debt, Housing Prices, Error Correction

7.

Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE

Number of pages: 43 Posted: 06 Jul 2017 Last Revised: 24 Nov 2017
Oscar Arce, Ricardo Gimeno and Sergio Mayordomo
Banco de España, Banco de España and Banco de España
Downloads 230 (137,849)
Citation 21

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8.

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
Banco de España and Banco de España
Downloads 205 (153,234)

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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
Banco de España and Banco de España
Downloads 116 (247,785)
Citation 1

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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
Banco de España and Banco de España
Downloads 74 (332,877)
Citation 1

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Interest Rate Forecast, Inflation Expectations, Affine Model, Diebold and Li 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, University of Edinburgh - Business School and Banco de España
Downloads 188 (165,887)

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Mergers and Acquisitions; Director Retention; Board Diversity

11.

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 Banco de España
Downloads 135 (219,814)
Citation 39

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

12.

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 127 (230,543)
Citation 50

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

13.

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
Banco de España and Banco de España
Downloads 117 (245,066)
Citation 4

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

14.

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
Banco de España and Bank of Spain, Research Department
Downloads 83 (307,971)
Citation 3

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

15.

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, Banco de España and University of Castilla-La Mancha
Downloads 81 (312,460)

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

16.

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 Banco de España
Downloads 74 (329,359)
Citation 6

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

17.

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
Banco de España and Banco de España
Downloads 73 (331,826)

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Tail Index, Hill estimator, Normality Test

18.

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, Banco de España and Universidad de Castilla - La Mancha
Downloads 70 (339,700)
Citation 56

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

19.

Making Room for the Needy: The Credit-Reallocation Effects of the ECB's Corporate QE

Banco de Espana Working Paper No. 1743
Number of pages: 39 Posted: 12 Dec 2017
Oscar Arce, Ricardo Gimeno and Sergio Mayordomo
Banco de España, Banco de España and Banco de España
Downloads 50 (400,387)
Citation 26

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unconventional monetary policy, Corporate Sector Purchase Programme, quantitative

20.

The Effects of the Eurosystem’s Corporate Sector Purchase Programme on Spanish Companies

Banco de Espana Article 2/18
Number of pages: 6 Posted: 01 Mar 2018
Oscar Arce, Ricardo Gimeno and Sergio Mayordomo
Banco de España, Banco de España and Banco de España
Downloads 37 (450,290)
Citation 1

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21.

Inflation Expectation Indicators Based on Financial Instrument Prices

Banco de Espana Article 16/17
Number of pages: 12 Posted: 06 Oct 2017
Alberto Fuertes and Ricardo Gimeno
Banco de España and Banco de España
Downloads 37 (450,290)

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22.

The Eurozone (Expected) Inflation: An Option's Eyes View

Banco de Espana Working Paper No. 1722
Number of pages: 46 Posted: 07 Jun 2017
Ricardo Gimeno and Alfredo Ibañez
Banco de España and Comillas Pontifical University
Downloads 34 (463,330)
Citation 57

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inflation compensation, inflation options, risk-neutral densities, inflation risk aversion, balance of inflation risks

23.

Euro Area Inflation Expectations

Banco de Espana Article 4/18
Number of pages: 8 Posted: 20 Jun 2018
Ricardo Gimeno and Eva Ortega
Banco de España and Bank of Spain, Research Department
Downloads 27 (497,679)

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24.

The Gender Gap in Bank Credit Access

Banco de Espana Working Paper No. 1945 (2019)
Number of pages: 34 Posted: 27 Dec 2019
Universidad Autonoma de Madrid, Banco de España and Universidad San Pablo CEU
Downloads 24 (520,363)
Citation 5

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gender discrimination, credit demand, credit access, credit performance, financing

25.

Extraction of Inflation Expectations from Financial Instruments in Latin America

Banco de Espana Working Paper No. 1819
Number of pages: 26 Posted: 10 Jul 2018
Alberto Fuertes, Ricardo Gimeno and J. Manuel Marqués
Banco de España, Banco de España and Banco de España
Downloads 19 (544,394)
Citation 36

Abstract:

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inflation expectations, affine model, real interest rate, risk premium

26.

The Effects of the Eurosystem's Corporate Sector Purchase Programme on Spanish Companies

Economic Bulletin, Article 2/2018
Number of pages: 6 Posted: 24 Jan 2018
Oscar Arce, Ricardo Gimeno and Sergio Mayordomo
Banco de España, Banco de España and Banco de España
Downloads 17 (556,555)

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27.

Recourse to Eurosystem Funding by Spanish Banks

Banco de Espana Article 12/18
Number of pages: 11 Posted: 26 Jul 2018
Ricardo Gimeno and Ana Del-Rio
Banco de España and Banco de España
Downloads 12 (588,074)

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28.

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, Banco de España and Morgan Stanley
Downloads 5 (634,590)
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29.

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 Banco de España
Downloads 0 (687,868)
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Corporate Governance, Demand Side, Literature Review, Supply Side, Women on Boards