Ricardo Gimeno

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

30

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SSRN CITATIONS
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Top 3,456

in Total Papers Citations

131

CROSSREF CITATIONS

384

Scholarly Papers (30)

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 923 (47,497)
Citation 13

Abstract:

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

2.

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 703 (68,460)
Citation 2

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Pairs trading, stocks, idiosyncratic risk, EPS, BVPS

3.

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 692 (69,901)
Citation 48

Abstract:

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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
Banco de España and Banco de España
Downloads 411 (131,219)
Citation 1

Abstract:

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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 143 (370,919)

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

5.

The Role of a Green Factor in Stock Prices. When Fama & French Go Green

Banco de Espana Working Paper No. 2207
Number of pages: 39 Posted: 24 Mar 2022
Ricardo Gimeno and Clara I. Gonzalez
Banco de España and Banco de España
Downloads 539 (95,848)
Citation 1

Abstract:

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climate change, carbon footprint, factor model, asset pricing, disclosure

6.

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 349 (159,001)
Citation 1

Abstract:

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

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 326 (171,138)
Citation 2

Abstract:

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8.

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 311 (179,808)
Citation 58

Abstract:

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Mortgage Debt, Housing Prices, Error Correction

9.

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, DG Economics, Statistics and Research
Downloads 255 (220,387)
Citation 3

Abstract:

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

10.

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 246 (228,309)

Abstract:

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

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
Banco de España and Banco de España
Downloads 223 (250,990)
Citation 51

Abstract:

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

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 130 (400,216)
Citation 3

Abstract:

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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 91 (519,083)
Citation 2

Abstract:

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

13.

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, King’s College London - King's Business School and Banco de España
Downloads 217 (257,503)

Abstract:

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Mergers and Acquisitions; Director Retention; Board Diversity

14.

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 205 (271,471)
Citation 48

Abstract:

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

15.

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 190 (290,814)
Citation 38

Abstract:

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unconventional monetary policy, Corporate Sector Purchase Programme, quantitative

16.

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 169 (322,376)
Citation 39

Abstract:

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

17.

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 133 (392,054)
Citation 4

Abstract:

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

18.

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 127 (406,451)

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Tail Index, Hill estimator, Normality Test

19.

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 121 (421,333)
Citation 10

Abstract:

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

20.

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 119 (426,574)

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

21.

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 115 (437,590)
Citation 63

Abstract:

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

22.

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 102 (477,541)
Citation 58

Abstract:

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

23.

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 89 (521,729)
Citation 4

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24.

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 80 (556,613)

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25.

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, DG Economics, Statistics and Research
Downloads 61 (644,136)

Abstract:

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26.

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 59 (654,724)
Citation 35

Abstract:

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

27.

Evaluating Central Bank Asset Purchases in a Term Structure Model With a Forward-looking Supply Factor

Banco de Espana Working Paper No. 2303
Number of pages: 33 Posted: 10 Jan 2023
University of Navarra, Banco de España, School of Economics and Business, University of Navarra and Banco de España
Downloads 56 (671,301)

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monetary policy, ECB, asset purchase programme, yield curve, term premium, risk-neutral rate

28.

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 36 (802,895)

Abstract:

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29.

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 34 (818,581)

Abstract:

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30.

The role of a green factor in stock prices: when Fama and French go green

Journal of Credit Risk, Vol. 19, No. 4, 2023
Number of pages: 22 Posted: 01 Dec 2023
Ricardo Gimeno and Clara I. Gonzalez
Banco de España and Banco de España
Downloads 0 (1,123,544)
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Abstract:

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climate change, disclosure, carbon footprint, factor model, green beta