Francisco Alonso

Banco de España

Economist

Alcala 50

Madrid 28014

Spain

http://www.bde.es

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Implied Default Barrier in Credit Default Swap Premia

Banco de España Research Paper

Number of pages: 47 Posted: 06 Feb 2007 Last Revised: 30 Jul 2008

Francisco Alonso, J. Manuel Marqués and Santiago Forte

Banco de España, Banco de España and ESADE Business School, Ramon Llull University

Downloads 658 (87,051)

Citation 4

Abstract:

2.

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 170 (379,605)

Citation 47

Abstract:

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