7
H index
6
i10 index
767
Citations
Roberto Blanco : Citation Profile
Banco de España | RESEARCH PRODUCTION: 18 Articles 16 Papers 2 Books 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1992 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Blanco. | Is cited by:
| Cites to:
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Main data
Where Roberto Blanco has published?
| Journals with more than one article published | # docs |
|---|---|
| Boletín Económico | 10 |
| Investigaciones Economicas | 2 |
| Economic Bulletin | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Banco de España | 11 |
| DFAEII Working Papers / University of the Basque Country - Department of Foundations of Economic Analysis II | 2 |
Recent works citing Roberto Blanco (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper |
| 2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper |
| 2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper |
| 2023 | Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998. Full description at Econpapers || Download paper |
| 2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855. Full description at Econpapers || Download paper |
| 2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
| 2023 | Fixed income conference calls. (2023). Zhu, Zhiwei ; Xu, DA ; Shohfi, Thomas ; de Franco, Gus. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000416. Full description at Econpapers || Download paper |
| 2023 | COVID-19 Pandemic and Global Corporate CDS Spreads. (2023). Wu, Eliza ; To, Thomas Y ; Marra, Miriam ; Hasan, Iftekhar ; Zhang, Gaiyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001984. Full description at Econpapers || Download paper |
| 2023 | Tournament-based incentives and the lease-versus-buy decision. (2023). Chowdhury, Hasibul ; Rahman, Shofiqur. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003107. Full description at Econpapers || Download paper |
| 2023 | Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x. Full description at Econpapers || Download paper |
| 2023 | Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797. Full description at Econpapers || Download paper |
| 2023 | Cointegration analysis of hazard rates and CDSs: Applications to pairs trading strategy. (2023). Nakamura, Nobuhiro ; Kato, Kensuke. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000444. Full description at Econpapers || Download paper |
| 2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118092. Full description at Econpapers || Download paper |
| 2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118096. Full description at Econpapers || Download paper |
| 2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04. Full description at Econpapers || Download paper |
| 2023 | Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options. (2023). Mancino, Maria Elvira ; Maglione, Federico. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:183-:d:1264236. Full description at Econpapers || Download paper |
| 2023 | Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397. Full description at Econpapers || Download paper |
| 2023 | Does CDS market price intangible asset value? Evidence from SG&A expenditure. (2023). Xie, Yuan ; Lin, Xintian ; Huang, Rong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01165-0. Full description at Econpapers || Download paper |
| 2023 | ECB unconventional monetary policy and SME access to finance. (2023). Kapoor, Supriya ; Finnegan, Marie. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00730-0. Full description at Econpapers || Download paper |
| 2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509. Full description at Econpapers || Download paper |
| 2023 | Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1060. Full description at Econpapers || Download paper |
| 2023 | A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03. Full description at Econpapers || Download paper |
Works by Roberto Blanco:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | El mercado español de renta variable. Análisis de la liquidez e influencia del mercado de derivados In: Estudios Económicos. [Full Text][Citation analysis] | book | 1 |
| 2000 | Una estimación de primas de liquidez en el mercado español de deuda pública In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2000 | ¿Ha aumentado el grado de integración financiera durante los noventa? In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2000 | Los nuevos mercados bursátiles: un instrumento para financiar la nueva economÃa In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2001 | Los mercados de deuda pública del área del euro. Evolución reciente e implicaciones In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2001 | Estimación de expectativas de inflación a partir de los precios del bono indiciado francés In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2003 | El contenido informativo de los derivados crediticios In: BoletÃn Económico. [Full Text][Citation analysis] | article | 1 |
| 2003 | La importancia de la composición sectorial en la evolución reciente de las bolsas In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2004 | Créditos hipotecarios a tipo de interés fijo frente a tipo variable: comparación de riesgos e implicaciones macroeconómicas In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2007 | La volatilidad del tipo de interés a un dÃa y su transmisión a lo largo de la curva de rentabilidades del mercado monetario del área del euro In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2008 | Los efectos de las variaciones de los tipos de interés del mercado monetario sobre la renta de los hogares en España In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
| 2003 | The significance of sectoral composition in recent stock market developments In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Overnight interest rate volatility and its transmission along the euro area money market yield curve In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2006 | House prices and real interest rates in Spain In: Occasional Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Monetary and financial conditions In: Other publications. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | The financial system In: Other publications. [Full Text][Citation analysis] | chapter | 1 |
| 2000 | Estimating Liquidity Premia in the Spanish Government Securities Market In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2001 | Estimating liquidity premia in the Spanish Government securities market.(2001) In: BIS Papers chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | chapter | |
| 2004 | Estimating liquidity premia in the Spanish government securities market.(2004) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2001 | Estimating Inflation Expectations using French Government Inflation-Indexed Bonds In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2001 | The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning In: Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 2002 | Euro area government securities markets: recent developments and implications for market functioning.(2002) In: BIS Papers chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | chapter | |
| 2004 | An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps In: Working Papers. [Full Text][Citation analysis] | paper | 62 |
| 2004 | An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps.(2004) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2005 | Testing the forecasting performace of IBEX 35 option implied risk neutral densities In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities.(2005) In: DFAEII Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2005 | Is the volatility of the EONIA transmitted to longer-term euro money market interest rates? In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | Option-implied preferences adjustments, density forecasts, and the equity risk premium In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Option-implied preferences adjustments, density forecasts, and the equity risk premium.(2009) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2007 | Have real interest rates really fallen that much in Spain? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | HAVE REAL INTEREST RATES REALLY FALLEN THAT MUCH IN SPAIN?.(2011) In: Revista de Economia Aplicada. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2012 | Determinants of default ratios in the segment of loans to households in Spain In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Has Financial Market Integration Increased during the Nineties? In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2005 | An Empirical Analysis of the Dynamic Relation between Investment?Grade Bonds and Credit Default Swaps In: Journal of Finance. [Full Text][Citation analysis] | article | 575 |
| 1992 | Análisis de coberturas de bonos con futuros financieros y aplicación al caso español In: Working Papers. [Citation analysis] | paper | 0 |
| 2005 | Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts In: DFAEII Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | 50 Years of Money and Finance: Lessons and Challenges In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges. [Full Text][Citation analysis] | book | 18 |
| 2013 | The 2007- Financial Crisis - a EURO-pean Perspective In: SUERF 50th Anniversary Volume Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1992 | Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
| 2000 | Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el ÃÂndice IBEX-35 In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 1 |
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