Roberto Blanco : Citation Profile

Banco de España

7

H index

6

i10 index

832

Citations

RESEARCH PRODUCTION:

34

Articles

24

Papers

2

Books

5

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 26
   Journals where Roberto Blanco has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 6 (0.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl236
   Updated: 2026-01-17    RAS profile: 2025-01-10    
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Relations with other researchers

Works with:

Mayordomo, Sergio (16)

Garcia-Posada, Miguel (6)

Khametshin, Dmitry (2)

Álvarez-Román, Laura (2)

Jimenez, Gabriel (2)

Rodriguez-Moreno, Maria (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Blanco.

Is cited by:

Gómez-Puig, Marta (17)

Avino, Davide (13)

Sosvilla-Rivero, Simon (12)

Girardi, Alessandro (12)

Gündüz, Yalin (11)

Caporale, Guglielmo Maria (11)

Mayordomo, Sergio (11)

Portes, Richard (10)

Varotto, Simone (9)

Hammoudeh, Shawkat (8)

Chan-Lau, Jorge (8)

Cites to:

Campbell, John (9)

Abel, Andrew (8)

Santa-Clara, Pedro (8)

Valkanov, Rossen (8)

Engle, Robert (6)

Ghysels, Eric (6)

Craig, Ben (6)

Chen, Xiaohong (5)

Wu, Liuren (5)

Jagannathan, Ravi (5)

Ait-Sahalia, Yacine (5)

Main data

Where Roberto Blanco has published?

Journals with more than one article published# docs
Boletn Econmico16
Economic Bulletin8
Investigaciones Economicas2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa12
Occasional Papers / Banco de Espaa8
DFAEII Working Papers / University of the Basque Country - Department of Foundations of Economic Analysis II2

Recent works citing Roberto Blanco (2025 and 2024)

YearTitle of citing document
2024La medición de las expectativas de inflación en Argentina: consultoras económicas versus mercados financieros. (2024). Temperley, Patricio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4766.

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2024Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning. (2024). Taylor, Robert. In: Papers. RePEc:arx:papers:2408.15404.

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2024Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?. (2024). Cho, Dooyeon ; Rhee, Dongeun. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:35-60.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Casarin, Roberto ; Francesco, Ravazzolo ; Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2024Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?. (2024). Witte, Niklas. In: Working Paper Series. RePEc:ecb:ecbwps:20242988.

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2025Risk-taking incentives and firm credit risk11The authors thank Kristine W. Hankins (editor), the anonymous associate editor and two anonymous reviewers, workshop participants at Lehigh University, Northwestern University, Southern Methodist University, and the University of Florida; conference participants at the Temple University Accounting 100th Anniversary Conference and the Hawaii Accounting Research Conference; Ray Ball, Sam Bonsall, Brian Cadman, Rachel Hayes, Marcus Kirk, Zawadi Lemayian, Karl Muller, Gans Narayanamoorthy, Matthew Ringgenberg, David Sovich, and Liz Tashjian, and Wei Wang (discussant) for helpful comments. We thank Catherine Blowe and Tian (Terri) Xu for research assistance, and Kai Chen for sharing his executive compensation code. Koharki thanks the Krannert School of Management, and Watson thanks the Villanova School of Business for financial support. All errors are our own. ©2016–2025 Kevin Koharki and Luke Watson.. (2025). Koharki, Kevin ; Watson, Luke. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000069.

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2025Do firms benefit from carbon risk management? Evidence from the credit default swaps market. (2025). Duong, Huu Nhan ; Kalev, Petko S ; Kalimipalli, Madhu ; Trivedi, Saurabh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001117.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Global and local information efficiency: An examination of samuelsons dictum. (2024). Xiao, Yaqing ; Zhang, Jinfan ; Yan, Hongjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000355.

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2024Bond yield effects of corporate bond default: Evidence from bond default events of 2014–2022. (2024). Luo, Yixuan ; Li, Jiarui ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013260.

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2024Determinants of credit default swap spread changes: The sell-side perspective. (2024). Park, Haerang ; Joe, Denis Yongmin ; Oh, Byungmin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323008462.

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2025Does the threat of short selling discipline management? Evidence from default risk changes around regulation SHO. (2025). Li, Keming ; Nishikawa, Takeshi ; Rao, Ramesh P. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000788.

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2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

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2024Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros ; Lotfi, Somayyeh ; Milidonis, Andreas. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158.

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2024Green bond issuance and credit risk: International evidence. (2024). Shen, Long ; Ballester, Laura ; Gonzalez-Urteaga, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000799.

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2025Economic links from bonds and cross-stock return predictability. (2025). Xiang, Hong ; Mao, Yifei ; Liu, Xin ; Huo, Xiaolin ; Feng, Jian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001187.

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2024Publics evaluation of ESG and credit default swap: Evidence from East Asian countries. (2024). Lin, Chih-Yung ; Lu, Chien-Lin ; Chang, Hao-Wen ; Tang, Ning. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002646.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2024Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731.

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2024Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400165x.

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2024Carbon default swap – disentangling the exposure to carbon risk through CDS. (2024). Blasberg, Alexander ; Taschini, Luca ; Kiesel, Rdiger. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128528.

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2025“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2024How does credit market innovation affect the fiscal policy of state governments?. (2024). Chen, Sheng-Syan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01207-7.

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2024Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04.

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2024Determinants of the profitability of Sheltered Workshops: efficiency and effects of the COVID-19 crisis. (2024). Lopez-Penabad, Maria-Celia ; Manent, Juan Torrelles ; Maside-Sanfiz, Jose Manuel ; Iglesias-Casal, Ana. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03435-1.

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2024R&D companies based on their age, size and type of field, are they solvent companies?. (2024). Flores-Ureba, Sandra ; Gelashvili, Vera ; Delgado, Mara Luisa ; Gmez-Ortega, Alba. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:20:y:2024:i:2:d:10.1007_s11365-023-00895-w.

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2025From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets. (2025). Scalisi, Ginevra ; Neri, Paolo ; de Angelis, Luca ; Campiglio, Emanuele. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:3:n:e70012.

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2024Stock price informativeness and credit default swap trading. (2024). Vieira, Isabel ; da Silva, Paulo Pereira. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2950-2970.

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2024International evidence of the forecasting ability of option‐implied distributions. (2024). Vich, Magdalena M ; Vaellosebastia, Antoni ; Serrano, Pedro. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1447-1464.

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2024Corporate credit default swap systematic factors. (2024). Lu, Qinye ; Lin, Mingtsung ; Chan, Ka Kei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1224-1256.

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Works by Roberto Blanco:

YearTitleTypeCited
1999El mercado español de renta variable. Análisis de la liquidez e influencia del mercado de derivados In: Estudios Económicos.
[Full Text][Citation analysis]		book1
2000Una estimación de primas de liquidez en el mercado español de deuda pública In: Boletín Económico.
[Full Text][Citation analysis]		article0
2000¿Ha aumentado el grado de integración financiera durante los noventa? In: Boletín Económico.
[Full Text][Citation analysis]		article0
2000Los nuevos mercados bursátiles: un instrumento para financiar la nueva economía In: Boletín Económico.
[Full Text][Citation analysis]		article0
2001Los mercados de deuda pública del área del euro. Evolución reciente e implicaciones In: Boletín Económico.
[Full Text][Citation analysis]		article0
2001Estimación de expectativas de inflación a partir de los precios del bono indiciado francés In: Boletín Económico.
[Full Text][Citation analysis]		article0
2003El contenido informativo de los derivados crediticios In: Boletín Económico.
[Full Text][Citation analysis]		article1
2003La importancia de la composición sectorial en la evolución reciente de las bolsas In: Boletín Económico.
[Full Text][Citation analysis]		article0
2004Créditos hipotecarios a tipo de interés fijo frente a tipo variable: comparación de riesgos e implicaciones macroeconómicas In: Boletín Económico.
[Full Text][Citation analysis]		article0
2007La volatilidad del tipo de interés a un día y su transmisión a lo largo de la curva de rentabilidades del mercado monetario del área del euro In: Boletín Económico.
[Full Text][Citation analysis]		article0
2008Los efectos de las variaciones de los tipos de interés del mercado monetario sobre la renta de los hogares en España In: Boletín Económico.
[Full Text][Citation analysis]		article0
2020La inversión extranjera en el mercado inmobiliario residencial español entre 2007 y 2019 In: Boletín Económico.
[Full Text][Citation analysis]		article0
2020Evolución reciente de la financiación y del crédito bancario al sector privado no financiero In: Boletín Económico.
[Full Text][Citation analysis]		article0
2020El impacto de la crisis del Covid-19 sobre la situación financiera de las empresas no financieras en 2020: evidencia basada en la Central de Balances In: Boletín Económico.
[Full Text][Citation analysis]		article6
2022La evolución de la solvencia y de la demografía empresarial en España desde el inicio de la pandemia In: Boletín Económico.
[Full Text][Citation analysis]		article0
2022Resultados de las empresas no financieras en el primer trimestre de 2022 In: Boletín Económico.
[Full Text][Citation analysis]		article0
2023La traslación del aumento de los costes de producción a los precios de venta de las empresas no financieras en 2022 In: Boletín Económico.
[Full Text][Citation analysis]		article0
2003The significance of sectoral composition in recent stock market developments In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2007Overnight interest rate volatility and its transmission along the euro area money market yield curve In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2020Foreign investment in the residential real estate market in Spain between 2007 and 2019 In: Economic Bulletin.
[Full Text][Citation analysis]		article3
2020Recent developments in financing and bank lending to the non-financial private sector In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2020The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2022Developments in business solvency and demographics in Spain since the outbreak of the pandemic In: Economic Bulletin.
[Full Text][Citation analysis]		article1
2022Results of non-financial corporations in 2022 Q1 In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2023Pass-through of rising production costs to the selling prices of non-financial corporations in 2022 In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2006House prices and real interest rates in Spain In: Occasional Papers.
[Full Text][Citation analysis]		paper5
2020Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19 In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2020Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock In: Occasional Papers.
[Full Text][Citation analysis]		paper5
2021El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2021Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability In: Occasional Papers.
[Full Text][Citation analysis]		paper1
2023Evidencia sobre el alcance de los programas de garantías públicas y de ayudas directas a las empresas españolas implementados durante la crisis del COVID 19 In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2023Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2023An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2006Monetary and financial conditions In: Other publications.
[Full Text][Citation analysis]		chapter0
2006The financial system In: Other publications.
[Full Text][Citation analysis]		chapter1
2020The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2020Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19 In: Revista de Estabilidad Financiera.
[Full Text][Citation analysis]		article0
2000Estimating Liquidity Premia in the Spanish Government Securities Market In: Working Papers.
[Full Text][Citation analysis]		paper7
2001Estimating 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
2004Estimating 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
2001Estimating Inflation Expectations using French Government Inflation-Indexed Bonds In: Working Papers.
[Full Text][Citation analysis]		paper6
2001The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning In: Working Papers.
[Full Text][Citation analysis]		paper39
2002Euro 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: 39		chapter
2004An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps In: Working Papers.
[Full Text][Citation analysis]		paper63
2004An 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: 63		paper
2005Testing the forecasting performace of IBEX 35 option implied risk neutral densities In: Working Papers.
[Full Text][Citation analysis]		paper5
2005Is the volatility of the EONIA transmitted to longer-term euro money market interest rates? In: Working Papers.
[Full Text][Citation analysis]		paper15
2006Option-implied preferences adjustments, density forecasts, and the equity risk premium In: Working Papers.
[Full Text][Citation analysis]		paper8
2009Option-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: 8		article
2007Have real interest rates really fallen that much in Spain? In: Working Papers.
[Full Text][Citation analysis]		paper2
2011HAVE 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
2012Determinants of default ratios in the segment of loans to households in Spain In: Working Papers.
[Full Text][Citation analysis]		paper7
2018Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain In: Working Papers.
[Full Text][Citation analysis]		paper3
2024Access to credit and firm survival during a crisis: the case of zero-bank-debt firms In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Access to credit and firm survival during a crisis: The case of zero-bank-debt firms.(2024) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1999Has Financial Market Integration Increased during the Nineties? In: Working Papers.
[Full Text][Citation analysis]		paper15
2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps In: Journal of Finance.
[Full Text][Citation analysis]		article615
1992Análisis de coberturas de bonos con futuros financieros y aplicación al caso español In: Working Papers.
[Citation analysis]		paper0
2024A new estimation of default probabilities based on non-performing loans In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2005Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities In: DFAEII Working Papers.
[Full Text][Citation analysis]		paper3
2005Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts In: DFAEII Working Papers.
[Full Text][Citation analysis]		paper0
201350 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]		book19
2013The 2007- Financial Crisis - a EURO-pean Perspective In: SUERF 50th Anniversary Volume Chapters.
[Full Text][Citation analysis]		chapter0
1992Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español In: Investigaciones Economicas.
[Full Text][Citation analysis]		article0
2000Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice IBEX-35 In: Investigaciones Economicas.
[Full Text][Citation analysis]		article1

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