Details about Roberto Blanco

Access statistics for papers by Roberto Blanco.

Last updated 2025-01-10. Update your information in the RePEc Author Service.

Short-id: pbl236

Working Papers

2024

1. Access to credit and firm survival during a crisis: the case of zero-bank-debt firms
   Working Papers, Banco de España
   See also Journal Article Access to credit and firm survival during a crisis: The case of zero-bank-debt firms, Journal of Financial Intermediation, Elsevier (2024) (2024)

2023

2. An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies
   Occasional Papers, Banco de España
3. Evidence on the impact of the public guarantee and direct aid schemes on Spanish firms during the covid-19 crisis
   Occasional Papers, Banco de España
4. Evidencia sobre el alcance de los programas de garantías públicas y de ayudas directas a las empresas españolas implementados durante la crisis del COVID 19
   Occasional Papers, Banco de España

2021

5. El impacto de la crisis del COVID-19 sobre la vulnerabilidad financiera de las empresas españolas
   Occasional Papers, Banco de España
6. Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability
   Occasional Papers, Banco de España View citations (1)

2020

7. Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19
   Occasional Papers, Banco de España
8. Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock
   Occasional Papers, Banco de España View citations (5)

2018

9. Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain
   Working Papers, Banco de España View citations (3)

2012

10. Determinants of default ratios in the segment of loans to households in Spain
    Working Papers, Banco de España View citations (7)

2007

11. Have real interest rates really fallen that much in Spain?
    Working Papers, Banco de España View citations (2)
    See also Journal Article HAVE REAL INTEREST RATES REALLY FALLEN THAT MUCH IN SPAIN?, Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica (2011) (2011)

2006

12. House prices and real interest rates in Spain
    Occasional Papers, Banco de España View citations (5)
13. Option-implied preferences adjustments, density forecasts, and the equity risk premium
    Working Papers, Banco de España View citations (2)
    See also Journal Article Option-implied preferences adjustments, density forecasts, and the equity risk premium, Spanish Economic Review, Springer (2009) View citations (6) (2009)

2005

14. Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
    Working Papers, Banco de España View citations (15)
15. Testing the forecasting performace of IBEX 35 option implied risk neutral densities
    Working Papers, Banco de España View citations (8)

2004

16. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
    Working Papers, Banco de España View citations (23)
    Also in Bank of England working papers, Bank of England (2004) View citations (62)

2001

17. Estimating Inflation Expectations using French Government Inflation-Indexed Bonds
    Working Papers, Banco de España View citations (6)
18. The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning
    Working Papers, Banco de España View citations (36)
    See also Chapter Euro area government securities markets: recent developments and implications for market functioning, BIS Papers chapters, Bank for International Settlements (2002) View citations (7) (2002)

2000

19. Estimating Liquidity Premia in the Spanish Government Securities Market
    Working Papers, Banco de España View citations (2)
    See also Journal Article Estimating liquidity premia in the Spanish government securities market, The European Journal of Finance, Taylor & Francis Journals (2004) View citations (5) (2004)
    Chapter Estimating liquidity premia in the Spanish Government securities market, BIS Papers chapters, Bank for International Settlements (2001) (2001)

1999

20. Has Financial Market Integration Increased during the Nineties?
    Working Papers, Banco de España View citations (15)

1992

21. Análisis de coberturas de bonos con futuros financieros y aplicación al caso español
    Working Papers, CEMFI

Journal Articles

2024

1. A new estimation of default probabilities based on non-performing loans
   Finance Research Letters, 2024, 62, (PB) View citations (1)
2. Access to credit and firm survival during a crisis: The case of zero-bank-debt firms
   Journal of Financial Intermediation, 2024, 59, (C)
   See also Working Paper Access to credit and firm survival during a crisis: the case of zero-bank-debt firms, Working Papers (2024) (2024)

2023

3. La traslación del aumento de los costes de producción a los precios de venta de las empresas no financieras en 2022
   Boletín Económico, 2023, (2023/T3)
4. Pass-through of rising production costs to the selling prices of non-financial corporations in 2022
   Economic Bulletin, 2023, (2023/Q3)

2022

5. Developments in business solvency and demographics in Spain since the outbreak of the pandemic
   Economic Bulletin, 2022, (3/2022)
6. La evolución de la solvencia y de la demografía empresarial en España desde el inicio de la pandemia
   Boletín Económico, 2022, (3/2022)
7. Resultados de las empresas no financieras en el primer trimestre de 2022
   Boletín Económico, 2022, (3/2022)
8. Results of non-financial corporations in 2022 Q1
   Economic Bulletin, 2022, (3/2022)

2020

9. El 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
   Boletín Económico, 2020, (4/2020) View citations (6)
10. Evolución reciente de la financiación y del crédito bancario al sector privado no financiero
    Boletín Económico, 2020, (4/2020)
11. Foreign investment in the residential real estate market in Spain between 2007 and 2019
    Economic Bulletin, 2020, (2/2020) View citations (3)
12. La inversión extranjera en el mercado inmobiliario residencial español entre 2007 y 2019
    Boletín Económico, 2020, (2/2020)
13. Recent developments in financing and bank lending to the non-financial private sector
    Economic Bulletin, 2020, (4/2020)
14. Retos asociados al uso de las calificaciones crediticias de las agencias en el contexto de la crisis del Covid-19
    Revista de Estabilidad Financiera, 2020, (Otoño)
15. The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis
    Financial Stability Review, 2020, (Autumn)
16. The impact of the Covid-19 crisis on the financial position of non-financial corporations in 2020: CBSO-based evidence
    Economic Bulletin, 2020, (4/2020)

2011

17. HAVE REAL INTEREST RATES REALLY FALLEN THAT MUCH IN SPAIN?
    Revista de Economia Aplicada, 2011, 19, (1), 153-170
    See also Working Paper Have real interest rates really fallen that much in Spain?, Working Papers (2007) View citations (2) (2007)

2009

18. Option-implied preferences adjustments, density forecasts, and the equity risk premium
    Spanish Economic Review, 2009, 11, (2), 141-164 View citations (6)
    See also Working Paper Option-implied preferences adjustments, density forecasts, and the equity risk premium, Working Papers (2006) View citations (2) (2006)

2008

19. Los efectos de las variaciones de los tipos de interés del mercado monetario sobre la renta de los hogares en España
    Boletín Económico, 2008, (MAR), 77-88

2007

20. La 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
    Boletín Económico, 2007, (FEB), 41-49
21. Overnight interest rate volatility and its transmission along the euro area money market yield curve
    Economic Bulletin, 2007, (APR), 113-120

2005

22. An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
    Journal of Finance, 2005, 60, (5), 2255-2281 View citations (606)

2004

23. Créditos hipotecarios a tipo de interés fijo frente a tipo variable: comparación de riesgos e implicaciones macroeconómicas
    Boletín Económico, 2004, (APR), 73-83
24. Estimating liquidity premia in the Spanish government securities market
    The European Journal of Finance, 2004, 10, (6), 453-474 View citations (5)
    See also Working Paper Estimating Liquidity Premia in the Spanish Government Securities Market, Working Papers (2000) View citations (2) (2000)
    Chapter Estimating liquidity premia in the Spanish Government securities market, BIS Papers chapters, 2001, 02, 79-112 (2001) (2001)

2003

25. El contenido informativo de los derivados crediticios
    Boletín Económico, 2003, (JAN), 67-74 View citations (1)
26. La importancia de la composición sectorial en la evolución reciente de las bolsas
    Boletín Económico, 2003, (FEB), 39-44
27. The significance of sectoral composition in recent stock market developments
    Economic Bulletin, 2003, (JAN), 95-100

2001

28. Estimación de expectativas de inflación a partir de los precios del bono indiciado francés
    Boletín Económico, 2001, (JUN), 61-72
29. Los mercados de deuda pública del área del euro. Evolución reciente e implicaciones
    Boletín Económico, 2001, (NOV), 75-84

2000

30. Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice IBEX-35
    Investigaciones Economicas, 2000, 24, (1), 139-175 View citations (1)
31. Los nuevos mercados bursátiles: un instrumento para financiar la nueva economía
    Boletín Económico, 2000, (MAY), 31-41
32. Una estimación de primas de liquidez en el mercado español de deuda pública
    Boletín Económico, 2000, (OCT), 63-70
33. ¿Ha aumentado el grado de integración financiera durante los noventa?
    Boletín Económico, 2000, (JAN), 55-61

1992

34. Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español
    Investigaciones Economicas, 1992, 16, (3), 463-487

Books

2013

1. 50 Years of Money and Finance: Lessons and Challenges
   SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum View citations (18)

1999

2. El mercado español de renta variable. Análisis de la liquidez e influencia del mercado de derivados
   Estudios Económicos, Banco de España View citations (1)

Chapters

2013

1. The 2007- Financial Crisis - a EURO-pean Perspective
   SUERF - The European Money and Finance Forum

2006

2. Monetary and financial conditions
   Chapter 07 in The analysis of the Spanish Economy, 2006, pp 177-199
3. The financial system
   Chapter 19 in The analysis of the Spanish Economy, 2006, pp 517-545 View citations (1)

2002

4. Euro area government securities markets: recent developments and implications for market functioning
   A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 65-85 View citations (7)
   See also Working Paper The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning, Banco de España (2001) View citations (36) (2001)

2001

5. Estimating liquidity premia in the Spanish Government securities market
   A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 79-112
   See also Working Paper Estimating Liquidity Premia in the Spanish Government Securities Market, Banco de España (2000) View citations (2) (2000)
   Journal Article Estimating liquidity premia in the Spanish government securities market, Taylor & Francis Journals (2004) View citations (5) (2004)