Details about Ricardo Gimeno

Access statistics for papers by Ricardo Gimeno.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pgi62

Working Papers

2024

1. Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision
   Working Papers, Banco de España

2023

2. Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor
   Working Papers, Banco de España

2022

3. The role of a green factor in stock prices. When Fama & French go green
   Working Papers, Banco de España View citations (2)

2019

4. The gender gap in bank credit access
   Working Papers, Banco de España View citations (1)
   See also Journal Article The gender gap in bank credit access, Journal of Corporate Finance, Elsevier (2021) View citations (17) (2021)

2018

5. Extraction of Inflation Expectations from Financial Instruments
   IDB Publications (Working Papers), Inter-American Development Bank View citations (2)
6. Extraction of inflation expectations from financial instruments in Latin America
   Working Papers, Banco de España View citations (1)

2017

7. Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE
   Working Papers, Banco de España View citations (22)
   See also Journal Article Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*, Review of Finance, European Finance Association (2021) View citations (10) (2021)
8. The eurozone (expected) inflation: an option’s eyes view
   Working Papers, Banco de España View citations (2)
   See also Journal Article The eurozone (expected) inflation: An option's eyes view, Journal of International Money and Finance, Elsevier (2018) View citations (5) (2018)

2016

9. The evolution of inflation expectations in euro area markets
   Working Papers, Banco de España View citations (5)

2014

10. Flight-to-liquidity flows in the euro area sovereign debt crisis
    Working Papers, Banco de España View citations (10)
11. Supervivencia de las empresas según indicadores empresariales. Modelo lineal mixto con datos de panel, período 2004 al 2008, caso de España
    Working Papers, Peruvian Economic Association

2013

12. Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk
    Working Papers, Banco de España View citations (4)

2012

13. An automatic procedure for the estimation of the tail index
    MPRA Paper, University Library of Munich, Germany
14. Determinants of default ratios in the segment of loans to households in Spain
    Working Papers, Banco de España View citations (7)
15. Estimation of the Term Structure of Interest Rates: Methodology and Applications
    Working Papers, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration)

2011

16. Perpetuating gender stereotypes via the internet? an analysis of the women’s presence in Spanish online newspapers
    MPRA Paper, University Library of Munich, Germany View citations (1)

2010

17. The euro as a reserve currency for global investors
    Working Papers, Banco de España

2009

18. Extraction of financial market expectations about inflation and interest rates from a liquid market
    Working Papers, Banco de España View citations (10)

2008

19. Financial Analysts impact on Stock Volatility. A Study on the Pharmaceutical Sector
    Working Papers, FEDEA View citations (1)
20. Uncertainty and the price of risk in a nominal convergence process
    Working Papers, Banco de España View citations (3)

2006

21. Genetic algorithm estimation of interest rate term structure
    Working Papers, Banco de España View citations (9)
22. The interaction between house prices and loans for house purchase. The Spanish case
    Working Papers, Banco de España View citations (11)
23. Using genetic algorithms to improve the term structure of interest rates fitting
    Computing in Economics and Finance 2006, Society for Computational Economics
24. VaR competition: Measuring the degree of adjustment of Value at Risk methodologies
    Computing in Economics and Finance 2006, Society for Computational Economics

2003

25. Consecuencias para la predicción de la existencia de caos utilizando modelos TAR
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

Journal Articles

2024

1. Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor
   European Economic Review, 2024, 165, (C)
2. Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America
   Latin American Journal of Central Banking (previously Monetaria), 2024, 5, (4)

2021

3. Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*
   (Whatever it takes: the real effects of unconventional monetary policy)
   Review of Finance, 2021, 25, (1), 43-84 View citations (10)
   See also Working Paper Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE, Working Papers (2017) View citations (22) (2017)
4. The gender gap in bank credit access
   Journal of Corporate Finance, 2021, 71, (C) View citations (17)
   See also Working Paper The gender gap in bank credit access, Working Papers (2019) View citations (1) (2019)

2020

5. Incorporating sustainability factors into asset management
   Financial Stability Review, 2020, (Autumn)
6. La incorporación de factores de sostenibilidad en la gestión de carteras
   Revista de Estabilidad Financiera, 2020, (Otoño)

2019

7. Do ‘soft law’ board gender quotas work? Evidence from a natural experiment
   European Management Journal, 2019, 37, (5), 611-624 View citations (6)

2018

8. El recurso de la banca española a la financiación del Eurosistema
   Boletín Económico, 2018, (SEP)
9. Euro area inflation expectations
   Economic Bulletin, 2018, (MAR)
10. La evolución de las expectativas de inflación del área del euro
    Boletín Económico, 2018, (MAR)
11. Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas
    Boletín Económico, 2018, (MAR)
12. Recourse to Eurosystem funding by Spanish banks
    Economic Bulletin, 2018, (SEP)
13. The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies
    Economic Bulletin, 2018, (MAR) View citations (8)
14. The eurozone (expected) inflation: An option's eyes view
    Journal of International Money and Finance, 2018, 86, (C), 70-92 View citations (5)
    See also Working Paper The eurozone (expected) inflation: an option’s eyes view, Working Papers (2017) View citations (2) (2017)

2017

15. Indicadores sobre expectativas de inflación basados en los precios de instrumentos financieros
    Boletín Económico, 2017, (SEP)
16. Jobs for the Boys? Exploring gender biased director’s selection
    Economics Letters, 2017, 161, (C), 82-85

2012

17. Gender Diversity on European Banks’ Boards of Directors
    Journal of Business Ethics, 2012, 109, (2), 145-162 View citations (54)

2010

18. DISCRIMINACIÓN EN CONSEJOS DE ADMINISTRACIÓN: ANÁLISIS E IMPLICACIONES ECONÓMICAS
    Revista de Economia Aplicada, 2010, 18, (2), 131-162 View citations (5)
19. The relationship between house prices and house purchase loans: The Spanish case
    Journal of Banking & Finance, 2010, 34, (8), 1849-1855 View citations (69)

2009

20. A genetic algorithm estimation of the term structure of interest rates
    Computational Statistics & Data Analysis, 2009, 53, (6), 2236-2250 View citations (14)
21. Incertidumbre y el precio del riesgo en un proceso de convergencia nominal
    Monetaria, 2009, XXXII, (4), 451-489
22. La extracción de las expectativas del mercado sobre inflación y tipos de interés a partir de las rentabilidades de la deuda pública en la UEM y en Estados Unidos
    Boletín Económico, 2009, (NOV), 73-82

2008

23. Descomposición de los tipos de interés nominales en España durante la convergencia hacia la Unión Monetaria
    Boletín Económico, 2008, (FEB), 61-69
    Also in Boletín, 2008, LIV, (2), 84-89 (2008)
24. Real Options Valuation: A Case Study of an E‐commerce Company
    Journal of Applied Corporate Finance, 2008, 20, (2), 129-143

2007

25. Convergencia y Estabilidad de los Tipos de Cambio Europeos: Una Aplicación de Exponentes de Lyapunov
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2007, 44, (129), 91-108

2006

26. La interacción entre el precio de la vivienda y el crédito a hogares destinado a su adquisición
    Boletín Económico, 2006, (MAR), 63-69

1999

27. Stationarity tests for financial time series
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 72-78

Undated

28. The role of a green factor in stock prices: when Fama and French go green
    Journal of Credit Risk