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Details about Ricardo Gimeno

Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Ricardo Gimeno.

Last updated 2020-08-07. Update your information in the RePEc Author Service.

Short-id: pgi62


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Working Papers

2020

  1. Extraction of Inflation Expectations from Financial Instruments
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (1)

2019

  1. The gender gap in bank credit access
    Working Papers, Banco de España Downloads View citations (1)

2018

  1. Extraction of inflation expectations from financial instruments in Latin America
    Working Papers, Banco de España Downloads View citations (1)

2017

  1. Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE
    Working Papers, Banco de España Downloads View citations (15)
  2. The eurozone (expected) inflation: an option’s eyes view
    Working Papers, Banco de España Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2018)

2016

  1. The evolution of inflation expectations in euro area markets
    Working Papers, Banco de España Downloads View citations (4)

2014

  1. Flight-to-liquidity flows in the euro area sovereign debt crisis
    Working Papers, Banco de España Downloads View citations (4)
  2. 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 Downloads

2013

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

2012

  1. An automatic procedure for the estimation of the tail index
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Determinants of default ratios in the segment of loans to households in Spain
    Working Papers, Banco de España Downloads View citations (5)
  3. 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) Downloads

2011

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

2010

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

2009

  1. Extraction of financial market expectations about inflation and interest rates from a liquid market
    Working Papers, Banco de España Downloads View citations (7)

2008

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

2006

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

2003

  1. 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 Downloads

Journal Articles

2018

  1. El recurso de la banca española a la financiación del Eurosistema
    Boletín Económico, 2018, (SEP), 11 pages Downloads
  2. Euro area inflation expectations
    Economic Bulletin, 2018, (MAR), 8 pages Downloads
  3. La evolución de las expectativas de inflación del área del euro
    Boletín Económico, 2018, (MAR), 8 pages Downloads
  4. Los efectos del programa de compra de bonos corporativos del Eurosistema sobre las empresas españolas
    Boletín Económico, 2018, (MAR), 6 pages Downloads
  5. Recourse to Eurosystem funding by Spanish banks
    Economic Bulletin, 2018, (SEP), 11 pages Downloads
  6. The effects of the Eurosystem’s corporate sector purchase programme on Spanish companies
    Economic Bulletin, 2018, (MAR), 6 pages Downloads View citations (4)
  7. The eurozone (expected) inflation: An option's eyes view
    Journal of International Money and Finance, 2018, 86, (C), 70-92 Downloads View citations (2)
    See also Working Paper (2017)

2017

  1. Indicadores sobre expectativas de inflación basados en los precios de instrumentos financieros
    Boletín Económico, 2017, (SEP), 13 pages Downloads
  2. Jobs for the Boys? Exploring gender biased director’s selection
    Economics Letters, 2017, 161, (C), 82-85 Downloads

2012

  1. Gender Diversity on European Banks’ Boards of Directors
    Journal of Business Ethics, 2012, 109, (2), 145-162 Downloads View citations (36)

2010

  1. DISCRIMINACIÓN EN CONSEJOS DE ADMINISTRACIÓN: ANÁLISIS E IMPLICACIONES ECONÓMICAS
    Revista de Economia Aplicada, 2010, 18, (2), 131-162 Downloads View citations (3)
  2. The relationship between house prices and house purchase loans: The Spanish case
    Journal of Banking & Finance, 2010, 34, (8), 1849-1855 Downloads View citations (53)

2009

  1. A genetic algorithm estimation of the term structure of interest rates
    Computational Statistics & Data Analysis, 2009, 53, (6), 2236-2250 Downloads View citations (11)
  2. Incertidumbre y el precio del riesgo en un proceso de convergencia nominal
    Monetaria, 2009, XXXII, (4), 451-489 Downloads
  3. 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), 9 pages Downloads

2008

  1. Descomposición de los tipos de interés nominales en España durante la convergencia hacia la Unión Monetaria
    Boletín, 2008, LIV, (2), 84-89 Downloads
    Also in Boletín Económico, 2008, (FEB), 8 pages (2008) Downloads
  2. Real Options Valuation: A Case Study of an E‐commerce Company
    Journal of Applied Corporate Finance, 2008, 20, (2), 129-143 Downloads

2007

  1. 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 Downloads

2006

  1. La interacción entre el precio de la vivienda y el crédito a hogares destinado a su adquisición
    Boletín Económico, 2006, (MAR), 6 pages Downloads

2004

  1. Evaluación del proyecto de Madrid 2012 bajo un enfoque de mercado. Una exploración de posibilidades y mejoras
    Cuadernos de Gestión, 2004 Downloads

1999

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