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Co-authors
(10)
Juan Ayuso
3
Ian W. Marsh
3
Francisco Alonso
3
SIMON BRENNAN
2
Banco de Espana (Banco de España)
2
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(4)
EUR J FINANC
1
J FINAN
1
Spanish Economic Review
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Journal of International Financial Markets, Institutions and Money
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Authors
Roberto Blanco
Roberto Blanco,Banco de España,Financial Economics,Business Administration & Economics
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Roberto Blanco
Banco de España
Publications:
12
|
Citations:
265
Fields:
Financial Economics
,
Business Administration & Economics
View FAQ about top research areas and Fields of study
Collaborated with
10 co-authors
from 2001 to 2009
|
Cited by
409 authors
Cumulative
Annual
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Publications
(12)
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RefWorks
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Option-implied preferences adjustments, density forecasts, and the equity risk premium
(
Citations: 3
)
Francisco Alonso
,
Roberto Blanco
,
Gonzalo Rubio
Journal:
Spanish Economic Review
, vol. 11, no. 2, pp. 141-164, 2009
House prices and real interest rates in Spain
(
Citations: 3
)
Juan Ayuso
,
Roberto Blanco
,
Fernando Restoy
Published in 2006.
An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
(
Citations: 91
)
ROBERTO BLANCO
,
SIMON BRENNAN
,
IAN W. MARSH
Journal:
Journal of Finance - J FINAN
, vol. 60, no. 5, pp. 2255-2281, 2005
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
(
Citations: 101
)
Roberto Blanco
,
Simon Brennan
,
Ian W. Marsh
Published in 2004.
Estimating liquidity premia in the Spanish government securities market
(
Citations: 11
)
Francisco Alonso
,
Roberto Blanco
,
Ana Del Río
,
Alicia Sanchis
Journal:
European Journal of Finance - EUR J FINANC
, vol. 10, no. 6, pp. 453-474, 2004
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Citations
(265 times by 236 publications)
Dynamics of CDS spread indexes of US financial sectors
Shawkat Hammoudeh
,
Mohan Nandha
,
Yuan Yuan
Journal:
Applied Economics - APPL ECON
, vol. 45, no. 2, pp. 213-223, 2013
The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
(
Citations: 2
)
Peter Feldhütter
Published in 2012.
Determinants of bond spreads: evidence from credit derivatives of Australian firms
Tristan Darwin
,
Sirimon Treepongkaruna
,
Robert Faff
Journal:
Australian Journal of Management - AUST J MANAGE
, vol. 37, no. 1, pp. 29-46, 2012
Option‐Adjusted Delta Credit Spreads: a Cross‐Country Analysis
Leonardo Becchetti
,
Andrea Carpentieri
,
Iftekhar Hasan
Journal:
European Financial Management - EUR FINANC MANAG
, 2012
The dynamics of sovereign credit default swap and bond markets: empirical evidence from the 2001 to 2007 period
Rahmi Erdem Aktug
,
Geraldo Vasconcellos
,
Youngsoo Bae
Journal:
Applied Economics Letters - APPL ECON LETTERS
, vol. 19, no. 3, pp. 251-259, 2012
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