Research Staff
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of Roberto Blanco. The Banco de España is not responsible for their content.
Roberto Blanco
Division HeadFinancial Studies Division
Monetary and Financial Studies Department
DG Economics, Statistics, and Research
Contact Information
- Address: Calle Alcalá 48, 28014 Madrid, España
- e-mail:
Fields of Interest
- No fields of interest specified.
JEL Codes
- No JEL Codes specified.
Curriculum Vitae
Selected Publications and Working Papers
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“An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps”
Roberto Blanco, Simon Brennan, and Ian W. Marsh (2005-01)
The Journal of Finance - Vol LX, n. 5 (2005), pp. 2255-2281
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“Testing the forecasting performace of IBEX 35 option implied risk neutral densities”
Francisco Alonso, Roberto Blanco and Gonzalo Rubio
Cuadernos económicos de ICE - n. 69 (2005), pp. 11-32
- Supplementary files: Banco de España Working Paper #0504
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“Estimating Liquidity Premia in the Spanish Government Securities Market”
Francisco Alonso, Roberto Blanco, Ana del Río and Alicia Sanchis (2004-10)
The European Journal of Finance - 10(6), pp. 453-474
- Supplementary files: Banco de España Working Paper #0017
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“Transmisión de información entre el mercado de futuros sobre el Ibex 35 y el contado”
Roberto Blanco
Revista de Economía Aplicada - n. 31 (2003), pp. 81-101
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“Has financial market integration increased during the nineties?, in International Financial markets and the implications for monetary and financial stability”
Juan Ayuso and Roberto Blanco (2001-01)
Journal of International Financial Markets, Institutions & Money - n. 11, (2001), pp. 265-287
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“Liquidez y variaciones mínimas de precios en el mercado español de renta variable”
Roberto Blanco
Moneda y Crédito - n. 211 (2000)
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“Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice Ibex 35”
Roberto Blanco
Investigaciones Económicas - vol. 24 (2000), pp. 139-175
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“Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español”
Roberto Blanco (1992-01)
Investigaciones Económicas - n. 16, 1992
