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Research Staff(alphabetical)

 Roberto Blanco

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

Executive Co-ordinator

Macro-financial Analysis and Monetary Policy Department
DG Economics, Statistics and Research

Contact Information

  • Address: Calle Alcalá 48, 28014 Madrid, España
  • Contact form 

Fields of Interest

Finance

JEL Codes

  • No JEL Codes specified.

Curriculum Vitae

Selected Publications and Working Papers

  • “Credit allocation along the business cycle: evidence from the latest boom bust credit cycle in Spain”

    Roberto Blanco and Noelia Jiménez

    Working Paper no. 1826, 2018, Banco de España

  • “Have real interest rates really fallen that much in Spain?”

    Roberto Blanco and Fernando Restoy

    Revista de Economía Aplicada (2011), vol. 19 (1), pp 153-170

  • “An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps” Abre en nueva ventana

    Roberto Blanco, Simon Brennan, and Ian W. Marsh (2005-01)

    The Journal of Finance (2005), Vol LX, NO. 5, pp. 2255-2281

  • “Testing the forecasting performance of IBEX 35 option implied risk neutral densities”

    Francisco Alonso, Roberto Blanco and Gonzalo Rubio (2005)

    Cuadernos económicos de ICE , (2005) 69, pp. 11-32

  • “Estimating Liquidity Premia in the Spanish Government Securities Market”

    Francisco Alonso, Roberto Blanco, Ana del Río and Alicia Sanchis

    The European Journal of Finance (2004), 10, pp. 453-474 

     

  • “Transmisión de información entre el mercado de futuros sobre el Ibex 35 y el contado”

    Roberto Blanco (2003)

    Revista de Economía Aplicada - n. 31, pp. 81-101

  • “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 (2001), 11, pp. 265-287

  • “Liquidez y variaciones mínimas de precios en el mercado español de renta variable”

    Roberto Blanco (2000)

    Moneda y Crédito - n. 211

  • “Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice Ibex 35” Abre en nueva ventana

    Roberto Blanco (2000)

    Investigaciones Económicas - vol. 24, pp. 139-175

  • “Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español” Abre en nueva ventana

    Roberto Blanco (1992-01)

    Investigaciones Económicas - n. 16, 1992

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