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Estimating inflation expectations using French government inflation-indexed bonds
Alonso Sánchez, Francisco; Blanco, Roberto; Río, Ana del
Los bonos indiciados a la inflacion son activos financieros de renta fija cuyos flujos de pagos nominales dependen de la evolucion de un indice de precios. En paises donde existen estos activos, las expectativas de inflacion son a veces estimadas como el diferencial entre la rentabilidad...
Persistent link: https://www.econbiz.de/10012529969
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Estimating inflation expectations using French government inflation-indexed bonds
Alonso Sánchez, Francisco; Blanco, Roberto; Río, Ana del - 2001
Persistent link: https://www.econbiz.de/10001610041
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Estimating liquidity premia in the Spanish government securities market
Alonso Sánchez, Francisco; Blanco, Roberto; Río, Ana del - In: The European journal of finance 10 (2004) 6, pp. 453-474
Persistent link: https://www.econbiz.de/10002507815
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Option-implied preferences adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - In: Spanish economic review : SER 11 (2009) 2, pp. 141-164
Persistent link: https://www.econbiz.de/10003843345
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Análisis del comportamiento predictivo de las densidades neutrales al riego implícitas en las opciones sobre el Ibex-35
Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - In: Información comercial española / Cuadernos económicos 69 (2005), pp. 11-32
Persistent link: https://www.econbiz.de/10003375701
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Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
Alonso Sánchez, Francisco (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003281245
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Option-implied preferencec adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - 2006
Persistent link: https://www.econbiz.de/10003396849
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Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
Alonso Sánchez, Francisco; Blanco, Roberto - 2005
Persistent link: https://www.econbiz.de/10003242532
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Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities
Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - 2005
Persistent link: https://www.econbiz.de/10002992833
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La volatilidad del tipo de interés a un día y su transmisión a lo largo de la curva de rentabilidades del mercado monetario del área del euro
Alonso Sánchez, Francisco; Blanco, Roberto
Artículo de revista
Persistent link: https://www.econbiz.de/10012524987