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An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto; Brennan, Simon; Marsh, Ian - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
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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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Have real interest rates really fallen that much in Spain?
Blanco, Roberto; Restoy, Fernando - 2007
Persistent link: https://www.econbiz.de/10003429768
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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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Have real interest rates really fallen that much in Spain?
Blanco, Roberto; Restoy, Fernando - In: Revista de economía aplicada : publicación cuatrimestral 19 (2011) 55, pp. 153-170
Persistent link: https://www.econbiz.de/10009548429
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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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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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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 preferencec adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - 2006
Persistent link: https://www.econbiz.de/10003396849