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La instrumentación de la política monetaria del eurosistema y el funcionamiento del mercado interbancario durante la crisis financiera

Ayuso, Juan; Blanco, Roberto - In: Papeles de economía española 122 (2009), pp. 254-268

Persistent link: https://www.econbiz.de/10003937328

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

Has financial market integration increased during the nineties?

Ayuso, Juan; Blanco, Roberto - In: Journal of international financial markets, … 11 (2001) 3/4, pp. 265-287

Persistent link: https://www.econbiz.de/10001617233

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Blanco, Roberto; Brennan, Simon; Marsh, Ian - 2004

Persistent link: https://www.econbiz.de/10001910274

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Blanco, Roberto; Brennan, Simon; Marsh, Ian - 2004

"In this paper the behaviour of credit default swaps (CDS) are analysed for a sample of firms and support found for the theoretical equivalence of CDS prices and credit spreads. When this is violated, the CDS price can be viewed as an upper bound on the price of credit risk, while the spread...