Similar Search Results

Una clasificación por riesgo de los fondos de inversión españoles

Ayuso, Juan - 1998

Persistent link: https://www.econbiz.de/10000995610

El mercado español de renta variable : análisis de la liquidez e influencia del mercado de derivados

Blanco, Roberto - 1999

Persistent link: https://www.econbiz.de/10001393427

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

Blanco, Roberto; Jiménez, Noelia - 2018

Persistent link: https://www.econbiz.de/10011934569

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

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

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

Blanco, Roberto - In: Moneda y crédito : revista de economía (2000) 211, pp. 51-90

Persistent link: https://www.econbiz.de/10001537455

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

Blanco, Roberto (contributor); Brennan, Simon (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001926488

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...

Persistent link: https://www.econbiz.de/10001932407

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

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