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An empirical analysis of the d...
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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
Saved in:
2
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
Saved in:
3
Transmisión de información entre el mercado de futuros sobre el ibex 35 y el contado
Blanco, Roberto
- In:
Revista de economía aplicada : publicación cuatrimestral
11
(
2003
)
31
,
pp. 81-101
Persistent link: https://www.econbiz.de/10001807285
Saved in:
4
Euro area government securities markets : recent developments and implications for market functioning
Blanco, Roberto
- In:
Market functioning and central bank policy
,
(pp. 65-85)
.
2002
Persistent link: https://www.econbiz.de/10001715590
Saved in:
5
The euro-area government securities market : recent developments and implications for market functioning
Blanco, Roberto
-
2001
Persistent link: https://www.econbiz.de/10001642093
Saved in:
6
Has financial integration increased during the nineties?
Ayuso, Juan
;
Blanco, Roberto
-
1999
Persistent link: https://www.econbiz.de/10001443406
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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