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A new estimation of default probabilities based on non-performing loans

Blanco, Roberto; Fernández-Ortiz, Elena; … - In: Finance research letters 62 (2024) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014530975

Coberturas de carteras de bonos con futuros financieros : evidencia en el caso español

Blanco, Roberto - In: Investigaciones económicas 16 (1992) 3, pp. 463-487

Persistent link: https://www.econbiz.de/10001142626

Has financial integration increased during the nineties?

Ayuso, Juan; Blanco, Roberto - 1999

Persistent link: https://www.econbiz.de/10001443406

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

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

A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets

Mayordomo, Sergio; Peña, Juan Ignacio; Romo, Juan - 2013

This paper presents a new statistical arbitrage test which has lower Type I error and selects arbitrage opportunities with lower downside risk than existing alternatives. The test is applied to credit derivatives markets using strategies combining Credit Default Swaps (CDS) and Asset Swaps....

Persistent link: https://www.econbiz.de/10014184296