R. Blanco

Publications69
h-index13
Citations1,408
Highly Influential Citations127
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An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps
This paper analyses the behaviour of credit default swaps (CDS) for a sample of firms and finds support for the theoretical equivalence of CDS prices and credit spreads. When this is violated, the… Expand
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Euro area government securities markets: recent developments and implications for market functioning
This paper analyses recent key developments in euro-area government bond markets and their main implications for central banks and for market functioning. The introduction of the euro is found to… Expand
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Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities
The main objective of this paper is to test whether the risk-neutral densities (RNDs) implied in the prices of the future options contract on the Spanish IBEX 35 index accurately predict the… Expand
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Determinants of Default Ratios in the Segment of Loans to Households in Spain
In this paper we present the estimation results of a dynamic panel data model that explains the dynamic behaviour of default ratios in Spain for loans extended to the household sector. We estimate… Expand
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Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
This paper analyses the volatility of euro money market interest rates and tests for the existence of volatility transmission from overnight rates to longer term rates. The results suggest that a… Expand
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Magnetic resonance--guided musculoskeletal interventional radiology.
As an imaging modality, magnetic resonance (MR) guidance has great potential to direct diagnostic and therapeutic procedures performed in the musculoskeletal region and influence patient management.… Expand
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Elective implantation of covered stents for coarctation and recoarctation in adolescents and adults.
INTRODUCTION AND OBJECTIVES Stent implantation is an effective therapy for aortic coarctation and recoarctation. However, in adolescents and adults, aortic wall rupture and dissection can occur, as… Expand
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Primary Angioplasty in Patients Older Than 75 Years. Profile of Patients and Procedures, Outcomes, and Predictors of Prognosis in the ESTROFA IM+75 Registry.
INTRODUCTION AND OBJECTIVES The proportion of elderly patients undergoing primary angioplasty is growing. The present study describes the clinical profile, procedural characteristics, outcomes, and… Expand
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Child and Adolescent Exposure to Trauma: Comparative Effectiveness of Interventions Addressing Trauma Other Than Maltreatment or Family Violence
Authors' objectives To assess the effectiveness of interventions that target traumatic stress symptoms and syndromes among children exposed to trauma other than maltreatment or family violence (Key… Expand
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Multivessel disease in patients over 75years old with ST elevated myocardial infarction. Current management strategies and related clinical outcomes in the ESTROFA MI+75 nation-wide registry.
BACKGROUND In elderly patients with ST elevated myocardial infarction (STEMI) and multivessel disease (MVD the outcomes related with different revascularization strategies are not well known. … Expand
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