EconPapers    
Economics at your fingertips  
 

Details about Carmen Broto

E-mail:
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Carmen Broto.

Last updated 2016-11-04. Update your information in the RePEc Author Service.

Short-id: pbr200


Jump to Journal Articles Chapters

Working Papers

2016

  1. Measuring market liquidity in us fixed income markets: a new synthetic indicator
    Working Papers, Banco de España Downloads

2014

  1. Sovereign ratings and their asymmetric response to fundamentals
    Working Papers, Banco de España Downloads View citations (1)
    See also Journal Article in Journal of Economic Behavior & Organization (2016)

2013

  1. Disentangling contagion among sovereign cds spreads during the european debt crisis
    Working Papers, Banco de España Downloads View citations (5)
    See also Journal Article in Journal of Empirical Finance (2015)

2012

  1. The effectiveness of forex interventions in four Latin American countries
    Working Papers, Banco de España Downloads View citations (8)
    See also Journal Article in Emerging Markets Review (2013)

2011

  1. Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (2)
    Also in Working Papers, Banco de España (2011) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2012)

2008

  1. Inflation targeting in Latin America: Empirical analysis using GARCH models
    Working Papers, Banco de España Downloads View citations (6)
    See also Journal Article in Economic Modelling (2011)
  2. Measuring and explaining the volatility of capital flows towards emerging countries
    Working Papers, Banco de España Downloads View citations (9)
  3. Testing for conditional heteroscedasticity in the components of inflation
    Working Papers, Banco de España Downloads View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2009)

2007

  1. Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries
    Working Papers, Banco de España Downloads View citations (4)

2006

  1. Using auxiliary residuals to detect conditional heteroscedasticity in inflation
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)

2003

  1. Unobserved component models with asymmetric conditional variances
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2006)

2002

  1. Estimation methods for stochastic volatility models: a survey
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (6)
    See also Journal Article in Journal of Economic Surveys (2004)

Journal Articles

2016

  1. Sovereign ratings and their asymmetric response to fundamentals
    Journal of Economic Behavior & Organization, 2016, 130, (C), 206-224 Downloads
    See also Working Paper (2014)

2015

  1. Calificación crediticia de la deuda soberana y cambios en las condiciones económicas
    Boletín Económico, 2015, (MAY) Downloads
  2. Disentangling contagion among sovereign CDS spreads during the European debt crisis
    Journal of Empirical Finance, 2015, 32, (C), 165-179 Downloads View citations (7)
    See also Working Paper (2013)
  3. Global funding trends on the capital markets in 2014
    Economic Bulletin, 2015, (MAR) Downloads
  4. Tendencias globales de financiación en los mercados de capitales en 2014
    Boletín Económico, 2015, (FEB) Downloads

2013

  1. Tendencias globales de financiación en los mercados de capitales en 2012
    Boletín Económico, 2013, (FEB) Downloads
  2. The effectiveness of forex interventions in four Latin American countries
    Emerging Markets Review, 2013, 17, (C), 224-240 Downloads View citations (1)
    See also Working Paper (2012)

2012

  1. Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
    Journal of International Money and Finance, 2012, 31, (2), 428-444 Downloads View citations (13)
    See also Working Paper (2011)

2011

  1. Inflation targeting in Latin America: Empirical analysis using GARCH models
    Economic Modelling, 2011, 28, (3), 1424-1434 Downloads View citations (6)
    See also Working Paper (2008)
  2. Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo
    Boletín Económico, 2011, (APR) Downloads
  3. Measuring and explaining the volatility of capital flows to emerging countries
    Journal of Banking & Finance, 2011, 35, (8), 1941-1953 Downloads View citations (21)
  4. Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes
    Boletín Económico, 2011, (JAN) Downloads
  5. Sovereign CDS premia during the crisis and their interpretation as a measure of risk
    Economic Bulletin, 2011, (APR) Downloads

2009

  1. Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo
    Boletín Económico, 2009, (JUN) Downloads
  2. La financiación del déficit exterior de Estados Unidos
    Boletín Económico, 2009, (SEP) Downloads
  3. Testing for Conditional Heteroscedasticity in the Components of Inflation
    Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (2), 1-30 Downloads View citations (4)
    See also Working Paper (2008)

2008

  1. Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes
    Boletín Económico, 2008, (DEC) Downloads
  2. The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries
    Money Affairs, 2008, XXI, (1), 93-128 Downloads View citations (3)
  3. Turbulencia financiera y perspectivas para las economías emergentes
    Boletín Económico, 2008, (MAY) Downloads

2007

  1. Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes
    Boletín Económico, 2007, (OCT) Downloads

2006

  1. Unobserved component models with asymmetric conditional variances
    Computational Statistics & Data Analysis, 2006, 50, (9), 2146-2166 Downloads View citations (13)
    See also Working Paper (2003)

2004

  1. Estimation methods for stochastic volatility models: a survey
    Journal of Economic Surveys, 2004, 18, (5), 613-649 Downloads View citations (60)
    See also Working Paper (2002)

Chapters

2008

  1. Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries
    A chapter in New financing trends in Latin America: a bumpy road towards stability, 2008, vol. 36, pp 88-109 Downloads View citations (1)
 
Page updated 2017-03-27