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Carmen Broto

Personal Details

First Name:Carmen
Middle Name:
Last Name:Broto
Suffix:
RePEc Short-ID:pbr200

Affiliation

Banco de España

Madrid, Spain
http://www.bde.es/




RePEc:edi:bdegves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Carmen Broto & Matías Lamas, 2019. "Is market liquidity less resilient after the financial crisis? Evidence for us treasuries," Working Papers 1917, Banco de España;Working Papers Homepage.
  2. Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España;Working Papers Homepage.
  3. Carmen Broto & Luis Molina, 2014. "Sovereign ratings and their asymmetric response to fundamentals," Working Papers 1428, Banco de España;Working Papers Homepage.
  4. Carmen Broto & Gabriel Perez-Quiros, 2013. "Disentangling contagion among sovereign cds spreads during the european debt crisis," Working Papers 1314, Banco de España;Working Papers Homepage.
  5. Carmen Broto, 2012. "The effectiveness of forex interventions in four Latin American countries," Working Papers 1226, Banco de España;Working Papers Homepage.
  6. Juan Carlos Berganza & Carmen Broto, 2011. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Working Papers 1105, Banco de España;Working Papers Homepage.
  7. Carmen Broto, 2008. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Working Papers 0826, Banco de España;Working Papers Homepage.
  8. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "Measuring and explaining the volatility of capital flows towards emerging countries," Working Papers 0817, Banco de España;Working Papers Homepage.
  9. Carmen Broto & Esther Ruiz, 2008. "Testing for conditional heteroscedasticity in the components of inflation," Working Papers 0812, Banco de España;Working Papers Homepage.
  10. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2007. "Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries," Working Papers 0733, Banco de España;Working Papers Homepage.
  11. Ruiz, Esther & Broto, Carmen, 2006. "Using auxiliary residuals to detect conditional heteroscedasticity in inflation," DES - Working Papers. Statistics and Econometrics. WS ws060402, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Ruiz, Esther & Broto, Carmen, 2003. "Unobserved component models with asymmetric conditional variances," DES - Working Papers. Statistics and Econometrics. WS ws032003, Universidad Carlos III de Madrid. Departamento de Estadística.
  13. Ruiz, Esther & Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de Estadística.

Articles

  1. Broto, Carmen & Lamas, Matías, 2020. "Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries," Economic Modelling, Elsevier, vol. 93(C), pages 217-229.
  2. Broto, Carmen & Molina, Luis, 2016. "Sovereign ratings and their asymmetric response to fundamentals," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 206-224.
  3. Carmen Broto & Alberto Fuertes & Emilio Muñoz de la Peña, 2015. "Global funding trends on the capital markets in 2014," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue MAR, pages 1-14, March.
  4. Carmen Broto & Luis Molina, 2015. "Calificación crediticia de la deuda soberana y cambios en las condiciones económicas," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-12, Mayo.
  5. Carmen Broto & Alberto Fuertes & Emilio Muñoz de la Peña, 2015. "Tendencias globales de financiación en los mercados de capitales en 2014," Boletín Económico, Banco de España;Boletín Económico Homepage, issue FEB, pages 1-14, Febrero.
  6. Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
  7. Carmen Broto & Luna Romo, 2013. "Tendencias globales de financiación en los mercados de capitales en 2012," Boletín Económico, Banco de España;Boletín Económico Homepage, issue FEB, pages 1-14, Febrero.
  8. Broto, Carmen, 2013. "The effectiveness of forex interventions in four Latin American countries," Emerging Markets Review, Elsevier, vol. 17(C), pages 224-240.
  9. Berganza, Juan Carlos & Broto, Carmen, 2012. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 428-444.
  10. Broto, Carmen & Díaz-Cassou, Javier & Erce, Aitor, 2011. "Measuring and explaining the volatility of capital flows to emerging countries," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1941-1953, August.
  11. Carmen Broto & Gabriel Pérez-Quirós, 2011. "Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo," Boletín Económico, Banco de España;Boletín Económico Homepage, issue APR, pages 1-9, Abril.
  12. Juan Carlos Berganza & Carmen Broto, 2011. "Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JAN, pages 1-14, Enero.
  13. Carmen Broto & Gabriel Pérez-Quirós, 2011. "Sovereign CDS premia during the crisis and their interpretation as a measure of risk," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue APR, pages 1-9, April.
  14. Broto, Carmen, 2011. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Economic Modelling, Elsevier, vol. 28(3), pages 1424-1434, May.
  15. Carmen Broto, 2009. "Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo," Boletín Económico, Banco de España;Boletín Económico Homepage, issue JUN, pages 1-12, Junio.
  16. Broto Carmen & Ruiz Esther, 2009. "Testing for Conditional Heteroscedasticity in the Components of Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-30, May.
  17. Carmen Broto & Lucía Cuadro-Sáez & Maitena Duce & Sonsoles Gallego, 2009. "La financiación del déficit exterior de Estados Unidos," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP, pages 1-13, Septiembr.
  18. Carmen Broto & Aitor Erce-Domínguez, 2008. "Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes," Boletín Económico, Banco de España;Boletín Económico Homepage, issue DEC, pages 1-11, Diciembre.
  19. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 93-128, January-J.
  20. Enrique Alberola & Carmen Broto & Sonsoles Gallego, 2008. "Turbulencia financiera y perspectivas para las economías emergentes," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAY, pages 1-12, Mayo.
  21. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2007. "Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes," Boletín Económico, Banco de España;Boletín Económico Homepage, issue OCT, pages 1-13, Octubre.
  22. Broto, Carmen & Ruiz, Esther, 2006. "Unobserved component models with asymmetric conditional variances," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2146-2166, May.

Chapters

  1. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2008. "Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries," BIS Papers chapters, in: Bank for International Settlements (ed.),New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 88-109, Bank for International Settlements.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Universidad Carlos III de Madrid Economics PhD Alumni

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2006-01-24 2007-11-03 2008-06-27 2008-12-14 2011-04-23 2011-05-30 2015-01-03. Author is listed
  2. NEP-CBA: Central Banking (5) 2008-06-27 2008-09-05 2008-12-14 2011-04-23 2011-05-30. Author is listed
  3. NEP-ECM: Econometrics (4) 2003-03-13 2003-12-07 2006-01-24 2008-06-27
  4. NEP-FMK: Financial Markets (4) 2003-03-10 2013-11-09 2016-04-23 2019-07-15
  5. NEP-MON: Monetary Economics (4) 2008-12-14 2011-04-23 2011-05-30 2012-07-14
  6. NEP-ETS: Econometric Time Series (2) 2003-03-10 2003-12-07
  7. NEP-IFN: International Finance (2) 2011-04-23 2012-07-14
  8. NEP-OPM: Open Economy Macroeconomics (2) 2008-09-05 2013-11-09
  9. NEP-RMG: Risk Management (2) 2003-03-10 2003-12-07
  10. NEP-BAN: Banking (1) 2013-11-09
  11. NEP-EEC: European Economics (1) 2013-11-09
  12. NEP-LAM: Central & South America (1) 2012-07-14
  13. NEP-MST: Market Microstructure (1) 2012-07-14
  14. NEP-ORE: Operations Research (1) 2008-06-27
  15. NEP-TRA: Transition Economics (1) 2008-09-05

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