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Carmen Broto

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Personal Details

First Name:Carmen
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Last Name:Broto
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RePEc Short-ID:pbr200
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Location: Madrid, Spain
Homepage: http://www.bde.es/
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Handle: RePEc:edi:bdegves (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Universidad Carlos III de Madrid Economics PhD Alumni
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  1. Carmen Broto & Luis Molina, 2014. "Sovereign ratings and their asymmetric response to fundamentals," Banco de Espa�a Working Papers 1428, Banco de Espa�a.
  2. Carmen Broto & Gabriel Perez-Quiros, 2013. "Disentangling contagion among sovereign cds spreads during the european debt crisis," Banco de Espa�a Working Papers 1314, Banco de Espa�a.
  3. Carmen Broto, 2012. "The effectiveness of forex interventions in four Latin American countries," Banco de Espa�a Working Papers 1226, Banco de Espa�a.
  4. Berganza, Juan Carlos & Broto, Carmen, 2011. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," BOFIT Discussion Papers 9/2011, Bank of Finland, Institute for Economies in Transition.
  5. Carmen Broto & Esther Ruiz, 2008. "Testing for conditional heteroscedasticity in the components of inflation," Banco de Espa�a Working Papers 0812, Banco de Espa�a.
  6. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "Measuring and explaining the volatility of capital flows towards emerging countries," Banco de Espa�a Working Papers 0817, Banco de Espa�a.
  7. Carmen Broto, 2008. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Banco de Espa�a Working Papers 0826, Banco de Espa�a.
  8. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2007. "Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries," Banco de Espa�a Working Papers 0733, Banco de Espa�a.
  9. Carmen Broto & Esther Ruiz, 2006. "Using Auxiliary Residuals To Detect Conditional Heteroscedasticity In Inflation," Statistics and Econometrics Working Papers ws060402, Universidad Carlos III, Departamento de Estadística y Econometría.
  10. Carmen Broto & Esther Ruiz, 2003. "Unobserved Component Models With Asymmetric Conditional Variances," Statistics and Econometrics Working Papers ws032003, Universidad Carlos III, Departamento de Estadística y Econometría.
  11. Carmen Broto & Esther Ruiz, 2002. "Estimation Methods For Stochastic Volatility Models: A Survey," Statistics and Econometrics Working Papers ws025414, Universidad Carlos III, Departamento de Estadística y Econometría.
  1. Broto, Carmen, 2013. "The effectiveness of forex interventions in four Latin American countries," Emerging Markets Review, Elsevier, vol. 17(C), pages 224-240.
  2. 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.
  3. Broto, Carmen, 2011. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Economic Modelling, Elsevier, vol. 28(3), pages 1424-1434, May.
  4. 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.
  5. 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.
  6. 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, vol. 0(1), pages 93-128, January-J.
  7. Broto, Carmen & Ruiz, Esther, 2006. "Unobserved component models with asymmetric conditional variances," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2146-2166, May.
  8. Carmen Broto & Esther Ruiz, 2004. "Estimation methods for stochastic volatility models: a survey," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 613-649, December.
  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.
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-11-09
  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. Author is listed
  4. NEP-EEC: European Economics (1) 2013-11-09
  5. NEP-ETS: Econometric Time Series (2) 2003-03-10 2003-12-07
  6. NEP-FIN: Finance (1) 2003-12-07
  7. NEP-FMK: Financial Markets (2) 2003-03-10 2013-11-09
  8. NEP-IFN: International Finance (3) 2011-04-23 2011-05-30 2012-07-14
  9. NEP-LAM: Central & South America (1) 2012-07-14
  10. 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
  11. NEP-MON: Monetary Economics (4) 2008-12-14 2011-04-23 2011-05-30 2012-07-14. Author is listed
  12. NEP-MST: Market Microstructure (1) 2012-07-14
  13. NEP-OPM: Open Economy Macroeconomics (2) 2008-09-05 2013-11-09
  14. NEP-ORE: Operations Research (1) 2008-06-27
  15. NEP-RMG: Risk Management (2) 2003-03-10 2003-12-07
  16. NEP-TRA: Transition Economics (1) 2008-09-05

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