Carmen Broto

Banco de España

Economist

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

12

DOWNLOADS

1,116

SSRN CITATIONS
Rank 3,317

SSRN RANKINGS

Top 3,317

in Total Papers Citations

79

CROSSREF CITATIONS

324

Scholarly Papers (12)

1.

Measuring and Explaining the Volatility of Capital Flows towards Emerging Countries

Banco de Espana Working Paper No. 0817
Number of pages: 33 Posted: 01 Sep 2008
Carmen Broto, Javier Díaz-Cassou and Aitor Erce
Banco de España, Banco de España and UPNA
Downloads 193 (218,575)
Citation 44

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capital flows, volatility, panel data, emerging markets

2.

How Do Central Banks Identify Risks? A Survey of Indicators

Banco de Espana Occasional Paper No. 2125
Number of pages: 56 Posted: 06 Oct 2021
Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Bank of Spain, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, University of Navarra - Department of Microbiology and Infectious Diseases, Banco de España - Research Department, Banco de España, Banco de España, Banco de España, Bank of Spain, Banco de España and Banco de España
Downloads 147 (274,746)

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risk identification, systemic risk, systemic risk indicators, standard risk indicators, financial stability

Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries

BOFIT Discussion Paper No. 9/2011
Number of pages: 37 Posted: 29 May 2011
Juan Carlos Berganza and Carmen Broto
Banco de España and Banco de España
Downloads 63 (478,913)
Citation 9

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inflation targeting, exchange rate volatility, foreign exchange interventions, emerging economies

Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries

Banco de Espana Working Paper No. 1105
Number of pages: 37 Posted: 15 Apr 2011
Juan Carlos Berganza and Carmen Broto
Banco de España and Banco de España
Downloads 59 (494,922)
Citation 2

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inflation targeting, exchange rate volatility, foreign exchange interventions, emerging economies

4.

Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator

Banco de Espana Working Paper No. 1608
Number of pages: 24 Posted: 21 Apr 2016
Carmen Broto and Matias Lamas
Banco de España and Banco de España
Downloads 115 (330,098)
Citation 54

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market liquidity, synthetic index, principal component analysis, US fixed income markets

5.

The Effectiveness of Forex Interventions in Four Latin American Countries

Banco de Espana Working Paper No. 1226
Number of pages: 40 Posted: 04 Jul 2012
Carmen Broto
Banco de España
Downloads 93 (379,863)
Citation 54

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exchange rate volatility, foreign exchange interventions, GARCH

6.

Inflation Targeting in Latin America: Empirical Analysis Using GARCH Models

Banco de Espana Working Paper No. 0826
Number of pages: 35 Posted: 08 Dec 2008
Carmen Broto
Banco de España
Downloads 91 (384,984)
Citation 44

Abstract:

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Inflation targets, inflation uncertainty, GARCH, structural time series models

7.

Local Debt Expansion... Vulnerability Reduction? An Assessment for Six Crises-Prone Countries

Banco de España Research Paper No. WP-0733
Number of pages: 35 Posted: 30 Oct 2007
Paloma Acevedo, Enrique Alberola and Carmen Broto
Banco de España, Bank for International Settlements (BIS) and Banco de España
Downloads 89 (390,262)
Citation 40

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External debt, local debt markets, financial crises, debt sustainability analysis

8.

Disentangling Contagion Among Sovereign CDS Spreads During the European Debt Crisis

Banco de Espana Working Paper No. 1314
Number of pages: 38 Posted: 17 Oct 2013
Carmen Broto and Gabriel Perez-Quiros
Banco de España and Banco de España
Downloads 80 (415,749)
Citation 60

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sovereign Credit Default Swaps, contagion, dynamic factor models, credit risk

9.

Testing for Conditional Heteroscedasticity in the Components of Inflation

Banco de España Working Paper No. 0812
Number of pages: 36 Posted: 19 Jun 2008
Carmen Broto and Esther Ruiz
Banco de España and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Downloads 58 (491,475)
Citation 17

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Leverage effect, QGARCH, seasonality, structural time series models, unobserved component

10.

Sovereign Ratings and Their Asymmetric Response to Fundamentals

Banco de Espana Working Paper No. 1428
Number of pages: 45 Posted: 11 Dec 2014
Carmen Broto and Luis Molina
Banco de España and Banco de España
Downloads 54 (507,619)
Citation 2

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sovereign credit ratings, rating cycle, emerging countries, panel data model

11.

Is Market Liquidity Less Resilient after the Financial Crisis? Evidence for US Treasuries

Banco de Espana Working Paper No. 1917 (2019)
Number of pages: 32 Posted: 28 Jun 2019 Last Revised: 17 Jul 2019
Carmen Broto and Matias Lamas
Banco de España and Banco de España
Downloads 44 (552,885)
Citation 51

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market liquidity, volatility, US Treasuries; CC-GARCH model

12.

Estimation Methods for Stochastic Volatility Models: A Survey

Journal of Economic Surveys, Vol. 18, No. 5, pp. 613-649, December 2004
Number of pages: 38 Posted: 12 Nov 2004
Carmen Broto and Esther Ruiz
Banco de España and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Downloads 30 (630,404)
Citation 4

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Bayesian procedures, GMM, Indirect inference, Kalman filter, Leverage effect, Long-memory, Maximum likelihood, Monte Carlo Markov Chain, QML, SV-M