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Carmen Broto
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Cited by
Year
Estimation methods for stochastic volatility models: a survey
C Broto, E Ruiz
Journal of Economic Surveys 18 (5), 613-649, 2004
3562004
Measuring and explaining the volatility of capital flows to emerging countries
C Broto, J Díaz-Cassou, A Erce
Journal of Banking & Finance 35 (8), 1941-1953, 2011
1702011
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
JC Berganza, C Broto
Journal of International Money and Finance 31 (2), 428-444, 2012
1532012
Disentangling contagion among Sovereign CDS spreads during the European debt crisis
C Broto, G Perez-Quiros
Journal of Empirical Finance 32, 165-179, 2015
952015
The effectiveness of forex interventions in four Latin American countries
C Broto
Emerging Markets Review 17, 224-240, 2013
522013
Sovereign ratings and their asymmetric response to fundamentals
C Broto, L Molina
Journal of Economic Behavior & Organization 130, 206-224, 2016
412016
Measuring and explaining the volatility of capital flows towards emerging countries
C Broto, J Díaz-Cassou, A Erce
Banco de España Working Paper, 2008
412008
Inflation targeting in Latin America: empirical analysis using GARCH models
C Broto
Banco de Espana Working Paper, 2008
352008
Inflation targeting in Latin America: Empirical analysis using GARCH models
C Broto
Economic Modelling 28 (3), 1424-1434, 2011
342011
Measuring market liquidity in US fixed income markets: A new synthetic indicator
C Broto, M Lamas
The Spanish Review of Financial Economics 14 (1), 15-22, 2016
282016
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries
C Broto, M Lamas
Economic Modelling 93, 217-229, 2020
232020
Unobserved component models with asymmetric conditional variances
C Broto, E Ruiz
Computational statistics & data analysis 50 (9), 2146-2166, 2006
222006
The effectiveness of forex interventions in four latin american countries
C Broto
Banco de Espana Working Paper, 2012
212012
Sovereign ratings and their asymmetric response to fundamentals
C Broto, L Molina
Banco de Espana Working Paper, 2014
202014
The sources of capital flows volatility: empirical evidence for emerging countries
C Broto, J Diaz-Cassou, A Erce-Dominguez
Money Affairs 21 (1), 93-128, 2008
192008
Sovereign CDS premia during the crisis and their interpretation as a measure of risk
C Broto, G Pérez-Quirós
Economic Bulletin, 133-142, 2011
162011
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries
P Acevedo, E Alberola, C Broto
Vulnerability Reduction, 2007
142007
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
JC Berganza, C Broto
Banco de Espana Working Paper, 2011
132011
Testing for conditional heteroscedasticity in the components of inflation
C Broto, E Ruiz
Studies in Nonlinear Dynamics & Econometrics 13 (2), 2009
132009
Disentangling contagion among Sovereign CDS spreads during the European debt crisis
C Broto, G Perez-Quiros
Banco de Espana Working Paper, 2013
122013
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Articles 1–20