Seguir
Carmen Broto
Título
Citado por
Citado por
Año
Estimation methods for stochastic volatility models: a survey
C Broto, E Ruiz
Journal of Economic Surveys 18 (5), 613-649, 2004
3642004
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
1772011
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
1552012
Disentangling contagion among Sovereign CDS spreads during the European debt crisis
C Broto, G Perez-Quiros
Journal of Empirical Finance 32, 165-179, 2015
1012015
The effectiveness of forex interventions in four Latin American countries
C Broto
Emerging Markets Review 17, 224-240, 2013
522013
Measuring and explaining the volatility of capital flows towards emerging countries
C Broto, J Díaz-Cassou, A Erce
Banco de España Working Paper, 2008
442008
Sovereign ratings and their asymmetric response to fundamentals
C Broto, L Molina
Journal of Economic Behavior & Organization 130, 206-224, 2016
422016
Inflation targeting in Latin America: Empirical analysis using GARCH models
C Broto
Economic Modelling 28 (3), 1424-1434, 2011
362011
Inflation targeting in Latin America: empirical analysis using GARCH models
C Broto
Banco de Espana Working Paper, 2008
362008
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries
C Broto, M Lamas
Economic Modelling 93, 217-229, 2020
312020
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
302016
The effectiveness of forex interventions in four latin american countries
C Broto
Banco de Espana Working Paper, 2012
232012
Unobserved component models with asymmetric conditional variances
C Broto, E Ruiz
Computational statistics & data analysis 50 (9), 2146-2166, 2006
222006
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
212008
Sovereign ratings and their asymmetric response to fundamentals
C Broto, L Molina
Banco de Espana Working Paper, 2014
202014
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
JC Berganza, C Broto
Banco de Espana Working Paper, 2011
152011
Sovereign CDS premia during the crisis and their interpretation as a measure of risk
C Broto, G Pérez-Quirós
Economic Bulletin, 133-142, 2011
152011
Disentangling contagion among Sovereign CDS spreads during the European debt crisis
C Broto, G Perez-Quiros
Banco de Espana Working Paper, 2013
142013
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries
P Acevedo, E Alberola, C Broto
Vulnerability Reduction, 2007
142007
Testing for conditional heteroscedasticity in the components of inflation
C Broto, E Ruiz
Studies in Nonlinear Dynamics & Econometrics 13 (2), 2009
122009
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20