Estimation methods for stochastic volatility models: a survey C Broto, E Ruiz Journal of Economic Surveys 18 (5), 613-649, 2004 | 364 | 2004 |
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 | 177 | 2011 |
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 | 155 | 2012 |
Disentangling contagion among Sovereign CDS spreads during the European debt crisis C Broto, G Perez-Quiros Journal of Empirical Finance 32, 165-179, 2015 | 101 | 2015 |
The effectiveness of forex interventions in four Latin American countries C Broto Emerging Markets Review 17, 224-240, 2013 | 52 | 2013 |
Measuring and explaining the volatility of capital flows towards emerging countries C Broto, J Díaz-Cassou, A Erce Banco de España Working Paper, 2008 | 44 | 2008 |
Sovereign ratings and their asymmetric response to fundamentals C Broto, L Molina Journal of Economic Behavior & Organization 130, 206-224, 2016 | 42 | 2016 |
Inflation targeting in Latin America: Empirical analysis using GARCH models C Broto Economic Modelling 28 (3), 1424-1434, 2011 | 36 | 2011 |
Inflation targeting in Latin America: empirical analysis using GARCH models C Broto Banco de Espana Working Paper, 2008 | 36 | 2008 |
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries C Broto, M Lamas Economic Modelling 93, 217-229, 2020 | 31 | 2020 |
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 | 30 | 2016 |
The effectiveness of forex interventions in four latin american countries C Broto Banco de Espana Working Paper, 2012 | 23 | 2012 |
Unobserved component models with asymmetric conditional variances C Broto, E Ruiz Computational statistics & data analysis 50 (9), 2146-2166, 2006 | 22 | 2006 |
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 | 21 | 2008 |
Sovereign ratings and their asymmetric response to fundamentals C Broto, L Molina Banco de Espana Working Paper, 2014 | 20 | 2014 |
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries JC Berganza, C Broto Banco de Espana Working Paper, 2011 | 15 | 2011 |
Sovereign CDS premia during the crisis and their interpretation as a measure of risk C Broto, G Pérez-Quirós Economic Bulletin, 133-142, 2011 | 15 | 2011 |
Disentangling contagion among Sovereign CDS spreads during the European debt crisis C Broto, G Perez-Quiros Banco de Espana Working Paper, 2013 | 14 | 2013 |
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries P Acevedo, E Alberola, C Broto Vulnerability Reduction, 2007 | 14 | 2007 |
Testing for conditional heteroscedasticity in the components of inflation C Broto, E Ruiz Studies in Nonlinear Dynamics & Econometrics 13 (2), 2009 | 12 | 2009 |