Carmen Broto
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Carmen |
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Broto |
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Research profile
author of:
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Unobserved component models with asymmetric conditional variances.
by Ruiz, Esther & Broto, Carmen
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Using auxiliary residuals to detect conditional heteroscedasticity in inflation
by Ruiz, Esther & Broto, Carmen
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Estimation methods for stochastic volatility models: a survey
by Ruiz, Esther & Broto, Carmen
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Unobserved component models with asymmetric conditional variances
by Broto, Carmen & Ruiz, Esther
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Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries
by Paloma Acevedo & Enrique Alberola & Carmen Broto
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Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries
by Paloma Acevedo & Enrique Alberola & Carmen Broto
edited by
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Testing for conditional heteroscedasticity in the components of inflation
by Carmen Broto & Esther Ruiz
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Measuring and explaining the volatility of capital flows towards emerging countries
by Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez
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Inflation targeting in Latin America: Empirical analysis using GARCH models
by Carmen Broto
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Testing for Conditional Heteroscedasticity in the Components of Inflation
by Broto Carmen & Ruiz Esther
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Inflation targeting in Latin America: Empirical analysis using GARCH models
by Broto, Carmen
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Measuring and explaining the volatility of capital flows to emerging countries
by Broto, Carmen & Díaz-Cassou, Javier & Erce, Aitor
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The effectiveness of forex interventions in four Latin American countries
by Carmen Broto
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Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
by Juan Carlos Berganza & Carmen Broto
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Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
by Berganza, Juan Carlos & Broto, Carmen
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Disentangling contagion among sovereign cds spreads during the european debt crisis
by Carmen Broto & Gabriel Perez-Quiros
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The effectiveness of forex interventions in four Latin American countries
by Broto, Carmen
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The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries
by Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez
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Sovereign ratings and their asymmetric response to fundamentals
by Carmen Broto & Luis Molina
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Disentangling contagion among sovereign CDS spreads during the European debt crisis
by Broto, Carmen & Pérez-Quirós, Gabriel
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Tendencias globales de financiación en los mercados de capitales en 2012
by Carmen Broto & Luna Romo
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Turbulencia financiera y perspectivas para las economías emergentes
by Enrique Alberola & Carmen Broto & Sonsoles Gallego
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Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes
by Paloma Acevedo & Enrique Alberola & Carmen Broto
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Calificación crediticia de la deuda soberana y cambios en las condiciones económicas
by Carmen Broto & Luis Molina
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Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo
by Carmen Broto
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Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes
by Carmen Broto & Aitor Erce-Domínguez
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Tendencias globales de financiación en los mercados de capitales en 2014
by Carmen Broto & Alberto Fuertes & Emilio Muñoz de la Peña
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La financiación del déficit exterior de Estados Unidos
by Carmen Broto & Lucía Cuadro-Sáez & Maitena Duce & Sonsoles Gallego
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Global funding trends on the capital markets in 2014
by Carmen Broto & Alberto Fuertes & Emilio Muñoz de la Peña
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Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes
by Juan Carlos Berganza & Carmen Broto
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Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo
by Carmen Broto & Gabriel Pérez-Quirós
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Sovereign CDS premia during the crisis and their interpretation as a measure of risk
by Carmen Broto & Gabriel Pérez-Quirós
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Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
by Berganza, Juan Carlos & Broto, Carmen
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Measuring market liquidity in us fixed income markets: a new synthetic indicator
by Carmen Broto & Matías Lamas
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Sovereign ratings and their asymmetric response to fundamentals
by Broto, Carmen & Molina, Luis
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Is market liquidity less resilient after the financial crisis? Evidence for us treasuries
by Carmen Broto & Matías Lamas
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Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries
by Broto, Carmen & Lamas, Matías
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Estimation methods for stochastic volatility models: a survey
by Carmen Broto & Esther Ruiz