Carmen Broto

Names

Contact

Affiliations

• Banco de España
  • website
  • location: Madrid, Spain

Research profile

author of:

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