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Carmen Broto | IDEAS/RePEc
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Carmen Broto

Personal Details

First Name:Carmen
Middle Name:
Last Name:Broto
Suffix:
RePEc Short-ID:pbr200
[This author has chosen not to make the email address public]

Affiliation

Banco de España

Madrid, Spain
http://www.bde.es/
RePEc:edi:bdegves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ángel Estrada & Carlos Pérez Montes & Jorge Abad & Carmen Broto & Esther Cáceres & Alejandro Ferrer & Jorge Galán & Gergely Ganics & Javier García Villasur & Samuel Hurtado & Nadia Lavín & Joël Marbet, 2024. "Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos," Occasional Papers 2414, Banco de España.
  2. Pana Alves & Carmen Broto & María Gil & Matías Lamas, 2023. "Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España," Occasional Papers 2314, Banco de España.
  3. Pana Alves & Carmen Broto & María Gil & Matías Lamas, 2023. "Risk and vulnerability indicators for the spanish housing market," Occasional Papers 2314, Banco de España.
  4. Carmen Broto & Luis Fernández Lafuerza & Mariya Melnychuk, 2022. "Do buffer requirements for european systemically important banks make them less systemic?," Working Papers 2243, Banco de España.
  5. Banco de España Strategic Plan 2024: Risk identification for the financial and macroeconomic stability, 2021. "How do central banks identify risks? A survey of indicators," Occasional Papers 2125, Banco de España.
  6. Carmen Broto & Matías Lamas, 2019. "Is market liquidity less resilient after the financial crisis? Evidence for us treasuries," Working Papers 1917, Banco de España.
  7. Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España.
  8. Carmen Broto & Luis Molina, 2014. "Sovereign ratings and their asymmetric response to fundamentals," Working Papers 1428, Banco de España.
  9. Carmen Broto & Gabriel Perez-Quiros, 2013. "Disentangling contagion among sovereign cds spreads during the european debt crisis," Working Papers 1314, Banco de España.
  10. Carmen Broto, 2012. "The effectiveness of forex interventions in four Latin American countries," Working Papers 1226, Banco de España.
  11. Juan Carlos Berganza & Carmen Broto, 2011. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Working Papers 1105, Banco de España.
  12. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "Measuring and explaining the volatility of capital flows towards emerging countries," Working Papers 0817, Banco de España.
  13. Carmen Broto, 2008. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Working Papers 0826, Banco de España.
  14. Carmen Broto & Esther Ruiz, 2008. "Testing for conditional heteroscedasticity in the components of inflation," Working Papers 0812, Banco de España.
  15. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2007. "Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries," Working Papers 0733, Banco de España.
  16. Broto, Carmen, 2006. "Using auxiliary residuals to detect conditional heteroscedasticity in inflation," DES - Working Papers. Statistics and Econometrics. WS ws060402, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Broto, Carmen, 2003. "Unobserved component models with asymmetric conditional variances," DES - Working Papers. Statistics and Econometrics. WS ws032003, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de Estadística.

Articles

  1. Carmen Broto & Mariya Melnychuk, 2022. "Structural risk indicators for the Spanish banking sector," Financial Stability Review, Banco de España, issue Autumn.
  2. Carmen Broto & Esther Cáceres & Mariya Melnychuk, 2022. "Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España," Revista de Estabilidad Financiera, Banco de España, issue Primavera.
  3. Carmen Broto & Esther Cáceres & Mariya Melnychuk, 2022. "Sectoral indicators for applying the Banco de España’s new macroprudential tools," Financial Stability Review, Banco de España, issue Spring.
  4. Broto, Carmen & Lamas, Matías, 2020. "Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries," Economic Modelling, Elsevier, vol. 93(C), pages 217-229.
  5. Broto, Carmen & Molina, Luis, 2016. "Sovereign ratings and their asymmetric response to fundamentals," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 206-224.
  6. Carmen Broto & Alberto Fuertes & Emilio Muñoz de la Peña, 2015. "Global funding trends on the capital markets in 2014," Economic Bulletin, Banco de España, issue MAR, pages 45-57, March.
  7. Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
  8. Carmen Broto & Luis Molina, 2015. "Calificación crediticia de la deuda soberana y cambios en las condiciones económicas," Boletín Económico, Banco de España, issue MAY, pages 49-59, Mayo.
  9. Carmen Broto & Alberto Fuertes & Emilio Muñoz de la Peña, 2015. "Tendencias globales de financiación en los mercados de capitales en 2014," Boletín Económico, Banco de España, issue FEB, pages 53-66, Febrero.
  10. Carmen Broto & Luna Romo, 2013. "Tendencias globales de financiación en los mercados de capitales en 2012," Boletín Económico, Banco de España, issue FEB, pages 71-83, Febrero.
  11. Broto, Carmen, 2013. "The effectiveness of forex interventions in four Latin American countries," Emerging Markets Review, Elsevier, vol. 17(C), pages 224-240.
  12. Berganza, Juan Carlos & Broto, Carmen, 2012. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 428-444.
  13. Broto, Carmen & Díaz-Cassou, Javier & Erce, Aitor, 2011. "Measuring and explaining the volatility of capital flows to emerging countries," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1941-1953, August.
  14. Juan Carlos Berganza & Carmen Broto, 2011. "Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes," Boletín Económico, Banco de España, issue JAN, pages 135-149, Enero.
  15. Carmen Broto & Gabriel Pérez-Quirós, 2011. "Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo," Boletín Económico, Banco de España, issue APR, pages 99-108, Abril.
  16. Carmen Broto & Gabriel Pérez-Quirós, 2011. "Sovereign CDS premia during the crisis and their interpretation as a measure of risk," Economic Bulletin, Banco de España, issue APR, pages 133-142, April.
  17. Broto, Carmen, 2011. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Economic Modelling, Elsevier, vol. 28(3), pages 1424-1434, May.
  18. Carmen Broto & Lucía Cuadro-Sáez & Maitena Duce & Sonsoles Gallego, 2009. "La financiación del déficit exterior de Estados Unidos," Boletín Económico, Banco de España, issue SEP, pages 95-108, Septiembr.
  19. Carmen Broto, 2009. "Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo," Boletín Económico, Banco de España, issue JUN, pages 95-107, Junio.
  20. Broto Carmen & Ruiz Esther, 2009. "Testing for Conditional Heteroscedasticity in the Components of Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-30, May.
  21. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries," Money Affairs, CEMLA, vol. 0(1), pages 93-128, January-J.
  22. Enrique Alberola & Carmen Broto & Sonsoles Gallego, 2008. "Turbulencia financiera y perspectivas para las economías emergentes," Boletín Económico, Banco de España, issue MAY, pages 81-93, Mayo.
  23. Carmen Broto & Aitor Erce-Domínguez, 2008. "Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes," Boletín Económico, Banco de España, issue DEC, pages 85-96, Diciembre.
  24. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2007. "Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes," Boletín Económico, Banco de España, issue OCT, pages 135-148, Octubre.
  25. Broto, Carmen & Ruiz, Esther, 2006. "Unobserved component models with asymmetric conditional variances," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2146-2166, May.
  26. Carmen Broto & Esther Ruiz, 2004. "Estimation methods for stochastic volatility models: a survey," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 613-649, December.

    RePEc:bde:revisl:y:2022:i:spring:n:5 is not listed on IDEAS
    RePEc:bde:revist:y:2022:i:autumn:n:2 is not listed on IDEAS
    RePEc:bde:revisl:y:2022:i:autumn:n:2 is not listed on IDEAS
    RePEc:bde:revisl:y:2022:i:primavera:n:5 is not listed on IDEAS
    RePEc:bde:revist:y:2022:i:spring:n:5 is not listed on IDEAS

Chapters

  1. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2008. "Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries," BIS Papers chapters, in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 88-109, Bank for International Settlements.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Universidad Carlos III de Madrid Economics PhD Alumni

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2006-01-24 2007-11-03 2008-06-27 2008-12-14 2011-04-23 2015-01-03 2021-10-25. Author is listed
  2. NEP-CBA: Central Banking (5) 2008-06-27 2008-09-05 2008-12-14 2011-04-23 2023-05-29. Author is listed
  3. NEP-RMG: Risk Management (5) 2003-03-10 2003-12-07 2021-10-25 2023-05-29 2024-07-08. Author is listed
  4. NEP-ECM: Econometrics (4) 2003-03-13 2003-12-07 2006-01-24 2008-06-27
  5. NEP-FMK: Financial Markets (4) 2003-03-10 2013-11-09 2016-04-23 2019-07-15
  6. NEP-MON: Monetary Economics (4) 2008-12-14 2011-04-23 2012-07-14 2021-10-25
  7. NEP-BAN: Banking (3) 2013-11-09 2021-10-25 2024-07-08
  8. NEP-EEC: European Economics (2) 2013-11-09 2023-05-29
  9. NEP-ETS: Econometric Time Series (2) 2003-03-10 2003-12-07
  10. NEP-IFN: International Finance (2) 2011-04-23 2012-07-14
  11. NEP-OPM: Open Economy Macroeconomics (2) 2008-09-05 2013-11-09
  12. NEP-CWA: Central and Western Asia (1) 2021-10-25
  13. NEP-DES: Economic Design (1) 2023-05-29
  14. NEP-FDG: Financial Development and Growth (1) 2021-10-25
  15. NEP-FIN: Finance (1) 2003-12-07
  16. NEP-LAM: Central and South America (1) 2012-07-14
  17. NEP-MST: Market Microstructure (1) 2012-07-14
  18. NEP-ORE: Operations Research (1) 2008-06-27
  19. NEP-TRA: Transition Economics (1) 2008-09-05
  20. NEP-URE: Urban and Real Estate Economics (1) 2024-07-08

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