Access Statistics for Carmen Broto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos 0 2 11 16 2 13 51 64
Desertification in Spain: Is there any impact on credit to firms? 0 1 6 6 0 2 9 9
Disentangling contagion among sovereign cds spreads during the european debt crisis 0 0 0 132 1 3 4 259
Do buffer requirements for european systemically important banks make them less systemic? 0 0 1 21 0 0 4 20
Estimation methods for stochastic volatility models: a survey 0 0 0 1,230 1 3 4 2,050
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 1 1 1 86 2 5 9 213
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 2 86 2 4 9 332
How do central banks identify risks? A survey of indicators 0 1 1 48 1 3 22 267
Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España 0 0 0 2 1 2 4 9
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 0 143 0 0 4 355
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries 0 0 3 25 1 1 5 81
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries 0 0 0 62 2 5 6 471
Measuring and explaining the volatility of capital flows towards emerging countries 0 0 1 178 2 3 7 498
Measuring market liquidity in us fixed income markets: a new synthetic indicator 0 0 1 61 2 4 6 124
Risk and vulnerability indicators for the spanish housing market 0 1 2 5 0 2 9 17
Sovereign ratings and their asymmetric response to fundamentals 0 0 1 34 2 3 5 141
Testing for conditional heteroscedasticity in the components of inflation 0 0 0 84 1 2 3 415
The effectiveness of forex interventions in four Latin American countries 0 0 0 86 3 4 7 274
Unobserved component models with asymmetric conditional variances 0 0 0 114 3 3 4 333
Using auxiliary residuals to detect conditional heteroscedasticity in inflation 0 0 0 72 0 0 2 347
Total Working Papers 1 6 30 2,491 26 62 174 6,279

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Calificación crediticia de la deuda soberana y cambios en las condiciones económicas 0 0 1 6 0 1 4 40
Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes 0 0 0 4 1 2 3 29
Disentangling contagion among sovereign CDS spreads during the European debt crisis 0 0 0 46 0 3 6 136
Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic 0 0 2 2 1 3 13 13
Estimation methods for stochastic volatility models: a survey 0 0 1 355 1 5 7 816
Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo 0 0 0 4 0 0 1 25
Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes 0 0 0 6 0 1 2 27
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 1 1 3 95 2 4 12 351
Global funding trends on the capital markets in 2014 0 0 0 1 1 1 6 26
Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España 0 0 0 0 1 1 2 4
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 2 68 2 2 7 220
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries 1 1 2 15 3 4 11 54
La financiación del déficit exterior de Estados Unidos 0 0 0 1 1 1 3 34
Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo 0 0 0 3 1 1 1 47
Measuring and explaining the volatility of capital flows to emerging countries 0 1 2 191 0 2 9 476
Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes 0 1 3 22 1 2 5 67
Sectoral indicators for applying the Banco de España’s new macroprudential tools 0 0 1 3 1 2 4 8
Sovereign CDS premia during the crisis and their interpretation as a measure of risk 0 0 1 19 0 1 4 71
Sovereign ratings and their asymmetric response to fundamentals 0 0 1 34 2 5 30 153
Structural risk indicators for the Spanish banking sector 0 0 0 3 1 2 2 12
Structural risk indicators for the Spanish banking sector 0 0 1 3 0 1 2 8
Tendencias globales de financiación en los mercados de capitales en 2012 0 0 0 6 0 0 0 26
Tendencias globales de financiación en los mercados de capitales en 2014 0 0 0 5 0 1 2 54
Testing for Conditional Heteroscedasticity in the Components of Inflation 0 0 0 38 3 3 5 170
The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries 0 0 0 45 2 2 4 133
The effectiveness of forex interventions in four Latin American countries 0 0 1 51 2 2 4 187
Turbulencia financiera y perspectivas para las economías emergentes 0 2 2 13 0 3 3 83
Unobserved component models with asymmetric conditional variances 0 0 0 39 1 1 4 129
Total Journal Articles 2 6 23 1,078 27 56 156 3,399
5 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries 0 0 0 29 0 2 3 171
Total Chapters 0 0 0 29 0 2 3 171

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