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 12 14 1 12 44 51
Desertification in Spain: Is there any impact on credit to firms? 0 0 5 5 1 1 7 7
Disentangling contagion among sovereign cds spreads during the european debt crisis 0 0 0 132 0 0 2 256
Do buffer requirements for european systemically important banks make them less systemic? 0 0 1 21 0 1 5 20
Estimation methods for stochastic volatility models: a survey 0 0 0 1,230 0 0 2 2,047
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 2 86 0 1 6 328
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 0 85 0 2 4 208
How do central banks identify risks? A survey of indicators 0 0 0 47 1 2 32 264
Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España 0 0 0 2 0 0 3 7
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 0 143 0 1 4 355
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries 0 0 3 25 0 0 5 80
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries 0 0 0 62 0 0 3 466
Measuring and explaining the volatility of capital flows towards emerging countries 0 1 2 178 1 2 7 495
Measuring market liquidity in us fixed income markets: a new synthetic indicator 0 1 2 61 0 1 5 120
Risk and vulnerability indicators for the spanish housing market 0 0 1 4 0 2 8 15
Sovereign ratings and their asymmetric response to fundamentals 0 1 1 34 0 2 2 138
Testing for conditional heteroscedasticity in the components of inflation 0 0 0 84 1 1 2 413
The effectiveness of forex interventions in four Latin American countries 0 0 0 86 1 1 3 270
Unobserved component models with asymmetric conditional variances 0 0 0 114 1 1 1 330
Using auxiliary residuals to detect conditional heteroscedasticity in inflation 0 0 0 72 0 0 3 347
Total Working Papers 0 5 29 2,485 7 30 148 6,217

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 0 3 39
Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes 0 0 0 4 0 0 1 27
Disentangling contagion among sovereign CDS spreads during the European debt crisis 0 0 1 46 0 0 6 133
Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic 0 1 2 2 1 4 10 10
Estimation methods for stochastic volatility models: a survey 0 0 1 355 1 1 5 811
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 2 6 1 1 4 26
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 3 94 0 3 10 347
Global funding trends on the capital markets in 2014 0 0 0 1 1 1 5 25
Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España 0 0 0 0 0 0 1 3
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 1 2 68 1 3 5 218
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries 0 0 3 14 2 4 12 50
La financiación del déficit exterior de Estados Unidos 0 0 0 1 0 0 2 33
Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo 0 0 0 3 0 0 0 46
Measuring and explaining the volatility of capital flows to emerging countries 0 0 3 190 2 3 14 474
Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes 0 0 2 21 0 0 3 65
Sectoral indicators for applying the Banco de España’s new macroprudential tools 0 0 1 3 0 0 2 6
Sovereign CDS premia during the crisis and their interpretation as a measure of risk 0 0 1 19 1 1 4 70
Sovereign ratings and their asymmetric response to fundamentals 0 0 3 34 1 7 29 148
Structural risk indicators for the Spanish banking sector 0 0 1 3 0 0 3 7
Structural risk indicators for the Spanish banking sector 0 0 1 3 0 0 1 10
Tendencias globales de financiación en los mercados de capitales en 2012 0 0 0 6 0 0 1 26
Tendencias globales de financiación en los mercados de capitales en 2014 0 0 0 5 0 0 1 53
Testing for Conditional Heteroscedasticity in the Components of Inflation 0 0 0 38 0 0 2 167
The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries 0 0 0 45 0 0 3 131
The effectiveness of forex interventions in four Latin American countries 0 0 2 51 1 1 4 185
Turbulencia financiera y perspectivas para las economías emergentes 0 0 0 11 0 0 0 80
Unobserved component models with asymmetric conditional variances 0 0 0 39 0 1 3 128
Total Journal Articles 0 2 29 1,072 12 30 135 3,343
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 0 1 169
Total Chapters 0 0 0 29 0 0 1 169

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