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 1 5 18 1 8 44 88
Desertification in Spain: Is there any impact on credit to firms? 0 0 1 6 0 3 11 17
Disentangling contagion among sovereign cds spreads during the european debt crisis 0 0 0 132 1 4 13 269
Do buffer requirements for european systemically important banks make them less systemic? 0 0 0 21 0 1 10 29
Estimation methods for stochastic volatility models: a survey 0 0 0 1,230 0 4 19 2,066
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 1 86 0 3 18 226
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 0 86 0 2 15 343
How do central banks identify risks? A survey of indicators 1 1 3 50 3 5 21 283
Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España 0 0 0 2 0 3 14 21
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 1 144 0 3 15 369
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries 0 0 1 26 0 5 17 97
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries 0 0 0 62 0 1 11 477
Measuring and explaining the volatility of capital flows towards emerging countries 0 0 0 178 1 4 15 509
Measuring market liquidity in us fixed income markets: a new synthetic indicator 0 0 1 61 1 4 20 139
Risk and vulnerability indicators for the spanish housing market 0 0 1 5 0 2 14 28
Sovereign ratings and their asymmetric response to fundamentals 0 0 1 34 0 5 19 155
Testing for conditional heteroscedasticity in the components of inflation 0 0 0 84 1 3 13 425
The effectiveness of forex interventions in four Latin American countries 0 0 0 86 1 6 18 287
Unobserved component models with asymmetric conditional variances 0 0 0 114 1 1 13 342
Using auxiliary residuals to detect conditional heteroscedasticity in inflation 0 0 0 72 1 8 18 365
Total Working Papers 1 2 15 2,497 11 75 338 6,535

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 0 6 0 1 5 44
Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes 0 0 0 4 0 1 7 34
Disentangling contagion among sovereign CDS spreads during the European debt crisis 0 0 0 46 0 3 10 143
Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic 0 1 2 3 0 3 18 25
Estimation methods for stochastic volatility models: a survey 1 1 3 358 3 15 43 853
Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo 0 0 0 4 0 1 3 28
Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes 0 0 0 6 0 1 5 30
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 1 2 96 0 5 16 361
Global funding trends on the capital markets in 2014 0 0 0 1 0 2 6 30
Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España 0 0 0 0 0 1 9 12
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 1 68 1 7 16 231
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries 0 0 2 16 0 3 24 70
La financiación del déficit exterior de Estados Unidos 0 0 0 1 0 3 10 43
Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo 0 0 0 3 0 3 6 52
Measuring and explaining the volatility of capital flows to emerging countries 0 0 1 191 0 1 16 487
Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes 0 0 1 22 0 0 6 71
Sectoral indicators for applying the Banco de España’s new macroprudential tools 0 0 1 4 0 1 12 18
Sovereign CDS premia during the crisis and their interpretation as a measure of risk 0 0 0 19 1 4 9 78
Sovereign ratings and their asymmetric response to fundamentals 0 0 3 37 1 3 22 168
Structural risk indicators for the Spanish banking sector 0 0 0 3 1 2 8 15
Structural risk indicators for the Spanish banking sector 0 0 0 3 0 5 20 30
Tendencias globales de financiación en los mercados de capitales en 2012 0 0 0 6 0 2 3 29
Tendencias globales de financiación en los mercados de capitales en 2014 0 0 0 5 0 2 4 57
Testing for Conditional Heteroscedasticity in the Components of Inflation 0 0 0 38 1 12 23 190
The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries 0 0 0 45 0 3 13 144
The effectiveness of forex interventions in four Latin American countries 0 0 0 51 0 0 8 192
Turbulencia financiera y perspectivas para las economías emergentes 0 0 2 13 0 1 9 89
Unobserved component models with asymmetric conditional variances 0 0 0 39 0 2 10 137
Total Journal Articles 1 3 18 1,088 8 87 341 3,661
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 3 10 179
Total Chapters 0 0 0 29 0 3 10 179

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Statistics updated 2026-07-10