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 0 4 18 1 2 37 90
Desertification in Spain: Is there any impact on credit to firms? 0 0 1 6 0 0 10 17
Disentangling contagion among sovereign cds spreads during the european debt crisis 0 0 0 132 0 0 11 269
Do buffer requirements for european systemically important banks make them less systemic? 0 0 0 21 0 1 10 30
Estimation methods for stochastic volatility models: a survey 0 0 0 1,230 0 2 21 2,068
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 1 86 0 0 18 226
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 0 86 0 1 15 344
How do central banks identify risks? A survey of indicators 2 2 4 52 5 5 23 288
Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España 0 0 0 2 0 1 15 22
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 1 144 1 2 16 371
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries 0 0 1 26 1 2 19 99
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries 0 0 0 62 1 1 11 478
Measuring and explaining the volatility of capital flows towards emerging countries 0 0 0 178 0 1 15 510
Measuring market liquidity in us fixed income markets: a new synthetic indicator 0 1 1 62 1 4 21 143
Risk and vulnerability indicators for the spanish housing market 0 0 0 5 0 0 12 28
Sovereign ratings and their asymmetric response to fundamentals 0 0 0 34 1 1 18 156
Testing for conditional heteroscedasticity in the components of inflation 0 0 0 84 0 1 13 426
The effectiveness of forex interventions in four Latin American countries 0 0 0 86 1 1 17 288
Unobserved component models with asymmetric conditional variances 0 0 0 114 1 1 13 343
Using auxiliary residuals to detect conditional heteroscedasticity in inflation 0 0 0 72 1 1 19 366
Total Working Papers 2 3 13 2,500 14 27 334 6,562

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 2 7 46
Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes 0 0 0 4 0 0 6 34
Disentangling contagion among sovereign CDS spreads during the European debt crisis 0 0 0 46 0 1 10 144
Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic 0 0 1 3 0 0 14 25
Estimation methods for stochastic volatility models: a survey 0 0 3 358 0 2 42 855
Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo 0 0 0 4 1 3 6 31
Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes 0 0 0 6 0 5 8 35
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 2 96 0 2 16 363
Global funding trends on the capital markets in 2014 0 0 0 1 0 0 5 30
Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España 0 0 0 0 2 3 12 15
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 0 68 0 1 14 232
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries 0 0 2 16 1 4 24 74
La financiación del déficit exterior de Estados Unidos 0 0 0 1 0 0 10 43
Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo 0 0 0 3 0 0 6 52
Measuring and explaining the volatility of capital flows to emerging countries 0 0 1 191 2 2 15 489
Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes 0 0 1 22 2 2 8 73
Sectoral indicators for applying the Banco de España’s new macroprudential tools 0 0 1 4 0 0 11 18
Sovereign CDS premia during the crisis and their interpretation as a measure of risk 0 0 0 19 0 0 8 78
Sovereign ratings and their asymmetric response to fundamentals 0 1 4 38 0 3 23 171
Structural risk indicators for the Spanish banking sector 0 0 0 3 0 0 7 15
Structural risk indicators for the Spanish banking sector 0 0 0 3 2 3 23 33
Tendencias globales de financiación en los mercados de capitales en 2012 0 0 0 6 0 0 3 29
Tendencias globales de financiación en los mercados de capitales en 2014 0 0 0 5 1 2 6 59
Testing for Conditional Heteroscedasticity in the Components of Inflation 0 0 0 38 0 0 23 190
The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries 0 0 0 45 1 1 14 145
The effectiveness of forex interventions in four Latin American countries 0 0 0 51 1 2 9 194
Turbulencia financiera y perspectivas para las economías emergentes 0 0 2 13 0 0 8 89
Unobserved component models with asymmetric conditional variances 0 0 0 39 0 3 12 140
Total Journal Articles 0 1 17 1,089 13 41 350 3,702
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 9 179
Total Chapters 0 0 0 29 0 0 9 179

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Statistics updated 2026-10-11