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 11 17 3 15 57 79
Desertification in Spain: Is there any impact on credit to firms? 0 0 6 6 1 5 13 14
Disentangling contagion among sovereign cds spreads during the european debt crisis 0 0 0 132 0 4 7 263
Do buffer requirements for european systemically important banks make them less systemic? 0 0 0 21 2 8 11 28
Estimation methods for stochastic volatility models: a survey 0 0 0 1,230 1 10 13 2,060
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 1 86 1 9 16 222
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 2 86 1 8 16 340
How do central banks identify risks? A survey of indicators 1 1 2 49 4 11 20 278
Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España 0 0 0 2 0 7 10 16
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 1 1 144 1 8 11 363
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries 1 1 1 26 5 9 10 90
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries 0 0 0 62 0 5 10 476
Measuring and explaining the volatility of capital flows towards emerging countries 0 0 1 178 1 6 13 504
Measuring market liquidity in us fixed income markets: a new synthetic indicator 0 0 1 61 5 10 15 134
Risk and vulnerability indicators for the spanish housing market 0 0 2 5 1 8 17 25
Sovereign ratings and their asymmetric response to fundamentals 0 0 1 34 3 9 14 150
Testing for conditional heteroscedasticity in the components of inflation 0 0 0 84 1 6 9 421
The effectiveness of forex interventions in four Latin American countries 0 0 0 86 2 7 12 281
Unobserved component models with asymmetric conditional variances 0 0 0 114 1 8 12 341
Using auxiliary residuals to detect conditional heteroscedasticity in inflation 0 0 0 72 3 9 10 356
Total Working Papers 2 4 29 2,495 36 162 296 6,441

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 3 6 43
Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes 0 0 0 4 1 2 4 31
Disentangling contagion among sovereign CDS spreads during the European debt crisis 0 0 0 46 1 3 8 139
Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic 0 0 2 2 2 7 18 20
Estimation methods for stochastic volatility models: a survey 0 1 1 356 1 14 20 830
Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo 0 0 0 4 0 2 2 27
Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes 0 0 0 6 0 2 4 29
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 1 95 0 4 12 355
Global funding trends on the capital markets in 2014 0 0 0 1 0 1 6 27
Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España 0 0 0 0 3 7 8 11
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 1 68 2 4 9 224
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries 1 1 2 16 7 12 22 66
La financiación del déficit exterior de Estados Unidos 0 0 0 1 2 6 8 40
Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo 0 0 0 3 0 2 3 49
Measuring and explaining the volatility of capital flows to emerging countries 0 0 2 191 1 8 15 484
Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes 0 0 2 22 2 4 8 71
Sectoral indicators for applying the Banco de España’s new macroprudential tools 1 1 1 4 1 9 12 17
Sovereign CDS premia during the crisis and their interpretation as a measure of risk 0 0 1 19 0 3 7 74
Sovereign ratings and their asymmetric response to fundamentals 1 2 3 36 2 9 29 162
Structural risk indicators for the Spanish banking sector 0 0 0 3 3 12 14 24
Structural risk indicators for the Spanish banking sector 0 0 1 3 1 5 7 13
Tendencias globales de financiación en los mercados de capitales en 2012 0 0 0 6 1 1 1 27
Tendencias globales de financiación en los mercados de capitales en 2014 0 0 0 5 0 1 2 55
Testing for Conditional Heteroscedasticity in the Components of Inflation 0 0 0 38 2 7 11 177
The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries 0 0 0 45 2 6 9 139
The effectiveness of forex interventions in four Latin American countries 0 0 0 51 0 4 7 191
Turbulencia financiera y perspectivas para las economías emergentes 0 0 2 13 1 5 8 88
Unobserved component models with asymmetric conditional variances 0 0 0 39 1 5 8 134
Total Journal Articles 3 5 20 1,083 36 148 268 3,547
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 1 4 7 175
Total Chapters 0 0 0 29 1 4 7 175

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Statistics updated 2026-03-04