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 1 1 10 18 3 7 52 83
Desertification in Spain: Is there any impact on credit to firms? 0 0 4 6 2 3 13 16
Disentangling contagion among sovereign cds spreads during the european debt crisis 0 0 0 132 3 5 12 268
Do buffer requirements for european systemically important banks make them less systemic? 0 0 0 21 1 3 11 29
Estimation methods for stochastic volatility models: a survey 0 0 0 1,230 4 7 19 2,066
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 1 86 1 3 18 224
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 2 86 2 4 19 343
How do central banks identify risks? A survey of indicators 0 1 2 49 1 5 20 279
Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España 0 0 0 2 3 5 14 21
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 1 144 3 7 17 369
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries 0 1 1 26 4 11 16 96
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries 0 0 0 62 1 1 11 477
Measuring and explaining the volatility of capital flows towards emerging countries 0 0 1 178 3 5 16 508
Measuring market liquidity in us fixed income markets: a new synthetic indicator 0 0 1 61 2 8 18 137
Risk and vulnerability indicators for the spanish housing market 0 0 2 5 2 4 19 28
Sovereign ratings and their asymmetric response to fundamentals 0 0 1 34 3 6 17 153
Testing for conditional heteroscedasticity in the components of inflation 0 0 0 84 2 4 12 424
The effectiveness of forex interventions in four Latin American countries 0 0 0 86 1 3 13 282
Unobserved component models with asymmetric conditional variances 0 0 0 114 0 1 12 341
Using auxiliary residuals to detect conditional heteroscedasticity in inflation 0 0 0 72 7 11 18 364
Total Working Papers 1 3 26 2,496 48 103 347 6,508

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 1 1 6 44
Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes 0 0 0 4 1 4 7 34
Disentangling contagion among sovereign CDS spreads during the European debt crisis 0 0 0 46 3 5 11 143
Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic 0 0 1 2 1 5 19 23
Estimation methods for stochastic volatility models: a survey 0 1 2 357 8 17 36 846
Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo 0 0 0 4 1 1 3 28
Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes 0 0 0 6 1 1 5 30
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 1 95 2 3 14 358
Global funding trends on the capital markets in 2014 0 0 0 1 2 3 8 30
Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España 0 0 0 0 1 4 9 12
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 1 68 3 5 12 227
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries 0 1 2 16 2 10 24 69
La financiación del déficit exterior de Estados Unidos 0 0 0 1 2 4 10 42
Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo 0 0 0 3 1 1 4 50
Measuring and explaining the volatility of capital flows to emerging countries 0 0 1 191 1 4 16 487
Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes 0 0 1 22 0 2 6 71
Sectoral indicators for applying the Banco de España’s new macroprudential tools 0 1 1 4 1 2 12 18
Sovereign CDS premia during the crisis and their interpretation as a measure of risk 0 0 0 19 2 2 8 76
Sovereign ratings and their asymmetric response to fundamentals 0 2 3 37 1 6 28 166
Structural risk indicators for the Spanish banking sector 0 0 0 3 4 8 19 29
Structural risk indicators for the Spanish banking sector 0 0 0 3 1 2 7 14
Tendencias globales de financiación en los mercados de capitales en 2012 0 0 0 6 2 3 3 29
Tendencias globales de financiación en los mercados de capitales en 2014 0 0 0 5 1 1 3 56
Testing for Conditional Heteroscedasticity in the Components of Inflation 0 0 0 38 9 12 21 187
The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries 0 0 0 45 2 6 13 143
The effectiveness of forex interventions in four Latin American countries 0 0 0 51 0 1 8 192
Turbulencia financiera y perspectivas para las economías emergentes 0 0 2 13 1 2 9 89
Unobserved component models with asymmetric conditional variances 0 0 0 39 1 3 9 136
Total Journal Articles 0 5 15 1,085 55 118 330 3,629
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 3 5 10 179
Total Chapters 0 0 0 29 3 5 10 179

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Statistics updated 2026-05-06