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 11 16 4 15 55 68
Desertification in Spain: Is there any impact on credit to firms? 0 1 6 6 2 4 11 11
Disentangling contagion among sovereign cds spreads during the european debt crisis 0 0 0 132 0 1 4 259
Do buffer requirements for european systemically important banks make them less systemic? 0 0 0 21 2 2 5 22
Estimation methods for stochastic volatility models: a survey 0 0 0 1,230 0 3 4 2,050
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 0 2 86 6 9 15 338
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 1 1 86 2 7 11 215
How do central banks identify risks? A survey of indicators 0 0 1 48 2 4 19 269
Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España 0 0 0 2 4 6 8 13
Inflation targeting in Latin America: Empirical analysis using GARCH models 1 1 1 144 3 3 6 358
Is market liquidity less resilient after the financial crisis? Evidence for us treasuries 0 0 3 25 3 4 8 84
Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries 0 0 0 62 0 4 6 471
Measuring and explaining the volatility of capital flows towards emerging countries 0 0 1 178 3 6 10 501
Measuring market liquidity in us fixed income markets: a new synthetic indicator 0 0 1 61 1 3 7 125
Risk and vulnerability indicators for the spanish housing market 0 0 2 5 1 2 10 18
Sovereign ratings and their asymmetric response to fundamentals 0 0 1 34 1 4 6 142
Testing for conditional heteroscedasticity in the components of inflation 0 0 0 84 1 3 4 416
The effectiveness of forex interventions in four Latin American countries 0 0 0 86 1 4 7 275
Unobserved component models with asymmetric conditional variances 0 0 0 114 2 5 6 335
Using auxiliary residuals to detect conditional heteroscedasticity in inflation 0 0 0 72 2 2 4 349
Total Working Papers 1 5 30 2,492 40 91 206 6,319

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 1 3 40
Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes 0 0 0 4 0 1 3 29
Disentangling contagion among sovereign CDS spreads during the European debt crisis 0 0 0 46 1 3 7 137
Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic 0 0 2 2 2 4 15 15
Estimation methods for stochastic volatility models: a survey 1 1 2 356 5 8 12 821
Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo 0 0 0 4 1 1 2 26
Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes 0 0 0 6 1 1 3 28
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries 0 1 3 95 0 4 12 351
Global funding trends on the capital markets in 2014 0 0 0 1 0 1 6 26
Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España 0 0 0 0 0 1 2 4
Inflation targeting in Latin America: Empirical analysis using GARCH models 0 0 2 68 2 4 9 222
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries 0 1 2 15 2 6 13 56
La financiación del déficit exterior de Estados Unidos 0 0 0 1 0 1 3 34
Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo 0 0 0 3 0 1 1 47
Measuring and explaining the volatility of capital flows to emerging countries 0 1 2 191 2 4 10 478
Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes 0 1 2 22 1 3 5 68
Sectoral indicators for applying the Banco de España’s new macroprudential tools 0 0 0 3 0 1 3 8
Sovereign CDS premia during the crisis and their interpretation as a measure of risk 0 0 1 19 2 3 6 73
Sovereign ratings and their asymmetric response to fundamentals 0 0 1 34 0 5 26 153
Structural risk indicators for the Spanish banking sector 0 0 1 3 0 0 2 8
Structural risk indicators for the Spanish banking sector 0 0 0 3 2 4 4 14
Tendencias globales de financiación en los mercados de capitales en 2012 0 0 0 6 0 0 0 26
Tendencias globales de financiación en los mercados de capitales en 2014 0 0 0 5 0 1 2 54
Testing for Conditional Heteroscedasticity in the Components of Inflation 0 0 0 38 1 4 6 171
The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries 0 0 0 45 0 2 4 133
The effectiveness of forex interventions in four Latin American countries 0 0 1 51 0 2 4 187
Turbulencia financiera y perspectivas para las economías emergentes 0 2 2 13 1 3 4 84
Unobserved component models with asymmetric conditional variances 0 0 0 39 1 2 4 130
Total Journal Articles 1 7 22 1,079 24 71 171 3,423
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 2 3 5 173
Total Chapters 0 0 0 29 2 3 5 173

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