Research Staff(alphabetical)
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of Carmen Broto. The Banco de España is not responsible for their content.
Carmen Broto
Head of Macroprudential Analysis Unit
Financial Stability and Macroprudential Policy Department
DG Financial Stability, Regulation and Resolution
Contact Information
- Address: Calle Alcalá 48, 28014 Madrid, España
- Contact form
- Personal web-page: https://ideas.repec.org/e/pbr200.html
Fields of Interest
- Time Series
- Financial Econometrics
- International Finance
JEL Codes
- C22, C51, F30, F21
Curriculum Vitae
Selected Publications and Working Papers
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“Do buffer requirements for European systemically important banks make them less systemic?”
Carmen Broto , Luis Fernández Lafuerza and Mariya Melnychuk (2022)
Banco de España Working Paper 2243
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“How do central banks identify risks? A survey of indicators”
Carmen Broto (coordination)
Banco de España Occasional Paper 2125
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“Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries”
Carmen Broto and Matias Lamas (2019)
Economic Modelling 93, 217–229
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“Sovereign ratings and their asymmetric response to fundamentals”
Carmen Broto and Luis Molina (2016)
Journal of Economic Behavior & Organization 130, 206–224
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“Disentangling contagion among sovereign CDS spreads during the European debt crisis”
Carmen Broto and Gabriel Pérez-Quirós (2015)
Journal of Empirical Finance 32, 165-179
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“The effectiveness of forex interventions in four Latin American countries”
Carmen Broto (2013)
Emerging Markets Review 17, 224-240
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“Flexible inflation targets, forex interventions and exchange rate volatility in emerging markets”
Carmen Broto and Juan Carlos Berganza (2012)
Journal of International Money and Finance 31, pp. 428-444
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“Inflation targeting in Latin America: Empirical analysis using GARCH models”
Carmen Broto (2011-01)
Economic Modeling - vol. 28, 1424-1434
- Supplementary files: Click to access supplementary files
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“Measuring and Explaining the Volatility of Capital Flows to Emerging Countries”
Carmen Broto, Javier Díaz-Cassou and Aitor Erce (2008-01)
Journal of Banking and Finance - 35, 1941-1953
JEL codes: F21, F36, C22, C23
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“Estimation Methods of Stochastic Volatility Models: A Survey”
Carmen Broto and Esther Ruiz (2004-12)
Journal of Economic Surveys - 18 (5), pp. 613-742.