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Broto, Carmen

Head of Macroprudential Analysis Unit

Financial Stability and Macroprudential Policy Department
DG Financial Stability, Regulation and Resolution

Información de contacto

Campos de interés

Time Series, Financial Econometrics, International Finance

JEL Codes

  • C22, C51, F30, F21

Desertification in Spain: Is there any impact on credit to firms? Carmen Broto and Olivier Hubert

JEL Codes: 2513

Do buffer requirements for European systemically important banks make them less systemic? Carmen Broto, Luis Fernández Lafuerza and Mariya Melnychuk

JEL Codes: 2243

Published in: International Journal of Central Banking, v. 21, n. 1, January 2025, pp. 235-272Opens in new window

Is market liquidity less resilient after the financial crisis? Evidence for US treasuries Carmen Broto and Matías Lamas

JEL Codes: 1917

Published in: Economic Modelling. Volume 93, December 2020, Pages 217-229.Opens in new window

Sovereign ratings and their asymmetric response to fundamentals Carmen Broto and Luis Molina

JEL Codes: 1428

Published in: Journal of Economic Behavior and Organization, 130, October 2016,  206–224Opens in new window

Measuring market liquidity in US fixed income markets: a new synthetic indicator Carmen Broto and Matías Lamas

JEL Codes: 1608

Published in: Spanish Review of Financial Economics, 14 (1), January-June 2016, 15-22Opens in new window

Disentangling contagion among sovereign CDS spreads during the European debt crisis Carmen Broto and Gabriel Perez-Quiros

JEL Codes: 1314

Published in: Journal of Empirical Finance, 32, June 2015, 165-179

The effectiveness of forex interventions in four Latin American countries Carmen Broto

JEL Codes: 1226

Published in: Emerging Markets Review, 17, December 2013, 224–240Opens in new window

Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries Juan Carlos Berganza, Carmen Broto

JEL Codes: 1105

Inflation targeting in Latin America: Empirical analysis using GARCH models Carmen Broto

JEL Codes: 0826

Measuring and explaining the volatility of capital flows towards emerging countries Carmen Broto, Javier Díaz-Cassou and Aitor Erce-Domínguez

JEL Codes: 0817

Testing for conditional heteroscedasticity in the components of inflation Carmen Broto and Esther Ruiz

JEL Codes: 0812

Local debt expansion... vulnerability reduction: an assessment for six crisis-prone countries Paloma Acevedo, Enrique Alberola y Carmen Broto

JEL Codes: 0733

Do buffer requirements for European systemically important banks make them less systemic? Carmen Broto, Luis Fernández Lafuerza y Mariya Melnychuk

JEL Codes: 2243

Publicado en: International Journal of Central Banking, v. 21, n. 1, January 2025, pp. 235-272

Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries Carmen Broto and Matias Lamas (2019)

Economic Modelling 93, 217–229

Sovereign ratings and their asymmetric response to fundamentals Carmen Broto and Luis Molina (2016)

 Journal of Economic Behavior & Organization 130, 206–224

Measuring market liquidity in US fixed income markets: a new synthetic indicator Carmen Broto y Matías Lamas

JEL Codes: 1608

Publicado en: Spanish Review of Financial Economics, 14 (1), January-June 2016, 15-22

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

The effectiveness of forex interventions in four Latin American countries Carmen Broto (2013)

Publicado en: Emerging Markets Review 17, 224-240

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. 428-444Opens in new window

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

Inflation targeting in Latin America: Empirical analysis using GARCH models Carmen Broto (2011-01)

Economic Modeling - vol. 28, 1424-1434

Estimation Methods of Stochastic Volatility Models: A Survey Carmen Broto and Esther Ruiz (2004-12)

Journal of Economic Surveys - 18 (5), pp. 613-742.