Broto, Carmen

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

How do central banks identify risks? A survey of indicators Carmen Broto (coordination)

Banco de España Occasional Paper 2125

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

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)

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. 428-444

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

Economic Modeling - vol. 28, 1424-1434

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

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

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