Broto, Carmen

Do buffer requirements for European systemically important banks make them less systemic? Carmen Broto , Luis Fernández Lafuerza and Mariya Melnychuk (2022)

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

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

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

Disentangling contagion among sovereign CDS spreads during the European debt crisis Carmen Broto and Gabriel Pérez-Quirós (2015)

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

Flexible inflation targets, forex interventions and exchange rate volatility in emerging markets Carmen Broto and Juan Carlos Berganza (2012)

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

Measuring and Explaining the Volatility of Capital Flows to Emerging Countries Carmen Broto, Javier Díaz-Cassou and Aitor Erce (2008-01)

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

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

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

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

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

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

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

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

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

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

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