Carmen Broto : Citation Profile


Are you Carmen Broto?

Banco de España

8

H index

7

i10 index

272

Citations

RESEARCH PRODUCTION:

22

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 19
   Journals where Carmen Broto has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 8 (2.86 %)

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   Permalink: http://citec.repec.org/pbr200
   Updated: 2020-07-04    RAS profile: 2019-07-29    
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Relations with other researchers


Works with:

Molina Sánchez, Luis (3)

Fuertes, Alberto (2)

Lamas, Matías (2)

Perez Quiros, Gabriel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Carmen Broto.

Is cited by:

Erce, Aitor (13)

Ruiz, Esther (9)

Omori, Yasuhiro (7)

Pereira da Silva, Luiz Awazu (5)

Ishihara, Tsunehiro (5)

Xu, Dinghai (5)

Pincheira, Pablo (4)

Alberola, Enrique (4)

Espasa, Antoni (4)

Veiga, Helena (4)

Garcia-Verdu, Santiago (4)

Cites to:

Sentana, Enrique (14)

Engle, Robert (10)

Ruiz, Esther (10)

Goldfajn, Ilan (9)

Harvey, Andrew (8)

Bacchetta, Philippe (7)

Koopman, Siem Jan (6)

Calvo, Guillermo (5)

Bekaert, Geert (5)

Hausmann, Ricardo (5)

Minella, André (5)

Main data


Where Carmen Broto has published?


Journals with more than one article published# docs
Boletn Econmico10
Economic Bulletin2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa10
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3

Recent works citing Carmen Broto (2019 and 2018)


YearTitle of citing document
2018A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach. (2018). Santos, T R. In: Papers. RePEc:arx:papers:1809.01489.

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2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2017Dealing with dealers: sovereign CDS comovements. (). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Anton, Miguel. In: Working Papers. RePEc:bde:wpaper:1723.

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2020Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2020). Corneli, Flavia ; buono, ines ; di Stefano, Enrica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1262_20.

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2019Foreign exchange intervention and reserve accumulation in an emerging market economy: selected issues. (2019). Torriani, Mario ; Caonero, Gustavo ; Aguirre, Horacio . In: BIS Papers chapters. RePEc:bis:bisbpc:104-04.

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2018DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS. (2018). Prigent, Jean-Luc ; Karaa, Adel ; ben Ayed, Myriam. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1870-1886.

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2017Measuring liquidity of Spanish debt. (2017). Redondo, Jesus Gonzalez ; Cano, Jose Luis ; Cambon, Maria Isabel. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_66en.

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2018Inflación y volatilidad cambiaria en México (1969-2017). (2018). Mimbrera, Monica C ; Rojas, Eduardo Rosas. In: Ensayos de Economía. RePEc:col:000418:017297.

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2017The impact of regulatory requirements on the banking flows to emerging countries. (2017). hellou, samira ; Boutillier, Michel. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-9.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2017Inflation targeting and financial stability in emerging markets. (2017). Fouejieu, Armand. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:51-70.

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2018Testing normality for unconditionally heteroscedastic macroeconomic variables. (2018). RAÏSSI, HAMDI ; Raissi, Hamdi. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:140-146.

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2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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2018Volatility of stock market returns and the naira exchange rate. (2018). Uzonwanne, Godfrey ; Dogo, Mela ; Tule, Moses. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:97-105.

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2018A market-based measure for currency risk in managed exchange rate regimes. (2018). Eichler, Stefan ; Roevekamp, Ingmar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:141-159.

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2019The impact of financial development on the effectiveness of inflation targeting in developing economies. (2019). Rajan, Ramkishen ; Ouyang, Alice Y. In: Japan and the World Economy. RePEc:eee:japwor:v:50:y:2019:i:c:p:25-35.

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2018Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

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2017Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188.

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2018Inflation targeting and exchange rate management in less developed countries. (2018). Buffie, Edward F ; Zanna, Felipe ; Airaudo, M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:159-184.

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2018Uncertainty, capital flows, and maturity mismatch. (2018). Converse, Nathan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:260-275.

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2018Central bank transparency and the volatility of exchange rates. (2018). Eichler, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:23-49.

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2019The effect of inflation targeting and financial openness on currency composition of sovereign international debt. (2019). Rodriguez, Cesar M ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:1-18.

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2019Remittance volatility and financial sector development in sub-Saharan African countries. (2019). Delali, Charles Komla ; Opperman, Pieter. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:336-351.

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2019Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2018Determinants of sovereign defaults. (2018). Ghulam, Yaseen ; Derber, Julian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:43-55.

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2019Investigating the relationship between financial liberalization and capital flow waves: A panel data analysis. (2019). Yang, Haizhen ; Jing, Zhongbo ; Wang, Jie ; Shi, Fangfang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:120-136.

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2018Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico. (2018). Martinez, Valeria ; Tse, Yiuman. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:271-284.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2017Dependence between Stock Returns of Italian Banks and the Sovereign Risk. (2017). Durante, Fabrizio ; Weissensteiner, Alex ; Foscolo, Enrico . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:23-:d:100926.

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2018Measuring Financial Fragmentation in the Euro Area Corporate Bond Market. (2018). Mojon, Benoit ; Horny, Guillaume ; Manganelli, Simone. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:74-:d:178985.

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2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782.

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2018Analyzing the Global Risks for the Financial Crisis after the Great Depression Using Comparative Hybrid Hesitant Fuzzy Decision-Making Models: Policy Recommendations for Sustainable Economic Growth. (2018). Diner, Hasan ; Enel, Seil ; Yuksel, Serhat. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3126-:d:167263.

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2020Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects. (2020). Park, Hail ; Le, Dieu Thanh ; Wang, Wenbo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2913-:d:342024.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Ertur, Cem ; Dossougoin, Cyrille. In: Post-Print. RePEc:hal:journl:hal-01744629.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). Hmaied, Dorra ; de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2019IMPACT OF CREDIT RATINGS ON STOCK RETURNS. (2019). Mirza, Nawazish ; Bosman, Rudi ; Reddy, Krishna. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3d:p:1-24.

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2020Cross border flows, financial Intermediation and interactions of policy rules in a small open economy model. (2020). Goyal, Ashima ; Verma, Akhilesh K. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2020-008.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2018Sovereign Bond Yields Spreads Spillovers in the EMU. (2018). Afonso, Antonio ; Kazemi, Mina. In: Working Papers REM. RePEc:ise:remwps:wp0522018.

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2017Does Inflation Targeting Matter for Foreign Portfolio Investment: Evidence from Propensity Score Matching. (2017). Boughrara, Adel ; Dridi, Ichrak . In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:2:p:67-86.

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2019.

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2019Incorporating Realized Quarticity into a Realized Stochastic Volatility Model. (2019). Morimoto, Takayuki ; Nugroho, Didit Budi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09276-2.

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2019Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach. (2019). Tiwari, Aviral Kumar ; Hammoudeh, Shawkat ; Naifar, Nader. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9838-1.

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2019Central bank transparency and sovereign risk ratings: a panel data approach. (2019). Pacheco, Diego Silveira ; Montes, Gabriel Caldas. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:2:d:10.1007_s10368-017-0394-2.

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2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

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2019Мета-аналіз: ефект fx-інтервенцій на валютний курс. (2019). Артем Огарков, ; Дмитро Круковець, ; Денис Клиновський, ; Соломія Бричка, . In: Suchasni ekonomichni doslidzhennja. RePEc:kse:chasop:v:2:y:2019:i:1:p:24-47.

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2018Taming the Tide of Capital Flows: A Policy Guide. (2018). Ghosh, Atish R ; Qureshi, Mahvash S ; Ostry, Jonathan D. In: MIT Press Books. RePEc:mtp:titles:0262037165.

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2019Macroeconomics Challenges and Resilience of Emerging Market Economies. (2019). Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:26361.

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2018Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach. (2018). Amado, Cristina ; Martins, Susana . In: NIPE Working Papers. RePEc:nip:nipewp:08/2018.

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2019A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Soares, Maria Joana ; Ojo, Mustapha Olalekan. In: NIPE Working Papers. RePEc:nip:nipewp:11/2019.

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2019Determinants of global capital volatility in the BRICS grouping. (2019). Bonga-Bonga, Lumengo ; Melis, Michael. In: MPRA Paper. RePEc:pra:mprapa:94125.

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2017Una Subasta Doble de Divisas para la Determinación del Tipo de Cambio en Bolivia. (2017). Fernandez, Bernardo ; Aldazosa, Rene E. In: Documentos de trabajo. RePEc:ris:iisecd:2017_004.

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2018Una subasta doble de divisas para la determinación del tipo de cambio en Bolivia. (2018). Fernandez, Bernardo ; Aldazosa, Rene E. In: Revista Latinoamericana de Desarrollo Economico. RePEc:ris:revlde:1958.

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2018Is inflation targeting credible in Asia? A panel GARCH approach. (2018). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1212-3.

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2018Central bank interventions in a dollarized economy: managed floating versus inflation targeting. (2018). Mundaca, Gabriela. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1331-5.

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2020Inflation targeting and exchange rate volatility in emerging markets. (2020). Mollick, Andre Varella ; Carneiro, Francisco G ; Cabral, Rene. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1478-8.

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2018Capital flows and exchange rate volatility: experience of emerging economies. (2018). Ramachandran, M ; O. P. C. Muhammed Rafi, . In: Indian Economic Review. RePEc:spr:inecre:v:53:y:2018:i:1:d:10.1007_s41775-018-0031-1.

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2018Unbiased weighted variance and skewness estimators for overlapping returns. (2018). Taylor, Stephen ; Fang, Ming. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-018-0023-1.

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2017Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22.

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2018Bilateral Capital Flows: Gravity, Push, and Pull. (2018). Mercado, Rogelio. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0818.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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2018Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

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2018Alternative characterization of volatility of short-term interest rate. (2018). Bhar, Ramaprasad ; LEE, Damien . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500184.

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2018Stock and Labor Market Synchronization and Income Inequality: Evidence from OECD Countries. (2018). Li, Jie ; Ouyang, Alice Y. In: Journal of International Commerce, Economics and Policy (JICEP). RePEc:wsi:jicepx:v:09:y:2018:i:01n02:n:s1793993318500035.

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2017Central bank transparency and the volatility of exchange rates. (2017). , Helge ; Eichler, Stefan. In: IWH Discussion Papers. RePEc:zbw:iwhdps:222017.

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Works by Carmen Broto:


YearTitleTypeCited
2007Deuda en moneda local y reducción de la vulnerabilidad financiera en las economías emergentes In: Boletín Económico.
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2008Turbulencia financiera y perspectivas para las economías emergentes In: Boletín Económico.
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article0
2008Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes In: Boletín Económico.
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article0
2009Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo In: Boletín Económico.
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article0
2009La financiación del déficit exterior de Estados Unidos In: Boletín Económico.
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article0
2011Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes In: Boletín Económico.
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article0
2011Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo In: Boletín Económico.
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article0
2013Tendencias globales de financiación en los mercados de capitales en 2012 In: Boletín Económico.
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article0
2015Tendencias globales de financiación en los mercados de capitales en 2014 In: Boletín Económico.
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article0
2015Calificación crediticia de la deuda soberana y cambios en las condiciones económicas In: Boletín Económico.
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article0
2011Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin.
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article1
2015Global funding trends on the capital markets in 2014 In: Economic Bulletin.
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article0
2007Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries In: Working Papers.
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paper4
2008Testing for conditional heteroscedasticity in the components of inflation In: Working Papers.
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paper6
2009Testing for Conditional Heteroscedasticity in the Components of Inflation.(2009) In: Studies in Nonlinear Dynamics & Econometrics.
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2008Measuring and explaining the volatility of capital flows towards emerging countries In: Working Papers.
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2008Inflation targeting in Latin America: Empirical analysis using GARCH models In: Working Papers.
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2011Inflation targeting in Latin America: Empirical analysis using GARCH models.(2011) In: Economic Modelling.
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This paper has another version. Agregated cites: 15
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2011Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries In: Working Papers.
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2011Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries.(2011) In: BOFIT Discussion Papers.
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This paper has another version. Agregated cites: 35
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2012Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries.(2012) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 35
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2012The effectiveness of forex interventions in four Latin American countries In: Working Papers.
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2013The effectiveness of forex interventions in four Latin American countries.(2013) In: Emerging Markets Review.
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This paper has another version. Agregated cites: 18
article
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
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2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
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2014Sovereign ratings and their asymmetric response to fundamentals In: Working Papers.
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2016Sovereign ratings and their asymmetric response to fundamentals.(2016) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 8
article
2016Measuring market liquidity in us fixed income markets: a new synthetic indicator In: Working Papers.
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2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries In: Working Papers.
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2008Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries In: BIS Papers chapters.
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chapter2
2004Estimation methods for stochastic volatility models: a survey In: Journal of Economic Surveys.
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article84
2002Estimation methods for stochastic volatility models: a survey.(2002) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has another version. Agregated cites: 84
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