Carmen Broto : Citation Profile


Are you Carmen Broto?

Banco de España

9

H index

8

i10 index

314

Citations

RESEARCH PRODUCTION:

23

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 16
   Journals where Carmen Broto has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 9 (2.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr200
   Updated: 2021-11-20    RAS profile: 2021-10-18    
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Relations with other researchers


Works with:

Lamas, Matías (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 (10)

Omori, Yasuhiro (7)

Ishihara, Tsunehiro (5)

Pereira da Silva, Luiz Awazu (5)

Xu, Dinghai (5)

Politsidis, Panagiotis (4)

HASAN, IFTEKHAR (4)

Gómez-Puig, Marta (4)

Serena Garralda, Jose Maria (4)

Sosvilla-Rivero, Simon (4)

Cites to:

Sentana, Enrique (18)

Engle, Robert (10)

Ruiz, Esther (10)

Goldfajn, Ilan (9)

Harvey, Andrew (8)

Fiorentini, Gabriele (8)

Bacchetta, Philippe (7)

Koopman, Siem Jan (6)

Fleming, Michael (6)

Harvey, Campbell (5)

Vogt, Erik (5)

Main data


Where Carmen Broto has published?


Journals with more than one article published# docs
Boletn Econmico10
Economic Modelling2
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 (2021 and 2020)


YearTitle of citing document
2020Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network. (2020). Alonso-Gonz, P J ; Ramos, E ; J. J. N'u~nez-Vel'azquez, . In: Papers. RePEc:arx:papers:2006.16383.

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2021Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility. (2021). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2109.12621.

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2021A Cross-Country Analysis on Capital Flows Cycle: Stylized Facts and Regional Synchronization. (2021). Yang, Yang ; Zhang, Mengting. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:347-364.

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2020The challenges associated with the use of agencies’ credit ratings in the context of the COVID-19 crisis. (2020). Mayordomo, Sergio ; Stupariu, Patricia ; Arrizabalaga, Fabian ; Blanco, Roberto ; Marcelo, Antonio ; de Codes, Elena Rodriguez. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2020:i:autumn:n:2.

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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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2020The Effectiveness of FX Interventions: A Meta-Analysis. (2020). Villamizar-Villegas, mauricio ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Borradores de Economia. RePEc:bdr:borrec:1132.

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2021Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167.

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2020Bilateral capital flows: gravity, push, and pull. (2020). Mercado, Rogelio. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-22.

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2020Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330.

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2020Interest Rate Policy and Exchange Rates Volatility Lessons from Indonesia. (2020). Kuncoro, Haryo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:19-42.

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2020The Effectiveness of FX Interventions: A Meta-Analysis. (2020). Villamizar-Villegas, mauricio ; Rodriguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1895.

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2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

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2020Forex interventions and exchange rate exposure: Evidence from emerging market firms. (2020). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:69-81.

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2021Symbolic transfer entropy test for causality in longitudinal data. (2021). Camacho, Maximo ; Ruiz-Marin, Manuel ; Romeu, Andres. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:649-661.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021Simple estimators and inference for higher-order stochastic volatility models. (2021). Dufour, Jean-Marie ; Ahsan, Md Nazmul. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:181-197.

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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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2020Rating standards around the world: A puzzle?. (2020). El Ghoul, Sadok ; Driss, Hamdi ; Attig, Najah. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119305618.

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2020Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction. (2020). Galeano, Pedro ; Ausin, Concepcion M ; Virbickait, Audron. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303017.

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2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

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2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Wu, Eliza ; Politsidis, Panagiotis ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000500.

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2021On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

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2020How important are global factors for understanding the dynamics of international capital flows?. (2020). Huber, Florian ; Schuberth, Helene ; Eller, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301777.

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2021Inflation and Exchange Rate Targeting Challenges Under Fiscal Dominance. (2021). Jinjarak, Yothin ; Aizenman, Joshua ; Ahmed, Rashad. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302044.

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2020Bayesian sequential stock return prediction through copulas. (2020). Frey, Christoph ; Virbickait, Audron ; Macedo, Demian N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300207.

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2020Financial vulnerability, fiscal procyclicality and inflation targeting in developing commodity exporting economies. (2020). Naderian, Mohammad Amin ; Jalali-Naini, Ahmad Reza. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:84-97.

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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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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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2020Intervention Under Inflation Targeting--When Could It Make Sense?. (2020). Deb, Pragyan ; Chamon, Marcos ; Yamamoto, Itaru ; Rawat, Umang ; Harjes, Thomas ; Hofman, David J. In: IMF Working Papers. RePEc:imf:imfwpa:2020/009.

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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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2020Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x.

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2020A Testing Procedure for Constant Parameters in Stochastic Volatility Models. (2020). Hoyo, Juan ; Rivero, Carlos ; Llorente, Guillermo. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09892-0.

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2020Sovereign bond spreads and CDS premia in the Eurozone: A causality analysis || Diferenciales de bonos soberanos y primas de CDS en la zona euro: un análisis de causalidad. (2020). Garcia, Margarita Martin ; Valle, Cecilia Tellez ; Martin, Jose Luis ; Ramon-Jeronimo, Maria A. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:30:y:2020:i:1:p:58-78.

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2020Loan syndication under Basel II: How firm credit ratings affect the cost of credit?. (2020). Politsidis, Panagiotis ; Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar. In: MPRA Paper. RePEc:pra:mprapa:102796.

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2020Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102846.

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2020Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?. (2020). Politsidis, Panagiotis ; Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar. In: MPRA Paper. RePEc:pra:mprapa:102941.

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2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Politsidis, Panagiotis ; Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar. In: MPRA Paper. RePEc:pra:mprapa:107083.

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2021The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?. (2021). Hellara, Slaheddine ; Amamou, Souhir Amri. In: MPRA Paper. RePEc:pra:mprapa:109038.

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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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2020Intervention Strategies in Foreign Exchange Market. (2020). Vesna, Martin. In: Economic Themes. RePEc:vrs:ecothe:v:58:y:2020:i:3:p:381-399:n:6.

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2021The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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2021Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2021). Schlepper, Kathi ; Islami, Mevlud ; Boneva, Lena. In: Discussion Papers. RePEc:zbw:bubdps:082021.

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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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article0
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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article2
2015Global funding trends on the capital markets in 2014 In: Economic Bulletin.
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article0
2021How do central banks identify risks? A survey of indicators In: Occasional Papers.
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paper0
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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article
2008Measuring and explaining the volatility of capital flows towards emerging countries In: Working Papers.
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paper12
2008Inflation targeting in Latin America: Empirical analysis using GARCH models In: Working Papers.
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paper15
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
article
2011Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries In: Working Papers.
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paper41
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: 41
paper
2012Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries.(2012) In: Journal of International Money and Finance.
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article
2012The effectiveness of forex interventions in four Latin American countries In: Working Papers.
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paper22
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: 22
article
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
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paper43
2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 43
article
2014Sovereign ratings and their asymmetric response to fundamentals In: Working Papers.
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paper18
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: 18
article
2016Measuring market liquidity in us fixed income markets: a new synthetic indicator In: Working Papers.
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paper4
2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries In: Working Papers.
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paper0
2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries.(2020) In: Economic Modelling.
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This paper has another version. Agregated cites: 0
article
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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article92
2002Estimation methods for stochastic volatility models: a survey.(2002) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
2008The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries In: Money Affairs.
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article3
2003Unobserved component models with asymmetric conditional variances. In: DES - Working Papers. Statistics and Econometrics. WS.
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paper9
2006Unobserved component models with asymmetric conditional variances.(2006) In: Computational Statistics & Data Analysis.
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article
2006Using auxiliary residuals to detect conditional heteroscedasticity in inflation In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
2011Measuring and explaining the volatility of capital flows to emerging countries In: Journal of Banking & Finance.
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article40

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