Carmen Broto : Citation Profile

Banco de España

9

H index

9

i10 index

458

Citations

RESEARCH PRODUCTION:

30

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 19
   Journals where Carmen Broto has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 9 (1.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr200
   Updated: 2025-12-13    RAS profile: 2025-05-16    
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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 (11)

Omori, Yasuhiro (7)

Sosvilla-Rivero, Simon (6)

Gómez-Puig, Marta (6)

Kim, Suk-Joong (5)

Pereira da Silva, Luiz Awazu (5)

Xu, Dinghai (5)

Ishihara, Tsunehiro (5)

Wu, Eliza (5)

Mayordomo, Sergio (5)

Cites to:

Sentana, Enrique (24)

Shephard, Neil (15)

Ruiz, Esther (13)

Harvey, Andrew (13)

Fiorentini, Gabriele (12)

Rey, Helene (12)

Koopman, Siem Jan (11)

Bollerslev, Tim (11)

Engle, Robert (11)

Martin, Philippe (10)

Yu, Jun (9)

Main data

Where Carmen Broto has published?

Journals with more than one article published# docs
Boletín Económico10
Financial Stability Review4
Economic Bulletin2
Economic Modelling2
Revista de Estabilidad Financiera2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de España12
Occasional Papers / Banco de España4
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3

Recent works citing Carmen Broto (2025 and 2024)

YearTitle of citing document
2025Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13.

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2024Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2024). Corneli, Flavia ; buono, ines ; di Stefano, Enrica. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:17-34.

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2025Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso. (2025). Estef, Catalina ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1041.

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2024A stochastic volatility model for volatility asymmetry and propagation. (2024). Lopes, Maria Helena ; Marin, Juan Miguel ; Romero, Eva. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43887.

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2024Introducing sspaneltvp: a code to estimating state-space time varying parameter models in panels. An application to Okun’s law.. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:2405.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024A new method for measuring financial resilience. (2024). Chen, Yilin ; Sun, Chentong. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003677.

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2024How does technological progress affect provincial financial resilience? Evidence at the provincial level in China. (2024). Liu, Yuting ; Xu, Dandan. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000323.

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2024FX resilience around the world: Fighting volatile cross-border capital flows. (2024). Liu, Estelle Xue ; Chen, Louisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006859.

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2024The effectiveness of FX interventions: A meta-analysis. (2024). Villamizar-Villegas, mauricio ; Rodríguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920300930.

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2024Effectiveness of FX intervention and the flimsiness of exchange rate expectations. (2024). Villamizar-Villegas, mauricio ; Vargas-Herrera, Hernando. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301169.

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2025Banking supervisory architecture and sovereign risk. (2025). Cuadros-Solas, Pedro J ; Surez, Nuria ; Salvador, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001505.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2025Analyzing and forecasting Chinas financial resilience: Measurement techniques and identification of key influencing factors. (2025). Sun, Chentong ; Zhang, XU ; Chen, Yilin. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000014.

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2024New insights into liquidity resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2024The volatility of capital flows in emerging markets: Measures and determinants. (2024). Pagliari, Maria Sole ; Hannan, Swarnali Ahmed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000822.

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2024Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2024). Boneva, Lena ; Islami, Mevlud ; Schlepper, Kathi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001347.

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2024What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows. (2024). Wang, Xichen ; Duan, Xiaomei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001529.

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2025Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks. (2025). Sun, Chentong ; Li, Yanshuang ; Dong, Zibing ; Yi, Shangkun ; Wu, Fenglin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000575.

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2024The determinants of Turkish CDS volatility: An ARDL approach covering COVID period. (2024). Sunal, Onur ; Yaci, Filiz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000930.

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2024Transmission process and determinants of sovereign credit contagions: Global evidence. (2024). Lien, Donald ; Chen, Chun-Da. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:552-567.

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2024Identifying crucial financial markets in the flows of cross-border capital – evidence from Chinas financial risk network. (2024). Lien, Donald ; Hu, Jinqiang ; Yu, Xiaojian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006622.

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2024Regime Tracking in Markets with Markov Switching. (2024). Borisov, Andrey. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:423-:d:1328156.

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2024New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411.

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2025LA TECHNOLOGIE BLOCKCHAIN ET LA RESILIENCE DU MARCHE FINANCIER : ETUDE DIMPACT ET DE RELATION, CAS DE LA BOURSE DE CASABLANCA. (2025). Tounsi, Said ; Ahnach, Ilyas. In: Post-Print. RePEc:hal:journl:hal-05135043.

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2025Volume-driven time-of-day effects in intraday volatility models. (2025). Batista, Igor Ferreira ; Virbickait, Audron ; Nguyen, Hoang ; Lopes, Hedibert Freitas. In: Working Papers. RePEc:hhs:oruesi:2025_014.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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2025Fast Computation of Randomly Walking Volatility with Chained Gamma Distributions. (2025). Zhang, DI ; Zhou, Youzhou. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10777-0.

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2025A study of the effectiveness of central bank intervention in BRICS countries. (2025). Deo, Malabika. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00649-1.

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2025Exchange Rate Misalignment in the Inflation Targeting Regime. The Case of ASEAN-3. (2025). Kuncoro, Haryo. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:1:p:225-243.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb_v1.

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2024Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands. (2024). Rodríguez, Gabriel ; Surco, Luis ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00533.

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2025The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7. (2025). Rodríguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00544.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:123190.

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2024Inflation and Its Uncertainty: Evidence from Indonesia and the Philippines. (2024). Kuncoro, Haryo. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:231-247.

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2024Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200.

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2025Estimation and specification test for diffusion models with stochastic volatility. (2025). Gonzlez-Manteiga, W ; Febrero-Bande, M ; Lpez-Prez, A. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01652-z.

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2024Foreign exchange interventions and monetary policy: evidence from emerging economies. (2024). Thanh, Bui Trung. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:24:y:2024:i:2-3:p:71-89:n:1002.

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2024Central Bank Intervention and Exchange Rate Volatility in the Inflation-Targeting Regime. (2024). Kuncoro, Haryo ; Fafurida, Fafurida ; Geetha, Caroline. In: Economic Research Guardian. RePEc:wei:journl:v:14:y:2024:i:1:p:2-15.

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2025Changes in central bank leadership and inflation dynamics. (2025). Qureshi, Irfan A ; Higgins, Richard C. In: Southern Economic Journal. RePEc:wly:soecon:v:91:y:2025:i:4:p:1440-1473.

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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.
[Full Text][Citation analysis]		article0
2008Turbulencia financiera y perspectivas para las economías emergentes In: Boletín Económico.
[Full Text][Citation analysis]		article0
2008Factores asociados con la volatilidad de los flujos de capital hacia economías emergentes In: Boletín Económico.
[Full Text][Citation analysis]		article0
2009Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo In: Boletín Económico.
[Full Text][Citation analysis]		article0
2009La financiación del déficit exterior de Estados Unidos In: Boletín Económico.
[Full Text][Citation analysis]		article0
2011Metas de inflación, intervenciones y volatilidad del tipo de cambio en economías emergentes In: Boletín Económico.
[Full Text][Citation analysis]		article0
2011Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo In: Boletín Económico.
[Full Text][Citation analysis]		article0
2013Tendencias globales de financiación en los mercados de capitales en 2012 In: Boletín Económico.
[Full Text][Citation analysis]		article0
2015Tendencias globales de financiación en los mercados de capitales en 2014 In: Boletín Económico.
[Full Text][Citation analysis]		article0
2015Calificación crediticia de la deuda soberana y cambios en las condiciones económicas In: Boletín Económico.
[Full Text][Citation analysis]		article0
2011Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin.
[Full Text][Citation analysis]		article5
2015Global funding trends on the capital markets in 2014 In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2021How do central banks identify risks? A survey of indicators In: Occasional Papers.
[Full Text][Citation analysis]		paper1
2023Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2023Risk and vulnerability indicators for the spanish housing market In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2024Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2022Structural risk indicators for the Spanish banking sector In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2022Structural risk indicators for the Spanish banking sector.(2022) In: Revista de Estabilidad Financiera.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Sectoral indicators for applying the Banco de España’s new macroprudential tools In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2022Structural risk indicators for the Spanish banking sector In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2022Sectoral indicators for applying the Banco de España’s new macroprudential tools In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2022Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España In: Revista de Estabilidad Financiera.
[Full Text][Citation analysis]		article0
2007Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries In: Working Papers.
[Full Text][Citation analysis]		paper4
2008Testing for conditional heteroscedasticity in the components of inflation In: Working Papers.
[Full Text][Citation analysis]		paper6
2009Testing for Conditional Heteroscedasticity in the Components of Inflation.(2009) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2008Measuring and explaining the volatility of capital flows towards emerging countries In: Working Papers.
[Full Text][Citation analysis]		paper13
2008Inflation targeting in Latin America: Empirical analysis using GARCH models In: Working Papers.
[Full Text][Citation analysis]		paper23
2011Inflation targeting in Latin America: Empirical analysis using GARCH models.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2011Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries In: Working Papers.
[Full Text][Citation analysis]		paper58
2012Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries.(2012) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		article
2011Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries.(2011) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2012The effectiveness of forex interventions in four Latin American countries In: Working Papers.
[Full Text][Citation analysis]		paper36
2013The effectiveness of forex interventions in four Latin American countries.(2013) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
[Full Text][Citation analysis]		paper75
2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		article
2014Sovereign ratings and their asymmetric response to fundamentals In: Working Papers.
[Full Text][Citation analysis]		paper26
2016Sovereign ratings and their asymmetric response to fundamentals.(2016) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2016Measuring market liquidity in us fixed income markets: a new synthetic indicator In: Working Papers.
[Full Text][Citation analysis]		paper8
2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries In: Working Papers.
[Full Text][Citation analysis]		paper15
2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries.(2020) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2022Do buffer requirements for european systemically important banks make them less systemic? In: Working Papers.
[Full Text][Citation analysis]		paper4
2025Do Buffer Requirements for European Systemically Important Banks Make Them Less Systemic.(2025) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2025Desertification in Spain: Is there any impact on credit to firms? In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter3
2004Estimation methods for stochastic volatility models: a survey In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article107
2002Estimation methods for stochastic volatility models: a survey.(2002) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2008The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries In: Money Affairs.
[Full Text][Citation analysis]		article4
2003Unobserved component models with asymmetric conditional variances. In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper9
2006Unobserved component models with asymmetric conditional variances.(2006) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2006Using auxiliary residuals to detect conditional heteroscedasticity in inflation In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2011Measuring and explaining the volatility of capital flows to emerging countries In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article60

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