9
H index
8
i10 index
406
Citations
Banco de España | 9 H index 8 i10 index 406 Citations RESEARCH PRODUCTION: 29 Articles 17 Papers 1 Chapters RESEARCH ACTIVITY: 21 years (2002 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbr200 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Carmen Broto. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Boletín Económico | 10 |
Financial Stability Review | 4 |
Economic Bulletin | 2 |
Revista de Estabilidad Financiera | 2 |
Economic Modelling | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Banco de España | 11 |
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadÃstica | 3 |
Occasional Papers / Banco de España | 2 |
Year | Title of citing document |
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2023 | Sequential Estimation of Multivariate Factor Stochastic Volatility Models. (2023). Calzolari, Giorgio ; Mucher, Christian ; Halbleib, Roxana. In: Papers. RePEc:arx:papers:2302.07052. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper |
2023 | Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061. Full description at Econpapers || Download paper |
2023 | Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309. Full description at Econpapers || Download paper |
2023 | Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63. Full description at Econpapers || Download paper |
2023 | Capital?flow volatility in emerging markets: A panel GARCH approach. (2023). Erden, Lutfi ; Kaya, Ahmet Ihsan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:172-188. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651. Full description at Econpapers || Download paper |
2023 | Effectiveness of Foreign Exchange Interventions: Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:983. Full description at Econpapers || Download paper |
2023 | Exchange rate pass-through and inflation targeting regime under energy price shocks. (2023). Boubaker, Sabri ; Abbas, Syed Kumail ; Naqvi, Bushra ; Mirza, Nawazish. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002591. Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers || Download paper |
2023 | Exchange rate volatility and the effectiveness of FX interventions: The case of Chile. (2023). Pia, Marco ; Jara, Alejandro. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000030. Full description at Econpapers || Download paper |
2023 | Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074. Full description at Econpapers || Download paper |
2023 | Cross border flows, financial intermediation and interactions of policy rules in a small open economy. (2023). Verma, Akhilesh ; Goyal, Ashima. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:369-393. Full description at Econpapers || Download paper |
2023 | The Launch of a Night Trading Session and Currency Futures Market Liquidity: Evidence from the Thailand Futures Exchange. (2023). Jongadsayakul, Woradee. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:442-:d:1257808. Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
2023 | The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons. (2023). Bonga-Bonga, Lumengo ; Tshikalange, Mulanga. In: MPRA Paper. RePEc:pra:mprapa:118401. Full description at Econpapers || Download paper |
2023 | Asymmetric relationship between exchange rate and inflation in Tunisia: fresh evidence from multiple-threshold NARDL model and Granger quantile causality. (2023). Chtourou, Nouri ; Chroufa, Mohamed Ali. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00499-0. Full description at Econpapers || Download paper |
2023 | Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324. Full description at Econpapers || Download paper |
2023 | Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22. Full description at Econpapers || Download paper |
2023 | Effectiveness of Foreign Exchange Interventions Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers. RePEc:udc:wpaper:wp546. Full description at Econpapers || Download paper |
2023 | News sentiment and foreign portfolio investment in Brazil. (2023). Meurer, Roberto ; de Freitas, Leilane. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3332-3348. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Deuda en moneda local y reducción de la vulnerabilidad financiera en las economÃas emergentes In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2008 | Turbulencia financiera y perspectivas para las economÃas emergentes In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2008 | Factores asociados con la volatilidad de los flujos de capital hacia economÃas emergentes In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2009 | Expectativas de mercado y opciones: una aplicación para analizar la evolución del precio del petróleo In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2009 | La financiación del déficit exterior de Estados Unidos In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2011 | Metas de inflación, intervenciones y volatilidad del tipo de cambio en economÃas emergentes In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2011 | Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2013 | Tendencias globales de financiación en los mercados de capitales en 2012 In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2015 | Tendencias globales de financiación en los mercados de capitales en 2014 In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2015 | Calificación crediticia de la deuda soberana y cambios en las condiciones económicas In: BoletÃn Económico. [Full Text][Citation analysis] | article | 0 |
2011 | Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin. [Full Text][Citation analysis] | article | 5 |
2015 | Global funding trends on the capital markets in 2014 In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | How do central banks identify risks? A survey of indicators In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Structural risk indicators for the Spanish banking sector In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
2022 | Structural 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 | |
2022 | Sectoral indicators for applying the Banco de España’s new macroprudential tools In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
2022 | Structural risk indicators for the Spanish banking sector In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
2022 | Sectoral indicators for applying the Banco de España’s new macroprudential tools In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
2022 | Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España In: Revista de Estabilidad Financiera. [Full Text][Citation analysis] | article | 0 |
2007 | Local debt expansion... vulnerability reduction? An assessment for six crises-prone countries In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | Testing for conditional heteroscedasticity in the components of inflation In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | Testing 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 | |
2008 | Measuring and explaining the volatility of capital flows towards emerging countries In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2008 | Inflation targeting in Latin America: Empirical analysis using GARCH models In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2011 | Inflation targeting in Latin America: Empirical analysis using GARCH models.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2011 | Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries In: Working Papers. [Full Text][Citation analysis] | paper | 53 |
2012 | Flexible 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: 53 | article | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | ||
2012 | The effectiveness of forex interventions in four Latin American countries In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
2013 | The 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: 32 | article | |
2013 | Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers. [Full Text][Citation analysis] | paper | 68 |
2015 | Disentangling 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: 68 | article | |
2014 | Sovereign ratings and their asymmetric response to fundamentals In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2016 | Sovereign 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: 24 | article | |
2016 | Measuring market liquidity in us fixed income markets: a new synthetic indicator In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Is market liquidity less resilient after the financial crisis? Evidence for us treasuries In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Is 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: 6 | article | |
2022 | Do buffer requirements for european systemically important banks make them less systemic? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 3 |
2004 | Estimation methods for stochastic volatility models: a survey In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 101 |
2002 | Estimation 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: 101 | paper | |
2008 | The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries In: Money Affairs. [Full Text][Citation analysis] | article | 3 |
2003 | Unobserved component models with asymmetric conditional variances. In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 9 |
2006 | Unobserved 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 | |
2006 | Using auxiliary residuals to detect conditional heteroscedasticity in inflation In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
2011 | Measuring and explaining the volatility of capital flows to emerging countries In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 54 |
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