Carmen Broto : Citation Profile


Are you Carmen Broto?

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.
   Cites by year: 19
   Journals where Carmen Broto has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 9 (2.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr200
   Updated: 2024-01-16    RAS profile: 2023-09-11    
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Relations with other researchers


Works with:

Lamas, Matías (3)

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)

Ishihara, Tsunehiro (5)

Pereira da Silva, Luiz Awazu (5)

Mayordomo, Sergio (5)

HASAN, IFTEKHAR (5)

Xu, Dinghai (5)

Wu, Eliza (5)

Kim, Suk-Joong (5)

Serena Garralda, Jose Maria (4)

Cites to:

Sentana, Enrique (24)

Shephard, Neil (15)

Ruiz, Esther (13)

Harvey, Andrew (13)

Fiorentini, Gabriele (12)

Rey, Helene (12)

Bollerslev, Tim (11)

Koopman, Siem Jan (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
Boletn Econmico10
Financial Stability Review4
Economic Bulletin2
Revista de Estabilidad Financiera2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa11
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
Occasional Papers / Banco de Espaa2

Recent works citing Carmen Broto (2024 and 2023)


YearTitle of citing document
2023Sequential Estimation of Multivariate Factor Stochastic Volatility Models. (2023). Calzolari, Giorgio ; Mucher, Christian ; Halbleib, Roxana. In: Papers. RePEc:arx:papers:2302.07052.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023Spatial 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.

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2023Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309.

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2023Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63.

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2023Capital?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.

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2023.

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2023Partial 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.

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2023Effectiveness 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.

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2023Exchange 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.

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2023Sovereign 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.

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2023Exchange 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.

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2023Is 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.

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2023Cross 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.

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2023The 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.

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2023Sovereign 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.

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2023The 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.

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2023Asymmetric 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.

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2023Intermediation 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.

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2023Linking 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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2023Effectiveness of Foreign Exchange Interventions Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers. RePEc:udc:wpaper:wp546.

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2023News 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.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122.

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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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article5
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
2023Indicadores de riesgos y vulnerabilidades en el mercado de la vivienda en España In: Occasional Papers.
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paper0
2022Structural risk indicators for the Spanish banking sector In: Financial Stability Review.
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article0
2022Structural risk indicators for the Spanish banking sector.(2022) In: Revista de Estabilidad Financiera.
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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.
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article0
2022Structural risk indicators for the Spanish banking sector In: Financial Stability Review.
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article0
2022Sectoral indicators for applying the Banco de España’s new macroprudential tools In: Financial Stability Review.
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article0
2022Indicadores sectoriales para la aplicación de las nuevas herramientas macroprudenciales del Banco de España In: Revista de Estabilidad Financiera.
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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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This paper has nother version. Agregated cites: 6
article
2008Measuring and explaining the volatility of capital flows towards emerging countries In: Working Papers.
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paper13
2008Inflation targeting in Latin America: Empirical analysis using GARCH models In: Working Papers.
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paper18
2011Inflation targeting in Latin America: Empirical analysis using GARCH models.(2011) In: Economic Modelling.
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This paper has nother version. Agregated cites: 18
article
2011Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries In: Working Papers.
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paper53
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 nother version. Agregated cites: 53
article
.() In: .
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This paper has nother version. Agregated cites: 53
paper
2012The effectiveness of forex interventions in four Latin American countries In: Working Papers.
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paper32
2013The effectiveness of forex interventions in four Latin American countries.(2013) In: Emerging Markets Review.
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This paper has nother version. Agregated cites: 32
article
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
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paper68
2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 68
article
2014Sovereign ratings and their asymmetric response to fundamentals In: Working Papers.
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paper24
2016Sovereign ratings and their asymmetric response to fundamentals.(2016) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 24
article
2016Measuring market liquidity in us fixed income markets: a new synthetic indicator In: Working Papers.
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paper6
2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries In: Working Papers.
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paper6
2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries.(2020) In: Economic Modelling.
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This paper has nother version. Agregated cites: 6
article
2022Do buffer requirements for european systemically important banks make them less systemic? In: Working Papers.
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paper0
2008Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries In: BIS Papers chapters.
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chapter3
2004Estimation methods for stochastic volatility models: a survey In: Journal of Economic Surveys.
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article101
2002Estimation methods for stochastic volatility models: a survey.(2002) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 101
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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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.
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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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article54

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