Concepedia

Carmen Broto

CB

19

Publications

1.2K

Citations

18

H-Index

2004

Active since

Affiliations

Bank of Spain(Current)

Universidad Carlos III de Madrid

Carmen Broto is an author at Bank of Spain specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsGlobal FinanceMacroeconomicsFinancial CrisisEconometricsFinancial EconomicsStatisticsExchange Rate

Publications per year

2004–2020

19

Publications

19

Estimation methods for stochastic volatility models: a survey

Carmen Broto, Esther Ruiz · Journal of Economic Surveys · 2004 · 260 citations

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +15

Measuring and explaining the volatility of capital flows to emerging countries

Carmen Broto, Javier Díaz-Cassou, Aitor Erce · Journal of Banking & Finance · 2011 · 125 citations

Emerging Market, Volatility Modeling, Economics +9

Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries

Juan Carlos Berganza, Carmen Broto · Journal of International Money and Finance · 2011 · 97 citations

Flexible Inflation Targets, Economics, International Finance +8

Disentangling Contagion Among Sovereign CDS Spreads During the European Debt Crisis

Carmen Broto, Gabriel Pérez‐Quirós · SSRN Electronic Journal · 2013 · 80 citations · Full text

Economics, Sovereign Cds Spreads, International Finance +8

Sovereign Ratings and Their Asymmetric Response to Fundamentals

Carmen Broto, Luis Molina · SSRN Electronic Journal · 2014 · 64 citations · Full text

Sovereign Ratings, International Finance, International Relations +6

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