Carmen Broto - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2013 | 2012 | 2011 | 2008 | 2007

Title Other author(s)

Measuring market liquidity in US fixed income markets: a new synthetic indicator

Bank of Spain Working Papers [View] (Paper: 1608, 20.04.2016)

JEL: C43, G10, G15

Sovereign ratings and their asymmetric response to fundamentals

Bank of Spain Working Papers [View] (Paper: 1428, 10.12.2014)

JEL: C33, G24

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Bank of Spain Working Papers [View] (Paper: 1314, 15.10.2013)

The effectiveness of forex interventions in four Latin American countries

Bank of Spain Working Papers [View] (Paper: 1226, 04.07.2012)

JEL: C34, F31, G15

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

Bank of Spain Working Papers [View] (Paper: 1105, 04.08.2011)

Inflation targeting in Latin America: Empirical analysis using GARCH models (712 KB)

Bank of Spain Working Papers [View] (Paper: 0826, 05.12.2008)

JEL: C22, C51, E52

Measuring and explaining the volatility of capital flows towards emerging countries (621 KB)

Bank of Spain Working Papers [View] (Paper: 0817, 01.09.2008)

JEL: C22, C23, F21, F36

Testing for conditional heteroscedasticity in the components of inflation (1.128 KB

Bank of Spain Working Papers [View] (Paper: 0812, 19.06.2008)

JEL: C22, C52, E31

Local debt expansion... vulnerability reduction: an assessment for six crisis-prone countries

Bank of Spain Working Papers [View] (Paper: 0733, 29.10.2007)

JEL: E6, F3, H6

Papers by year: All | 2016 | 2014 | 2013 | 2012 | 2011 | 2008 | 2007