Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Carmen Broto"'
Publikováno v:
Documentos de Trabajo.
Buffers for systemically important institutions (SIIs) were designed to mitigate the risks posed by these large and complex banks. With a panel data model for a sample of listed European banks, we demonstrate that capital requirements for SIIs effect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c1e3a150c627749ff52fa1857c53c24
https://doi.org/10.53479/24876
https://doi.org/10.53479/24876
Autor:
Matías Lamas, Carmen Broto
Publikováno v:
Economic Modelling
Understanding market liquidity resilience, i.e. the capacity of liquidity to absorb shocks, of United States Treasuries is crucial from a financial stability standpoint. The conventional resilience measure has limitations due to the use of the liquid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::845e338ab13e7721d4567c9faae545da
http://europepmc.org/articles/PMC7455177
http://europepmc.org/articles/PMC7455177
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71b82a5e7aa1d86013c70f75dc139f3e
https://doi.org/10.2139/ssrn.4308856
https://doi.org/10.2139/ssrn.4308856
Autor:
Jorge E. Galán, Carmen Broto
Publikováno v:
ICE, Revista de Economía.
En este artículo se presentan dos ejercicios empíricos complementarios sobre el posible impacto de las políticas macroprudenciales en España. El primero, se basa en la estimación de un modelo vectorial autorregresivo estructural (SVAR) y el segu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::227cbc8d82759094550912f52d0a7c03
https://doi.org/10.32796/ice.2021.918.7158
https://doi.org/10.32796/ice.2021.918.7158
Autor:
Irma Alonso Alvarez, Patricia Stupariu, Maria T. Gonzalez-Perez, Matías Lamas, Clara I. Gonzalez, Carmen Broto, Andrés Alonso, Esther Cáceres García, Maria Rodriguez-Moreno, Mariya Melnychuk, Sandra Giménez García, María Luisa Tejedor, Teresa Caminero, Pablo Burriel, Ernesto Villanueva, Jose Ramon Martinez Resano, Jorge E. Galán, Pedro Javier Martínez-Valero, Luis Gonzalo Fernandez Lafuerza, Mario Alloza, José E. Lozano Alonso, María Gil, Luis Molina, Silvia Merino, Maria Nalda Tomas
Publikováno v:
SSRN Electronic Journal.
For central banks, it is crucial to develop and maintain risk identification frameworks that allow them to detect in good time and address potential threats to financial stability with the most appropriate policy tools. This paper reviews the main in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87d9592e1cdd3caf24775fd3278b16d9
https://doi.org/10.2139/ssrn.3934181
https://doi.org/10.2139/ssrn.3934181
Autor:
Carmen Broto, Matías Lamas
Publikováno v:
The Spanish Review of Financial Economics. 14:15-22
We propose a new synthetic liquidity indicator that summarizes the information of a broad set of market liquidity measures for both sovereign and corporate fixed income markets in the US. Our index is based on seventeen liquidity measures that cover
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c066878edbae2fe5accac33f0cd124d8
https://doi.org/10.1016/j.srfe.2016.01.001
https://doi.org/10.1016/j.srfe.2016.01.001
Publikováno v:
Journal of Banking & Finance. 35:1941-1953
This paper analyzes the determinants of the volatility of the various types of capital inflows into emerging countries. After calculating a proxy of the volatility of FDI, portfolio and bank inflows, we use a panel data model to study their relations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f5e3b252bee2eccc47ec336767aa25f
https://doi.org/10.1016/j.jbankfin.2011.01.004
https://doi.org/10.1016/j.jbankfin.2011.01.004
Autor:
Carmen Broto
Publikováno v:
Economic Modelling. 28:1424-1434
During the last years, a number of countries have adopted formal inflation targeting (IT) monetary policy frameworks in a context of global inflation moderation. This paper studies inflation dynamics in eight Latin American countries, some of which h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aeee2a158fcf9a9a8251be7e283d4f93
https://doi.org/10.1016/j.econmod.2011.02.009
https://doi.org/10.1016/j.econmod.2011.02.009
Autor:
Esther Ruiz, Carmen Broto
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
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The empirical application of Stochastic Volatility (SV) models has been limited due to the difficulties involved in the evaluation of the likelihood function. However, recently there has been fundamental progress in this area due to the proposal of s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b4616fed99a6f3629af1cb9e8e86fbd
https://doi.org/10.1111/j.1467-6419.2004.00232.x
https://doi.org/10.1111/j.1467-6419.2004.00232.x
Autor:
Luis Molina, Carmen Broto
Publikováno v:
SSRN Electronic Journal.
The evolution of sovereign ratings is strongly asymmetric, as downgrades tend to be deeper and faster than upgrades. In other words, once a country loses its initial status it takes a long time to recover it. Using S&P data, we characterize “rating
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d7a3ad381ce9724e0d5a6020d7a1d7f
https://doi.org/10.2139/ssrn.2536296
https://doi.org/10.2139/ssrn.2536296