Access Statistics for Ana-Maria Fuertes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Perspective on Commodity Style Integration 0 0 0 0 1 1 2 2
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 0 1 699
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 1 1 248
A Principal Components Approach to Cross-Section Dependence in Panels 0 6 18 794 4 13 37 1,911
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 1 1 216
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 0 415
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 0 0 0 16
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 0 0 310
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 1 1 338
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 0 1 2 173
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 0 1 506
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 0 1 564
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 0 320
Fear of Hazards in Commodity Futures Markets 0 0 1 1 0 0 2 22
Fear of Hazards in Commodity Futures Markets 0 0 0 3 1 1 2 40
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 1 1 7 427
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 0 1 4 193
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 4 77 0 1 14 192
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 0 0 1 247
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 2 203 0 0 4 531
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 0 2 2 131
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 0 1 544
Speculative Pressure 0 0 0 19 0 1 4 56
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 0 3 6 1,025
The Negative Pricing of the May 2020 WTI Contract 0 0 1 9 0 1 3 17
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 0 0 0 1
The Risk Premia of Energy Futures 0 0 0 28 0 0 0 16
The skewness of commodity futures returns 0 0 0 28 0 1 1 71
Unobserved Heterogeneity in Panel Time Series Models 0 0 0 1,099 0 2 3 4,398
Total Working Papers 0 6 26 2,983 7 32 101 13,629

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian perspective on commodity style integration 0 0 0 1 0 0 2 4
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 0 0 3
A behavioral analysis of investor diversification 0 1 1 12 0 2 3 52
A comprehensive appraisal of style-integration methods 0 0 1 5 0 1 4 35
A guided tour of TSMod 4.03 0 0 0 57 0 0 2 252
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 2 390
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 0 0 272
Bank credit risk events and peers' equity value 0 0 0 2 0 0 0 16
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 0 1 174
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 0 0 3 36
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 0 1 5 60
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 0 2 29 0 0 4 120
Credit Rating Migration Risk and Business Cycles 0 0 0 49 0 1 1 191
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 1 16 0 3 6 79
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 1 2 18 0 2 8 69
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 1 50 0 1 5 269
Early warning systems for sovereign debt crises: The role of heterogeneity 1 1 2 137 2 2 12 296
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 0 774
Exchange rate pass-through into import prices revisited: What drives it? 0 0 1 156 0 0 7 538
Fear of hazards in commodity futures markets 0 0 0 12 1 1 4 52
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 0 48 0 0 5 170
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 1 19 1 1 6 108
How do UK Banks React to Changing Central Bank Rates? 0 0 0 60 0 0 1 170
In good times and in bad: Bank capital ratios and lending rates 0 3 6 30 0 3 10 105
Interest rate transmission in the UK: a comparative analysis across financial firms and products 1 1 1 122 1 1 2 257
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 0 434
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 0 0 0 87
Is the Feldstein–Horioka Puzzle History? 0 1 1 205 0 4 6 536
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 0 0 1 92
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 1 1 1 91
New panel unit root tests of PPP 0 0 1 101 1 1 3 285
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 0 0 395
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 1 166
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 0 3 34
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 0 0 0 46
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 0 1 5 68
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 2 73 0 0 6 242
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 0 59 1 1 4 198
On the predictability of emerging market sovereign credit spreads 0 0 0 12 0 0 4 72
Optimal design of early warning systems for sovereign debt crises 1 1 2 86 2 2 6 214
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 0 18 0 2 4 146
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 0 0 0 28
Preface to the papers on ‘Credit risk modelling’ 0 0 0 4 0 1 2 13
Purchasing power parity and the theory of general relativity: the first tests 1 1 1 190 1 1 5 535
Risk‐neutral skewness and commodity futures pricing 0 0 2 58 0 1 8 92
Short‐run Real Exchange Rate Dynamics 0 0 1 1 0 0 1 1
Sieve bootstrap t-tests on long-run average parameters 0 0 0 15 0 0 5 73
Speculative pressure 0 0 0 4 0 0 2 32
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 0 0 2 52
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 0 0 3 76 0 1 6 274
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 1 88
The Negative Pricing of the May 2020 WTI Contract 0 0 0 0 0 1 6 6
The risk premia of energy futures 0 0 1 7 0 0 5 20
The skewness of commodity futures returns 0 1 1 45 2 5 6 189
Uncovered equity “disparity” in emerging markets 0 0 0 6 0 4 5 34
Unobserved heterogeneity in panel time series models 0 0 1 235 0 0 4 494
Valuation ratios and price deviations from fundamentals 0 0 2 167 0 0 3 381
Total Journal Articles 4 11 37 2,802 13 45 198 9,910
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12