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 NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 2 5 691
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 0 0 246
A Principal Components Approach to Cross-Section Dependence in Panels 0 0 8 747 2 4 29 1,800
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 1 215
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 3 413
Bank Credit Risk Events and Peers’ Equity Value 0 0 2 3 0 0 13 14
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 0 2 310
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 0 2 335
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 1 98 0 1 11 164
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 1 5 497
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 0 2 563
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 0 319
Fear of Hazards in Commodity Futures Markets 0 0 0 3 0 0 10 29
Fear of Hazards in Commodity Futures Markets 0 0 0 0 0 0 3 14
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 1 2 6 412
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 0 0 0 188
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 2 66 0 5 25 149
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 0 0 0 246
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 1 8 200 0 1 12 522
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 0 0 0 127
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 0 2 541
Speculative Pressure 0 0 5 17 2 2 28 44
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 401 0 0 5 1,018
The skewness of commodity futures returns 0 2 2 23 2 4 8 54
Unobserved Heterogeneity in Panel Time Series Models 0 1 2 1,096 1 2 9 4,390
Total Working Papers 0 4 31 2,867 8 24 181 13,301


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 0 2 3
A behavioral analysis of investor diversification 0 0 0 11 1 1 4 47
A comprehensive appraisal of style-integration methods 1 1 1 1 1 2 6 24
A guided tour of TSMod 4.03 0 0 0 57 0 0 0 248
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 1 388
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 1 2 272
Bank credit risk events and peers' equity value 0 0 0 0 0 1 8 8
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 0 0 173
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 1 3 5 0 1 5 30
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 2 0 1 5 41
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 1 1 1 25 3 4 11 105
Credit Rating Migration Risk and Business Cycles 0 1 4 47 0 1 11 181
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 1 2 15 1 3 4 70
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 3 11 0 2 8 47
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 1 47 0 2 22 242
Early warning systems for sovereign debt crises: The role of heterogeneity 0 3 7 129 0 5 20 276
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 3 770
Exchange rate pass-through into import prices revisited: What drives it? 0 0 3 145 0 6 29 475
Fear of hazards in commodity futures markets 1 1 6 8 2 2 20 33
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 12 41 1 1 30 148
Hot money in bank credit flows to emerging markets during the banking globalization era 0 1 1 17 0 1 7 98
How do UK Banks React to Changing Central Bank Rates? 0 0 0 58 0 0 2 163
In good times and in bad: Bank capital ratios and lending rates 0 0 0 14 0 0 9 73
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 1 119 0 0 3 250
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 2 431
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 0 0 7 87
Is the Feldstein–Horioka Puzzle History? 0 0 0 199 1 1 11 516
Large market shocks and abnormal closed-end-fund price behaviour 0 0 1 22 0 0 4 91
Momentum profits, nonnormality risks and the business cycle 0 0 2 26 0 0 6 88
New panel unit root tests of PPP 1 1 2 100 1 1 11 281
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 2 165
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 0 3 30
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 0 0 6 46
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 0 1 3 62
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 3 70 0 0 8 229
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 1 3 56 0 1 6 185
On the predictability of emerging market sovereign credit spreads 0 0 2 10 0 0 9 56
Optimal design of early warning systems for sovereign debt crises 0 1 2 81 0 1 7 201
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 0 17 2 4 25 128
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 0 0 1 25
Preface to the papers on ‘Credit risk modelling’ 0 0 0 4 0 0 2 11
Purchasing power parity and the theory of general relativity: the first tests 1 1 3 186 2 3 13 513
Short‐run Real Exchange Rate Dynamics 0 0 0 0 0 0 0 0
Sieve bootstrap t-tests on long-run average parameters 0 0 1 15 0 0 1 65
Speculative pressure 0 1 2 4 0 1 18 23
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 0 0 5 47
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 1 1 5 72 2 2 11 256
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 0 87
The skewness of commodity futures returns 1 1 5 33 1 1 19 149
Uncovered equity “disparity” in emerging markets 0 0 0 5 0 1 3 26
Unobserved heterogeneity in panel time series models 0 2 9 228 0 2 16 472
Valuation ratios and price deviations from fundamentals 0 0 4 163 1 1 9 370
Total Journal Articles 7 19 89 2,600 19 54 420 9,200


Statistics updated 2022-05-04