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 0 0 1 1
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 1 2 699
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 1 1 248
A Principal Components Approach to Cross-Section Dependence in Panels 5 7 20 793 7 14 35 1,905
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 0 215
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 1 1 1 338
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 1 2 2 173
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 0 2 506
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 1 5 22
Fear of Hazards in Commodity Futures Markets 0 0 0 3 0 0 2 39
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 0 0 6 426
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 1 3 4 193
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 4 77 1 4 18 192
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 0 1 1 247
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 2 203 0 2 4 531
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 2 2 2 131
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 0 2 544
Speculative Pressure 0 0 0 19 1 1 4 56
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 0 2 3 1,022
The Negative Pricing of the May 2020 WTI Contract 0 1 1 9 0 1 3 16
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 1 16
The skewness of commodity futures returns 0 0 0 28 1 1 2 71
Unobserved Heterogeneity in Panel Time Series Models 0 0 0 1,099 0 1 1 4,396
Total Working Papers 5 8 28 2,982 16 38 103 13,613

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 0 0 11 1 1 2 51
A comprehensive appraisal of style-integration methods 0 0 1 5 1 2 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 1 6 1 2 8 60
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 0 2 29 0 1 5 120
Credit Rating Migration Risk and Business Cycles 0 0 0 49 1 1 1 191
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 1 16 3 3 6 79
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 2 17 0 1 7 67
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 1 50 1 2 8 269
Early warning systems for sovereign debt crises: The role of heterogeneity 0 0 2 136 0 1 11 294
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 2 156 0 1 9 538
Fear of hazards in commodity futures markets 0 0 1 12 0 0 4 51
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 0 48 0 1 5 170
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 1 19 0 0 6 107
How do UK Banks React to Changing Central Bank Rates? 0 0 0 60 0 1 2 170
In good times and in bad: Bank capital ratios and lending rates 0 2 6 27 0 3 10 102
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 1 121 0 0 2 256
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? 1 1 1 205 3 4 5 535
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 0 0 0 90
New panel unit root tests of PPP 0 0 1 101 0 0 2 284
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 1 0 1 3 34
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 1 166
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 2 4 67
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 2 73 0 2 6 242
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 0 59 0 1 3 197
On the predictability of emerging market sovereign credit spreads 0 0 0 12 0 0 5 72
Optimal design of early warning systems for sovereign debt crises 0 0 1 85 0 0 5 212
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 0 18 1 1 3 145
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 1 1 2 13
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 189 0 2 4 534
Risk‐neutral skewness and commodity futures pricing 0 1 2 58 1 4 9 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 6 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 0 5 273
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 5 5
The risk premia of energy futures 0 0 1 7 0 1 7 20
The skewness of commodity futures returns 1 1 1 45 1 1 2 185
Uncovered equity “disparity” in emerging markets 0 0 0 6 2 2 3 32
Unobserved heterogeneity in panel time series models 0 0 2 235 0 0 6 494
Valuation ratios and price deviations from fundamentals 0 0 2 167 0 0 3 381
Total Journal Articles 2 5 38 2,793 17 43 196 9,882
2 registered items for which data could not be found
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Statistics updated 2025-03-03