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 1 2 3 685
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 0 1 243
A Principal Components Approach to Cross-Section Dependence in Panels 1 1 4 736 3 6 18 1,760
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 1 2 214
An MTAR Test for Stock Market Bubbles 0 0 0 0 1 1 7 408
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 1 2 307
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 0 9 333
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 3 97 0 2 15 153
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 1 7 491
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 0 6 561
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 1 319
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 0 0 7 404
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 0 0 2 186
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 4 60 1 5 20 109
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 0 0 2 246
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 1 4 189 2 7 19 501
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 1 1 1 126
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 1 4 538
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 400 1 1 10 1,011
The skewness of commodity futures returns 0 1 1 19 1 3 12 44
Unobserved Heterogeneity in Panel Time Series Models 0 0 2 1,094 2 3 13 4,379
Total Working Papers 1 3 18 2,808 13 35 161 13,018


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A behavioral analysis of investor diversification 0 0 1 10 1 1 3 40
A comprehensive appraisal of style-integration methods 0 0 0 0 0 0 4 14
A guided tour of TSMod 4.03 0 0 1 57 0 0 6 246
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 2 387
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 1 1 270
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 1 7 173
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 1 2 1 1 6 24
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 2 0 2 9 34
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 0 1 23 0 1 6 91
Credit Rating Migration Risk and Business Cycles 0 0 3 43 1 5 13 163
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 1 13 0 0 6 65
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 3 7 0 0 10 35
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 7 44 5 12 51 206
Early warning systems for sovereign debt crises: The role of heterogeneity 1 3 9 120 3 6 18 252
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 1 6 767
Exchange rate pass-through into import prices revisited: What drives it? 0 4 8 140 4 10 30 437
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 2 11 20 3 11 46 94
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 1 16 1 3 11 88
How do UK Banks React to Changing Central Bank Rates? 0 0 1 58 1 2 10 160
In good times and in bad: Bank capital ratios and lending rates 1 1 2 10 3 3 15 59
Interest rate transmission in the UK: a comparative analysis across financial firms and products 1 1 2 117 1 1 9 244
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 2 429
Is idiosyncratic volatility priced in commodity futures markets? 0 0 1 15 0 1 4 78
Is the Feldstein–Horioka Puzzle History? 0 1 1 198 0 1 6 502
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 21 0 0 1 86
Momentum profits, nonnormality risks and the business cycle 0 0 0 24 0 1 1 82
New panel unit root tests of PPP 0 0 1 98 0 0 6 267
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 0 3 393
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 2 163
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 0 2 24
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 0 1 6 40
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 1 5 0 1 15 55
On forecasting daily stock volatility: The role of intraday information and market conditions 1 1 2 67 1 1 9 214
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 1 2 51 1 2 3 175
On the predictability of emerging market sovereign credit spreads 0 0 3 4 1 4 24 36
Optimal design of early warning systems for sovereign debt crises 0 0 6 77 1 1 12 190
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 1 17 1 4 11 96
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 0 0 3 22
Preface to the papers on ‘Credit risk modelling’ 1 2 3 4 1 2 7 9
Purchasing power parity and the theory of general relativity: the first tests 0 1 2 182 0 2 8 497
Sieve bootstrap t-tests on long-run average parameters 0 0 0 14 0 0 2 64
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 1 1 4 39
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 0 0 3 63 2 2 20 238
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 1 7 87
The skewness of commodity futures returns 0 1 7 23 2 9 33 123
Uncovered equity “disparity” in emerging markets 0 2 4 5 3 9 14 21
Unobserved heterogeneity in panel time series models 0 1 3 218 0 1 11 452
Valuation ratios and price deviations from fundamentals 0 0 6 157 1 2 15 354
Total Journal Articles 5 21 98 2,462 40 107 500 8,585


Statistics updated 2021-01-03