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 6 11 12
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 1 2 3 702
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 6 8 256
A Principal Components Approach to Cross-Section Dependence in Panels 2 3 5 798 7 13 27 1,932
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 1 3 5 220
An MTAR Test for Stock Market Bubbles 0 0 0 0 1 4 6 421
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 0 7 11 27
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 1 2 2 312
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 1 8 11 349
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 1 2 6 179
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 3 5 6 512
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 5 6 570
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 1 5 5 325
Fear of Hazards in Commodity Futures Markets 0 0 0 1 0 2 5 27
Fear of Hazards in Commodity Futures Markets 0 0 0 3 1 5 10 49
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 1 6 8 434
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 1 5 5 198
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 4 81 4 12 28 220
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 1 9 11 258
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 0 203 2 5 9 540
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 2 4 5 136
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 2 6 7 551
Speculative Pressure 0 0 0 19 0 2 3 59
The Feldstein-Horioka puzzle is not as bad as you think 1 1 1 402 1 6 11 1,033
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 2 10 11 12
The Negative Pricing of the May 2020 WTI Contract 0 0 0 9 1 16 20 36
The Risk Premia of Energy Futures 0 0 1 29 2 5 8 24
The skewness of commodity futures returns 0 0 1 29 0 2 6 77
Unobserved Heterogeneity in Panel Time Series Models 0 1 1 1,100 2 10 21 4,417
Total Working Papers 3 5 13 2,995 40 173 275 13,888

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 4 6 10
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 4 6 9
A behavioral analysis of investor diversification 0 1 3 14 0 6 9 60
A comprehensive appraisal of style-integration methods 0 0 1 6 1 2 7 42
A guided tour of TSMod 4.03 0 0 0 57 0 3 4 256
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 1 2 4 394
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 6 10 282
Bank credit risk events and peers' equity value 0 0 1 3 0 6 9 25
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 2 2 176
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 1 6 9 45
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 0 9 9 69
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 2 2 31 2 9 10 130
Credit Rating Migration Risk and Business Cycles 0 0 0 49 0 3 4 195
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 4 12 23 102
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 1 18 0 5 12 79
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 0 50 0 7 10 279
Early warning systems for sovereign debt crises: The role of heterogeneity 0 0 2 138 0 2 8 302
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 2 6 8 782
Exchange rate pass-through into import prices revisited: What drives it? 0 0 1 157 0 5 13 551
Fear of hazards in commodity futures markets 0 0 0 12 0 6 11 62
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 1 49 7 16 18 188
Hot money in bank credit flows to emerging markets during the banking globalization era 1 1 2 21 1 5 8 115
How do UK Banks React to Changing Central Bank Rates? 0 0 1 61 0 4 7 177
In good times and in bad: Bank capital ratios and lending rates 0 0 3 30 0 4 12 114
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 1 122 0 4 9 265
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 3 4 438
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 0 6 9 96
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 0 2 9 544
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 1 2 3 95
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 0 6 10 100
New panel unit root tests of PPP 0 0 0 101 1 10 15 299
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 2 7 8 403
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 4 7 41
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 2 4 8 174
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 1 6 9 55
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 0 8 11 78
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 0 73 2 6 6 248
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 1 60 1 13 16 213
On the predictability of emerging market sovereign credit spreads 1 1 2 14 2 8 11 83
Optimal design of early warning systems for sovereign debt crises 0 0 1 86 1 3 8 220
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 1 19 1 4 7 152
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 0 4 7 35
Preface to the papers on ‘Credit risk modelling’ 0 0 0 4 1 1 1 14
Purchasing power parity and the theory of general relativity: the first tests 0 0 1 190 2 7 9 543
Risk‐neutral skewness and commodity futures pricing 0 0 2 60 0 3 6 98
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 1 1 2
Sieve bootstrap t-tests on long-run average parameters 0 0 0 15 0 4 7 80
Speculative pressure 0 0 0 4 0 4 8 40
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 2 3 4 56
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 2 2 9 85 3 13 25 298
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 4 7 95
The Negative Pricing of the May 2020 WTI Contract 1 1 1 1 2 12 19 24
The risk premia of energy futures 0 0 0 7 0 2 11 31
The skewness of commodity futures returns 1 3 4 49 10 22 38 223
Uncovered equity “disparity” in emerging markets 0 0 0 6 0 3 5 37
Unobserved heterogeneity in panel time series models 0 0 0 235 3 10 10 504
Valuation ratios and price deviations from fundamentals 0 1 2 169 2 8 11 392
Total Journal Articles 6 12 43 2,836 58 331 538 10,420
2 registered items for which data could not be found
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