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 3 5 8 9
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 1 2 3 701
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 4 5 7 254
A Principal Components Approach to Cross-Section Dependence in Panels 1 1 8 796 4 6 25 1,923
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 2 217
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 2 2 417
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 3 5 7 23
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 2 5 342
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 0 2 6 177
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 0 1 507
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 4 4 5 569
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 2 2 2 322
Fear of Hazards in Commodity Futures Markets 0 0 0 1 1 4 4 26
Fear of Hazards in Commodity Futures Markets 0 0 0 3 2 5 7 46
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 2 2 4 430
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 1 1 3 194
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 1 4 81 5 8 25 213
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 2 3 5 251
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 0 203 2 2 7 537
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 0 0 3 132
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 1 2 2 546
Speculative Pressure 0 0 0 19 0 1 2 57
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 4 6 11 1,031
The Negative Pricing of the May 2020 WTI Contract 0 0 1 9 10 12 15 30
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 4 5 5 6
The Risk Premia of Energy Futures 0 0 1 29 1 2 4 20
The skewness of commodity futures returns 0 1 1 29 1 5 6 76
Unobserved Heterogeneity in Panel Time Series Models 1 1 1 1,100 2 8 13 4,409
Total Working Papers 2 4 16 2,992 60 101 189 13,775

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 1 3 3 7
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 3 4 5 8
A behavioral analysis of investor diversification 1 2 3 14 3 5 7 57
A comprehensive appraisal of style-integration methods 0 0 1 6 0 1 7 40
A guided tour of TSMod 4.03 0 0 0 57 1 2 2 254
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 2 2 392
Asymmetric dynamics in UK real interest rates 0 0 0 84 2 5 6 278
Bank credit risk events and peers' equity value 0 0 1 3 1 2 4 20
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 1 1 175
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 1 2 4 40
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 4 4 5 64
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 2 2 2 31 4 5 5 125
Credit Rating Migration Risk and Business Cycles 0 0 0 49 1 2 3 193
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 3 7 17 93
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 1 18 1 3 9 75
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 0 50 2 4 7 274
Early warning systems for sovereign debt crises: The role of heterogeneity 0 0 2 138 1 3 8 301
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 1 1 3 777
Exchange rate pass-through into import prices revisited: What drives it? 0 0 1 157 1 6 9 547
Fear of hazards in commodity futures markets 0 0 0 12 1 4 6 57
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 1 49 6 6 8 178
Hot money in bank credit flows to emerging markets during the banking globalization era 0 1 1 20 1 2 4 111
How do UK Banks React to Changing Central Bank Rates? 0 1 1 61 0 3 3 173
In good times and in bad: Bank capital ratios and lending rates 0 0 5 30 0 3 11 110
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 1 122 1 2 6 262
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 1 435
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 3 5 6 93
Is the Feldstein–Horioka Puzzle History? 0 0 1 205 2 4 12 544
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 0 0 1 93
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 1 3 5 95
New panel unit root tests of PPP 0 0 0 101 3 5 8 292
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 1 2 2 397
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 2 6 6 172
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 2 4 6 39
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 0 3 3 49
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 2 3 5 72
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 0 73 1 1 2 243
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 1 60 3 3 7 203
On the predictability of emerging market sovereign credit spreads 0 1 1 13 2 3 5 77
Optimal design of early warning systems for sovereign debt crises 0 0 1 86 1 3 6 218
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 1 1 19 0 2 4 148
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 2 5 5 33
Preface to the papers on ‘Credit risk modelling’ 0 0 0 4 0 0 1 13
Purchasing power parity and the theory of general relativity: the first tests 0 0 1 190 0 0 2 536
Risk‐neutral skewness and commodity futures pricing 0 2 2 60 1 4 6 96
Short‐run Real Exchange Rate Dynamics 0 0 0 1 1 1 1 2
Sieve bootstrap t-tests on long-run average parameters 0 0 0 15 1 4 4 77
Speculative pressure 0 0 0 4 0 4 4 36
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 0 0 1 53
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 0 1 7 83 6 8 18 291
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 3 3 91
The Negative Pricing of the May 2020 WTI Contract 0 0 0 0 5 10 12 17
The risk premia of energy futures 0 0 0 7 0 5 9 29
The skewness of commodity futures returns 2 3 4 48 8 14 25 209
Uncovered equity “disparity” in emerging markets 0 0 0 6 1 1 5 35
Unobserved heterogeneity in panel time series models 0 0 0 235 2 2 2 496
Valuation ratios and price deviations from fundamentals 0 1 1 168 3 5 6 387
Total Journal Articles 5 15 40 2,829 93 195 328 10,182
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Statistics updated 2026-01-09