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 7 11 12
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 2 2 701
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 6 8 255
A Principal Components Approach to Cross-Section Dependence in Panels 0 1 8 796 2 6 27 1,925
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 2 2 4 219
An MTAR Test for Stock Market Bubbles 0 0 0 0 3 5 5 420
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 4 9 11 27
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 1 1 1 311
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 6 7 11 348
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 1 3 6 178
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 2 2 3 509
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 1 5 6 570
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 2 4 4 324
Fear of Hazards in Commodity Futures Markets 0 0 0 3 2 6 9 48
Fear of Hazards in Commodity Futures Markets 0 0 0 1 1 3 5 27
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 3 5 7 433
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 3 4 5 197
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 4 81 3 9 25 216
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 6 8 10 257
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 0 203 1 3 7 538
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 2 2 5 134
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 3 5 5 549
Speculative Pressure 0 0 0 19 2 3 4 59
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 1 6 10 1,032
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 4 9 9 10
The Negative Pricing of the May 2020 WTI Contract 0 0 0 9 5 16 19 35
The Risk Premia of Energy Futures 0 0 1 29 2 4 6 22
The skewness of commodity futures returns 0 0 1 29 1 4 7 77
Unobserved Heterogeneity in Panel Time Series Models 0 1 1 1,100 6 12 19 4,415
Total Working Papers 0 2 15 2,992 73 158 251 13,848

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 3 5 6 10
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 1 5 6 9
A behavioral analysis of investor diversification 0 2 3 14 3 8 10 60
A comprehensive appraisal of style-integration methods 0 0 1 6 1 2 7 41
A guided tour of TSMod 4.03 0 0 0 57 2 4 4 256
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 1 1 3 393
Asymmetric dynamics in UK real interest rates 0 0 0 84 4 8 10 282
Bank credit risk events and peers' equity value 0 0 1 3 5 6 9 25
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 2 2 176
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 4 6 8 44
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 5 9 10 69
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 2 2 31 3 8 8 128
Credit Rating Migration Risk and Business Cycles 0 0 0 49 2 3 5 195
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 5 10 22 98
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 1 18 4 7 12 79
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 0 50 5 9 11 279
Early warning systems for sovereign debt crises: The role of heterogeneity 0 0 2 138 1 3 8 302
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 3 4 6 780
Exchange rate pass-through into import prices revisited: What drives it? 0 0 1 157 4 8 13 551
Fear of hazards in commodity futures markets 0 0 0 12 5 9 11 62
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 1 49 3 9 11 181
Hot money in bank credit flows to emerging markets during the banking globalization era 0 1 1 20 3 5 7 114
How do UK Banks React to Changing Central Bank Rates? 0 0 1 61 4 4 7 177
In good times and in bad: Bank capital ratios and lending rates 0 0 3 30 4 4 12 114
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 1 122 3 4 9 265
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 3 3 4 438
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 3 7 9 96
Is the Feldstein–Horioka Puzzle History? 0 0 1 205 0 3 12 544
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 1 1 2 94
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 5 7 10 100
New panel unit root tests of PPP 0 0 0 101 6 10 14 298
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 4 6 6 401
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 2 4 7 41
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 4 6 172
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 5 6 8 54
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 6 8 11 78
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 0 73 3 4 4 246
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 1 60 9 12 15 212
On the predictability of emerging market sovereign credit spreads 0 0 1 13 4 6 9 81
Optimal design of early warning systems for sovereign debt crises 0 0 1 86 1 3 7 219
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 1 1 19 3 5 7 151
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 2 5 7 35
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 5 5 7 541
Risk‐neutral skewness and commodity futures pricing 0 1 2 60 2 5 7 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 3 4 7 80
Speculative pressure 0 0 0 4 4 6 8 40
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 1 1 2 54
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 0 1 7 83 4 11 22 295
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 4 4 7 95
The Negative Pricing of the May 2020 WTI Contract 0 0 0 0 5 13 17 22
The risk premia of energy futures 0 0 0 7 2 6 11 31
The skewness of commodity futures returns 0 3 4 48 4 14 29 213
Uncovered equity “disparity” in emerging markets 0 0 0 6 2 3 7 37
Unobserved heterogeneity in panel time series models 0 0 0 235 5 7 7 501
Valuation ratios and price deviations from fundamentals 1 2 2 169 3 8 9 390
Total Journal Articles 1 13 39 2,830 180 325 497 10,362
2 registered items for which data could not be found
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