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 1 1 2 2 14 19
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 5 6 10 709
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 3 6 15 264
A Principal Components Approach to Cross-Section Dependence in Panels 0 1 8 803 2 6 32 1,951
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 1 3 8 225
An MTAR Test for Stock Market Bubbles 0 0 0 0 3 3 10 425
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 2 2 14 32
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 1 1 4 314
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 4 6 16 357
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 0 1 9 184
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 2 9 516
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 2 3 12 577
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 5 325
Fear of Hazards in Commodity Futures Markets 0 0 0 1 3 3 9 33
Fear of Hazards in Commodity Futures Markets 0 0 0 3 2 2 12 54
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 2 3 14 442
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 1 1 8 201
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 3 3 84 0 4 22 229
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 1 1 12 261
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 0 203 0 0 7 542
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 2 3 11 143
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 1 3 12 556
Speculative Pressure 0 0 0 19 1 3 19 75
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 402 0 0 10 1,036
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 3 4 18 19
The Negative Pricing of the May 2020 WTI Contract 1 1 1 10 6 6 42 61
The Risk Premia of Energy Futures 0 0 0 29 2 3 14 32
The skewness of commodity futures returns 0 0 0 29 3 5 13 86
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 6 6 27 4,430
Total Working Papers 1 5 15 3,005 58 88 408 14,098

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 1 8 13
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 3 3 11 15
A behavioral analysis of investor diversification 0 1 3 15 1 2 12 64
A comprehensive appraisal of style-integration methods 0 0 0 6 5 9 12 51
A guided tour of TSMod 4.03 0 0 0 57 0 1 7 259
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 3 4 7 399
Asymmetric dynamics in UK real interest rates 0 0 0 84 2 5 16 290
Bank credit risk events and peers' equity value 0 0 1 4 2 3 14 33
Border costs and real exchange rate dynamics in Europe 0 0 0 27 2 2 8 182
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 2 4 16 54
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 1 1 16 76
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 0 3 32 5 7 23 143
Credit Rating Migration Risk and Business Cycles 0 0 0 49 4 4 12 204
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 0 1 26 114
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 1 1 19 1 2 15 87
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 1 51 1 4 26 296
Early warning systems for sovereign debt crises: The role of heterogeneity 0 1 2 140 1 2 11 310
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 1 1 10 786
Exchange rate pass-through into import prices revisited: What drives it? 0 0 0 157 3 3 19 562
Fear of hazards in commodity futures markets 0 0 0 12 1 2 15 68
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 1 50 0 2 25 197
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 2 21 2 2 14 123
How do UK Banks React to Changing Central Bank Rates? 0 0 0 61 1 1 15 188
In good times and in bad: Bank capital ratios and lending rates 0 0 0 30 1 3 17 127
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 0 122 3 4 13 274
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 1 1 4 439
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 5 8 19 108
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 1 2 11 552
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 0 0 5 98
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 0 1 14 107
New panel unit root tests of PPP 0 0 0 101 2 2 16 304
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 3 4 15 410
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 8 176
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 1 1 7 44
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 4 4 13 61
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 3 3 15 85
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 0 73 3 3 10 252
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 1 61 0 0 18 218
On the predictability of emerging market sovereign credit spreads 0 1 2 15 2 5 20 95
Optimal design of early warning systems for sovereign debt crises 0 1 1 87 2 4 10 226
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 1 19 2 2 12 158
Overnight News and Daily Equity Trading Risk Limits 0 1 1 5 2 3 11 41
Preface to the papers on ‘Credit risk modelling’ 0 0 0 4 5 5 7 20
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 190 0 1 13 549
Risk‐neutral skewness and commodity futures pricing 0 0 1 60 4 6 23 116
Short‐run Real Exchange Rate Dynamics 0 0 0 1 1 1 3 4
Sieve bootstrap t-tests on long-run average parameters 0 0 1 16 0 0 10 86
Speculative pressure 0 0 0 4 3 8 22 56
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 3 4 10 63
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 1 2 9 91 8 26 58 342
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 1 20 2 2 7 98
The Negative Pricing of the May 2020 WTI Contract 0 0 1 1 2 3 34 43
The risk premia of energy futures 0 1 2 9 2 5 18 43
The skewness of commodity futures returns 0 1 6 51 9 22 77 276
Uncovered equity “disparity” in emerging markets 0 0 0 6 3 4 9 43
Unobserved heterogeneity in panel time series models 0 0 0 235 2 7 35 529
Valuation ratios and price deviations from fundamentals 0 0 2 169 0 0 11 393
Total Journal Articles 1 10 43 2,860 121 210 913 10,950
2 registered items for which data could not be found
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