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 1 1 1 0 4 13 17
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 1 1 4 703
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 2 10 258
A Principal Components Approach to Cross-Section Dependence in Panels 1 2 8 802 3 9 31 1,945
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 2 6 222
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 1 7 422
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 1 3 13 30
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 1 3 313
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 1 11 350
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 1 4 8 183
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 2 7 514
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 4 10 574
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 3 1 2 10 51
Fear of Hazards in Commodity Futures Markets 0 0 0 1 2 3 8 30
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 0 3 10 438
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 0 2 7 200
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 4 81 1 3 28 225
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 0 2 12 260
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 0 203 2 2 10 542
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 0 4 9 140
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 1 9 553
Speculative Pressure 0 0 0 19 3 10 14 70
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 402 0 2 10 1,035
The Negative Pricing of the May 2020 WTI Contract 0 0 0 9 1 13 38 55
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 1 2 14 15
The Risk Premia of Energy Futures 0 0 1 29 0 5 13 29
The skewness of commodity futures returns 0 0 1 29 0 3 9 80
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 0 4 25 4,424
Total Working Papers 1 3 17 3,000 18 95 354 14,003

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 2 8 12
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 2 7 11
A behavioral analysis of investor diversification 0 0 2 14 0 2 10 62
A comprehensive appraisal of style-integration methods 0 0 1 6 0 0 5 42
A guided tour of TSMod 4.03 0 0 0 57 0 2 6 258
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 1 5 395
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 2 12 284
Bank credit risk events and peers' equity value 0 1 1 4 0 5 13 30
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 2 4 178
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 1 5 13 50
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 0 3 15 75
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 1 3 32 2 5 16 136
Credit Rating Migration Risk and Business Cycles 0 0 0 49 0 4 8 199
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 1 6 28 111
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 0 18 0 6 15 85
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 1 51 1 7 20 290
Early warning systems for sovereign debt crises: The role of heterogeneity 0 1 1 139 1 5 9 307
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 3 11 785
Exchange rate pass-through into import prices revisited: What drives it? 0 0 1 157 2 5 21 559
Fear of hazards in commodity futures markets 0 0 0 12 1 3 14 66
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 1 1 50 0 5 24 195
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 2 21 0 3 13 121
How do UK Banks React to Changing Central Bank Rates? 0 0 1 61 0 9 16 186
In good times and in bad: Bank capital ratios and lending rates 0 0 0 30 0 7 16 122
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 0 122 1 4 11 270
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 4 438
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 1 2 12 99
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 1 5 13 549
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 0 3 6 98
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 0 5 15 106
New panel unit root tests of PPP 0 0 0 101 0 3 17 302
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 2 11 406
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 1 10 176
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 2 9 43
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 0 2 11 57
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 0 2 14 82
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 0 73 0 0 6 248
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 2 61 0 1 19 217
On the predictability of emerging market sovereign credit spreads 0 0 2 14 3 6 17 89
Optimal design of early warning systems for sovereign debt crises 0 0 0 86 0 1 7 221
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 1 19 0 4 10 156
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 0 2 10 38
Preface to the papers on ‘Credit risk modelling’ 0 0 0 4 0 0 1 14
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 190 1 5 12 548
Risk‐neutral skewness and commodity futures pricing 0 0 2 60 0 9 17 109
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 1 2 3
Sieve bootstrap t-tests on long-run average parameters 0 0 0 15 0 4 11 84
Speculative pressure 0 0 0 4 3 4 12 44
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 1 1 5 57
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 1 3 10 88 8 14 37 313
Testing for sign and amplitude asymmetries using threshold autoregressions 1 1 1 20 1 1 8 96
The Negative Pricing of the May 2020 WTI Contract 0 0 1 1 0 9 34 40
The risk premia of energy futures 0 1 1 8 0 1 13 34
The skewness of commodity futures returns 0 0 5 50 5 17 55 246
Uncovered equity “disparity” in emerging markets 0 0 0 6 0 0 5 39
Unobserved heterogeneity in panel time series models 0 0 0 235 0 8 22 516
Valuation ratios and price deviations from fundamentals 0 0 2 169 0 1 12 393
Total Journal Articles 2 9 41 2,848 34 214 757 10,690
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