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 1 1 1 1 2 5 15 17
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 0 3 702
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 1 9 257
A Principal Components Approach to Cross-Section Dependence in Panels 0 3 7 801 1 10 28 1,942
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 0 2 13 29
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 3 8 182
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 1 2 7 514
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 1 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 0 1 9 50
Fear of Hazards in Commodity Futures Markets 0 0 0 1 0 1 6 28
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 1 4 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 4 28 224
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 1 2 13 260
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 0 203 0 0 8 540
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 1 4 9 140
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 2 9 553
Speculative Pressure 0 0 0 19 1 8 11 67
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 402 1 2 10 1,035
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 1 2 13 14
The Negative Pricing of the May 2020 WTI Contract 0 0 0 9 3 18 37 54
The Risk Premia of Energy Futures 0 0 1 29 0 5 13 29
The skewness of commodity futures returns 0 0 1 29 1 3 9 80
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 1 7 26 4,424
Total Working Papers 1 4 16 2,999 18 97 343 13,985

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 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 7 42
A guided tour of TSMod 4.03 0 0 0 57 1 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 1 2 12 284
Bank credit risk events and peers' equity value 0 1 1 4 1 5 13 30
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 2 4 178
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 0 4 12 49
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 0 6 15 75
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 1 3 32 2 4 14 134
Credit Rating Migration Risk and Business Cycles 0 0 0 49 1 4 8 199
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 1 8 29 110
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 1 1 51 3 10 20 289
Early warning systems for sovereign debt crises: The role of heterogeneity 0 1 1 139 0 4 9 306
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 0 6 19 557
Fear of hazards in commodity futures markets 0 0 0 12 0 3 13 65
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 1 1 2 50 1 7 25 195
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 2 21 2 6 13 121
How do UK Banks React to Changing Central Bank Rates? 0 0 1 61 2 9 16 186
In good times and in bad: Bank capital ratios and lending rates 0 0 0 30 1 8 17 122
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 0 122 2 4 11 269
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 0 2 11 98
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 2 4 12 548
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 1 3 6 98
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 0 6 15 106
New panel unit root tests of PPP 0 0 0 101 1 3 17 302
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 3 11 406
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 2 9 43
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 2 10 176
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 4 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 1 2 61 0 4 19 217
On the predictability of emerging market sovereign credit spreads 0 0 2 14 1 3 14 86
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 3 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 4 12 547
Risk‐neutral skewness and commodity futures pricing 0 0 2 60 1 11 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 2 4 11 84
Speculative pressure 0 0 0 4 0 1 9 41
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 0 0 4 56
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 0 2 9 87 2 7 29 305
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 7 95
The Negative Pricing of the May 2020 WTI Contract 0 0 1 1 3 16 34 40
The risk premia of energy futures 1 1 1 8 1 3 13 34
The skewness of commodity futures returns 0 1 5 50 4 18 51 241
Uncovered equity “disparity” in emerging markets 0 0 0 6 0 2 5 39
Unobserved heterogeneity in panel time series models 0 0 0 235 3 12 22 516
Valuation ratios and price deviations from fundamentals 0 0 2 169 0 1 12 393
Total Journal Articles 2 10 40 2,846 42 236 734 10,656
2 registered items for which data could not be found
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