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 0 0 13 17
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 1 5 704
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 2 3 12 261
A Principal Components Approach to Cross-Section Dependence in Panels 0 1 8 803 2 4 32 1,949
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 2 2 7 224
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 7 422
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 0 0 12 30
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 0 3 313
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 1 3 13 353
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 2 2 9 516
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 1 10 575
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 11 52
Fear of Hazards in Commodity Futures Markets 0 0 0 1 0 0 8 30
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 1 2 12 440
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 0 0 7 200
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 2 3 4 84 2 4 24 229
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 0 0 12 260
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 0 1 9 141
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 2 11 555
Speculative Pressure 0 0 0 19 0 4 18 74
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 402 0 1 11 1,036
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 1 1 15 16
The Negative Pricing of the May 2020 WTI Contract 0 0 0 9 0 0 37 55
The Risk Premia of Energy Futures 0 0 0 29 1 1 12 30
The skewness of commodity futures returns 0 0 1 29 0 3 12 83
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 0 0 23 4,424
Total Working Papers 2 4 16 3,004 14 37 366 14,040

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 0 8 12
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 1 8 12
A behavioral analysis of investor diversification 1 1 3 15 1 1 11 63
A comprehensive appraisal of style-integration methods 0 0 0 6 2 4 7 46
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 1 1 6 396
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 4 15 288
Bank credit risk events and peers' equity value 0 0 1 4 0 1 13 31
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 2 6 180
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 2 2 14 52
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 0 0 15 75
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 0 3 32 1 2 18 138
Credit Rating Migration Risk and Business Cycles 0 0 0 49 0 1 9 200
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 0 3 28 114
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 1 1 19 0 1 14 86
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 1 51 1 5 25 295
Early warning systems for sovereign debt crises: The role of heterogeneity 0 1 2 140 0 2 11 309
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 9 785
Exchange rate pass-through into import prices revisited: What drives it? 0 0 0 157 0 0 18 559
Fear of hazards in commodity futures markets 0 0 0 12 0 1 14 67
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 0 1 50 2 2 25 197
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 2 21 0 0 12 121
How do UK Banks React to Changing Central Bank Rates? 0 0 1 61 0 1 17 187
In good times and in bad: Bank capital ratios and lending rates 0 0 0 30 0 4 19 126
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 0 122 1 1 11 271
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 3 438
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 3 4 15 103
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 0 2 11 551
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 15 107
New panel unit root tests of PPP 0 0 0 101 0 0 15 302
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 1 12 407
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 10 176
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 0 8 43
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 0 0 11 57
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 0 0 13 82
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 0 73 0 1 7 249
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 1 61 0 1 18 218
On the predictability of emerging market sovereign credit spreads 0 1 3 15 2 4 19 93
Optimal design of early warning systems for sovereign debt crises 0 1 1 87 1 3 9 224
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 1 19 0 0 10 156
Overnight News and Daily Equity Trading Risk Limits 0 1 1 5 0 1 11 39
Preface to the papers on ‘Credit risk modelling’ 0 0 0 4 0 1 2 15
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 190 1 1 13 549
Risk‐neutral skewness and commodity futures pricing 0 0 2 60 2 3 20 112
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 0 2 3
Sieve bootstrap t-tests on long-run average parameters 0 1 1 16 0 2 13 86
Speculative pressure 0 0 0 4 1 9 21 53
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 1 3 7 60
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 1 2 8 90 10 21 51 334
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 1 20 0 0 8 96
The Negative Pricing of the May 2020 WTI Contract 0 0 1 1 0 1 34 41
The risk premia of energy futures 0 1 2 9 0 7 17 41
The skewness of commodity futures returns 0 1 6 51 6 21 72 267
Uncovered equity “disparity” in emerging markets 0 0 0 6 1 1 6 40
Unobserved heterogeneity in panel time series models 0 0 0 235 1 11 33 527
Valuation ratios and price deviations from fundamentals 0 0 2 169 0 0 11 393
Total Journal Articles 2 11 45 2,859 40 139 842 10,829
2 registered items for which data could not be found
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