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 0 2 4 4
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 0 1 699
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 1 2 249
A Principal Components Approach to Cross-Section Dependence in Panels 1 1 14 795 1 2 31 1,916
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 1 216
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 0 415
Bank Credit Risk Events and Peers’ Equity Value 0 0 0 3 1 2 2 18
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 0 0 310
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 1 1 3 340
ECB Policy and Eurozone Fragility: Was De Grauwe Right? 0 0 0 100 0 1 4 175
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 0 0 1 507
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 1 2 565
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 0 320
Fear of Hazards in Commodity Futures Markets 0 0 0 3 0 0 2 41
Fear of Hazards in Commodity Futures Markets 0 0 1 1 0 0 2 22
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 0 0 4 428
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 0 0 4 193
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices 0 0 4 77 2 4 20 200
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 0 0 60 0 1 2 248
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 0 0 0 203 2 3 6 535
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 1 1 3 132
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 0 0 544
Speculative Pressure 0 0 0 19 0 0 4 56
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 0 0 5 1,025
The Negative Pricing of the May 2020 WTI Contract 0 0 1 9 0 0 2 17
The Negative Pricing of the May 2020 WTI Contract 0 0 0 5 0 0 0 1
The Risk Premia of Energy Futures 0 0 0 28 1 1 1 17
The skewness of commodity futures returns 0 0 0 28 0 0 1 71
Unobserved Heterogeneity in Panel Time Series Models 0 0 0 1,099 1 2 5 4,400
Total Working Papers 1 1 20 2,984 11 22 112 13,664

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 2 4
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 0 1 4
A behavioral analysis of investor diversification 0 0 1 12 0 0 2 52
A comprehensive appraisal of style-integration methods 0 1 1 6 0 4 6 39
A guided tour of TSMod 4.03 0 0 0 57 0 0 1 252
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 2 390
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 1 1 273
Bank credit risk events and peers' equity value 0 0 1 3 0 0 1 17
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 0 1 174
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? 0 0 0 6 1 1 5 38
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing 0 0 0 6 0 0 3 60
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility 0 0 0 29 0 0 2 120
Credit Rating Migration Risk and Business Cycles 0 0 0 49 0 0 1 191
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? 0 0 0 16 1 5 11 86
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching 0 0 2 18 0 0 8 70
ECB policy and Eurozone fragility: Was De Grauwe right? 0 0 1 50 0 1 5 270
Early warning systems for sovereign debt crises: The role of heterogeneity 0 0 3 138 0 1 9 298
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 1 2 2 776
Exchange rate pass-through into import prices revisited: What drives it? 0 0 0 156 1 1 4 539
Fear of hazards in commodity futures markets 0 0 0 12 1 1 2 53
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices 0 1 1 49 1 2 5 172
Hot money in bank credit flows to emerging markets during the banking globalization era 0 0 0 19 0 0 4 108
How do UK Banks React to Changing Central Bank Rates? 0 0 0 60 0 0 1 170
In good times and in bad: Bank capital ratios and lending rates 0 0 6 30 0 2 10 107
Interest rate transmission in the UK: a comparative analysis across financial firms and products 0 0 1 122 1 2 5 260
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 1 1 1 435
Is idiosyncratic volatility priced in commodity futures markets? 0 0 0 15 0 1 1 88
Is the Feldstein–Horioka Puzzle History? 0 0 1 205 1 3 9 539
Large market shocks and abnormal closed-end-fund price behaviour 0 0 0 22 1 1 2 93
Momentum profits, nonnormality risks and the business cycle 0 0 0 26 0 1 2 92
New panel unit root tests of PPP 0 0 0 101 1 2 3 287
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 0 0 395
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 1 166
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 1 1 4 35
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? 0 0 0 1 0 0 0 46
On cross-border bank credit and the U.S. financial crisis transmission to equity markets 0 0 0 5 1 1 5 69
On forecasting daily stock volatility: The role of intraday information and market conditions 0 0 0 73 0 0 3 242
On sovereign credit migration: A study of alternative estimators and rating dynamics 1 1 1 60 1 2 4 200
On the predictability of emerging market sovereign credit spreads 0 0 0 12 2 2 5 74
Optimal design of early warning systems for sovereign debt crises 0 0 2 86 1 1 7 215
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction 0 0 0 18 0 0 3 146
Overnight News and Daily Equity Trading Risk Limits 0 0 0 4 0 0 0 28
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 0 1 5 536
Risk‐neutral skewness and commodity futures pricing 0 0 1 58 0 0 4 92
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 0 0 1
Sieve bootstrap t-tests on long-run average parameters 0 0 0 15 0 0 3 73
Speculative pressure 0 0 0 4 0 0 0 32
Strategic and Tactical Roles of Enhanced Commodity Indices 0 0 0 0 1 1 2 53
Tactical allocation in commodity futures markets: Combining momentum and term structure signals 2 3 5 81 3 4 8 280
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 1 88
The Negative Pricing of the May 2020 WTI Contract 0 0 0 0 0 1 5 7
The risk premia of energy futures 0 0 0 7 0 1 5 22
The skewness of commodity futures returns 0 0 1 45 1 2 8 192
Uncovered equity “disparity” in emerging markets 0 0 0 6 0 0 4 34
Unobserved heterogeneity in panel time series models 0 0 1 235 0 0 1 494
Valuation ratios and price deviations from fundamentals 0 0 0 167 1 1 2 382
Total Journal Articles 3 6 30 2,812 23 50 193 9,972
2 registered items for which data could not be found
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