Ana-Maria Fuertes
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Ana-Maria |
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Fuertes |
Identifer
Contact
Affiliations
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City University
/ Bayes Business School
/ Faculty of Finance
Research profile
author of:
- Unobserved Heterogeneity in Panel Time Series Models (RePEc:bbk:bbkefp:0403)
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith - Credit Rating Migration Risk and Business Cycles (RePEc:bla:jbfnac:v:39:y:2012:i:1-2:p:229-263)
by Fei Fei & Ana-Maria Fuertes & Elena Kalotychou - Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices (RePEc:bla:jorssa:v:180:y:2017:i:2:p:587-612)
by Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo - Preface to the papers on ‘Credit risk modelling’ (RePEc:bla:jorssa:v:182:y:2019:i:4:p:1139-1142)
by Jonathan Crook & Tony Bellotti & Christophe Mues & Ana‐Maria Fuertes - Short‐run Real Exchange Rate Dynamics (RePEc:bla:manchs:v:68:y:2000:i:4:p:461-475)
by Jerry Coakley & Ana M. Fuertes - Unknown item RePEc:bla:manchs:v:68:y:2000:i:4:p:461-75 (article)
- Unknown item RePEc:bla:manchs:v:69:y:2001:i:6:p:623-42 (article)
- A Non‐Linear Analysis of Excess Foreign Exchange Returns (RePEc:bla:manchs:v:69:y:2001:i:6:p:623-642)
by Jerry Coakley & Ana‐Maria Fuertes - Is the Feldstein–Horioka Puzzle History? (RePEc:bla:manchs:v:72:y:2004:i:5:p:569-590)
by Jerry Coakley & Ana‐Maria Fuertes & Fabio Spagnolo - Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective (RePEc:bpj:sndecm:v:5:y:2001:i:3:n:2)
by Coakley Jerry & Fuertes Ana-María & Zoega Gylfi - A Principal Components Approach to Cross-Section Dependence in Panels (RePEc:cpd:pd2002:b5-3)
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith - Evaluating The Persistence And Structuralist Theories Of Unemployment (RePEc:cpr:ceprdp:2438)
by Zoega, Gylfi & Coakley, Jerry & Fuertes, Ana-Maria - Unobserved heterogeneity in panel time series models (RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380)
by Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron - Early warning systems for sovereign debt crises: The role of heterogeneity (RePEc:eee:csdana:v:51:y:2006:i:2:p:1420-1441)
by Fuertes, Ana-Maria & Kalotychou, Elena - On sovereign credit migration: A study of alternative estimators and rating dynamics (RePEc:eee:csdana:v:51:y:2007:i:7:p:3448-3469)
by Fuertes, Ana-Maria & Kalotychou, Elena - Sieve bootstrap t-tests on long-run average parameters (RePEc:eee:csdana:v:52:y:2008:i:7:p:3354-3370)
by Fuertes, Ana-Maria - Numerical issues in threshold autoregressive modeling of time series (RePEc:eee:dyncon:v:27:y:2003:i:11-12:p:2219-2242)
by Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa - Numerical issues in threshold autoregressive modeling of time series (RePEc:eee:dyncon:v:27:y:2003:i:11:p:2219-2242)
by Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa - Testing for sign and amplitude asymmetries using threshold autoregressions (RePEc:eee:dyncon:v:30:y:2006:i:4:p:623-654)
by Coakley, Jerry & Fuertes, Ana-Maria - New panel unit root tests of PPP (RePEc:eee:ecolet:v:57:y:1997:i:1:p:17-22)
by Coakley, Jerry & Fuertes, Ana Maria - The risk premia of energy futures (RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467)
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joelle - Is idiosyncratic volatility priced in commodity futures markets? (RePEc:eee:finana:v:46:y:2016:i:c:p:219-226)
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle - In good times and in bad: Bank capital ratios and lending rates (RePEc:eee:finana:v:51:y:2017:i:c:p:102-112)
by Osborne, Matthew & Fuertes, Ana-Maria & Milne, Alistair - Bank credit risk events and peers' equity value (RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000119)
by Fuertes, Ana-Maria & Robles, Maria-Dolores - Optimal design of early warning systems for sovereign debt crises (RePEc:eee:intfor:v:23:y:2007:i:1:p:85-100)
by Fuertes, Ana-Maria & Kalotychou, Elena - On forecasting daily stock volatility: The role of intraday information and market conditions (RePEc:eee:intfor:v:25:y:2009:i:2:p:259-281)
by Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena - Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction (RePEc:eee:intfor:v:29:y:2013:i:1:p:28-42)
by Fuertes, Ana-Maria & Olmo, Jose - Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? (RePEc:eee:intfor:v:32:y:2016:i:3:p:695-715)
by Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Fuertes, Ana-Maria - Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching (RePEc:eee:intfor:v:33:y:2017:i:3:p:662-678)
by Fei, Fei & Fuertes, Ana-Maria & Kalotychou, Elena - A comprehensive appraisal of style-integration methods (RePEc:eee:jbfina:v:105:y:2019:i:c:p:134-150)
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle - Fear of hazards in commodity futures markets (RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680)
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Gonzalez-Fernandez, Marcos & Miffre, Joelle - Valuation ratios and price deviations from fundamentals (RePEc:eee:jbfina:v:30:y:2006:i:8:p:2325-2346)
by Coakley, Jerry & Fuertes, Ana-Maria - Large market shocks and abnormal closed-end-fund price behaviour (RePEc:eee:jbfina:v:30:y:2006:i:9:p:2517-2535)
by Fuertes, Ana-Maria & Thomas, Dylan C. - Tactical allocation in commodity futures markets: Combining momentum and term structure signals (RePEc:eee:jbfina:v:34:y:2010:i:10:p:2530-2548)
by Fuertes, Ana-Maria & Miffre, Joëlle & Rallis, Georgios - The skewness of commodity futures returns (RePEc:eee:jbfina:v:86:y:2018:i:c:p:143-158)
by Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle - Purchasing power parity and the theory of general relativity: the first tests (RePEc:eee:jimfin:v:24:y:2005:i:2:p:293-316)
by Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P. - Exchange rate pass-through into import prices revisited: What drives it? (RePEc:eee:jimfin:v:31:y:2012:i:4:p:818-844)
by Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate - ECB policy and Eurozone fragility: Was De Grauwe right? (RePEc:eee:jimfin:v:54:y:2015:i:c:p:168-185)
by Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena - Hot money in bank credit flows to emerging markets during the banking globalization era (RePEc:eee:jimfin:v:60:y:2016:i:c:p:29-52)
by Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng - On cross-border bank credit and the U.S. financial crisis transmission to equity markets (RePEc:eee:jimfin:v:69:y:2016:i:c:p:108-134)
by Yan, Cheng & Phylaktis, Kate & Fuertes, Ana-Maria - On the predictability of emerging market sovereign credit spreads (RePEc:eee:jimfin:v:88:y:2018:i:c:p:140-157)
by Audzeyeva, Alena & Fuertes, Ana-Maria - Uncovered equity “disparity” in emerging markets (RePEc:eee:jimfin:v:98:y:2019:i:c:5)
by Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng - A Bayesian perspective on commodity style integration (RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181)
by Fuertes, Ana-Maria & Zhao, Nan - Border costs and real exchange rate dynamics in Europe (RePEc:eee:jpolmo:v:23:y:2001:i:6:p:669-676)
by Coakley, Jerry & Fuertes, Ana-Maria - ECB Policy and Eurozone Fragility: Was De Grauwe Right? (RePEc:eps:cepswp:9414)
by Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun - On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? (RePEc:gam:jjrfmx:v:9:y:2016:i:3:p:10-:d:77912)
by Ana-Maria Fuertes & Jose Olmo - The skewness of commodity futures returns (RePEc:hal:journl:hal-01678744)
by Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre - Speculative Pressure (RePEc:hal:journl:hal-02500777)
by John Hua & Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre - Fear of Hazards in Commodity Futures Markets (RePEc:hal:journl:hal-02931680)
by Adrian Fernandez-Perez & Ana-Maria Fuertes & Marcos Gonzalez-Fernandez & Joelle Miffre - The Risk Premia of Energy Futures (RePEc:hal:journl:hal-03312959)
by Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre - The Negative Pricing of the May 2020 WTI Contract (RePEc:hal:journl:hal-03933797)
by Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre - Interest rate transmission in the UK: a comparative analysis across financial firms and products (RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:45-63)
by Ana-Maria Fuertes & Shelagh A. Heffernan - Is There a Base Currency Effect in Long-Run PPP? (RePEc:ijf:ijfiec:v:5:y:2000:i:4:p:253-63)
by Coakley, Jerry & Fuertes, Ana-Marie - A new interpretation of the exchange rate-yield differential nexus (RePEc:ijf:ijfiec:v:9:y:2004:i:3:p:201-218)
by Jerry Coakley & Ana-Maria Fuertes & Andrew Wood - A guided tour of TSMod 4.03 (RePEc:jae:japmet:v:20:y:2005:i:5:p:691-698)
by Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy - How do UK Banks React to Changing Central Bank Rates? (RePEc:kap:jfsres:v:37:y:2010:i:2:p:99-130)
by Ana-Maria Fuertes & Shelagh Heffernan & Elena Kalotychou - Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? (RePEc:kap:rqfnac:v:45:y:2015:i:2:p:251-278)
by Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic - The Feldstein-Horioka puzzle is not as bad as you think (RePEc:mmf:mmfc03:17)
by Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo - A new interpretation of the real exchange rate - yield differential nexus (RePEc:mmf:mmfc03:32)
by Ana-Maria Fuertes & Jerry Coakley & Andrew Wood - Market-wide shocks and anomalous price behaviour: evidence from closed-end funds (RePEc:mmf:mmfc04:56)
by Ana-Maria Fuertes & Dylan Thomas - Overnight News and Daily Equity Trading Risk Limits (RePEc:oup:jfinec:v:14:y:2016:i:3:p:525-551.)
by Katja Ahoniemi & Ana-Maria Fuertes & Jose Olmo - Commodity Markets, Long-Run Predictability, and Intertemporal Pricing (RePEc:oup:revfin:v:21:y:2017:i:3:p:1159-1188.)
by Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre - Fear of Hazards in Commodity Futures Markets (RePEc:pra:mprapa:100528)
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Gonzalez-Fernandez, Marcos & Miffre, Joelle - The Negative Pricing of the May 2020 WTI Contract (RePEc:pra:mprapa:112352)
by Adrian, Fernandez-Perez & Ana-Maria, Fuertes & Joelle, Miffre - A Bayesian Perspective on Commodity Style Integration (RePEc:pra:mprapa:117831)
by Fuertes, Ana-Maria & Zhao, Nan - Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices (RePEc:pra:mprapa:71764)
by Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo - The Negative Pricing of the May 2020 WTI Contract (RePEc:sae:enejou:v:44:y:2023:i:1:p:119-142)
by Adrian Fernandez-Perez & Ana-Maria Fuertes & Joëlle Miffre - A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models (RePEc:sce:scecf0:140)
by Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley - Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach (RePEc:sce:scecf1:140)
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith - Small sample properties of panel time-series estimators with I(1) errors (RePEc:sce:scecf1:191)
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith - Bootstrap LR Tests for Sign and Amplitude Asymmetries (RePEc:sce:scecf1:262)
by Jerry Coakley; Ana-Maria Fuertes - Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models (RePEc:sce:scecf2:113)
by Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez - Exchange Rate Overshooting and the Forward Premium Puzzle (RePEc:sce:scecf2:145)
by Jerry Coakley & Ana-Maria Fuertes - An MTAR Test for Stock Market Bubbles (RePEc:sce:scecf2:298)
by Jerry Coakley & Ana-Maria Fuertes - A New Interpretation of the Exchange Rate - Yield Differential Nexus (RePEc:sce:scecf3:160)
by Andrew Wood & Jerry Coakley & Ana-Maria Fuertes - Robust Bootstrap Inference On Long Run Dependence Using Panels (RePEc:sce:scecf3:307)
by Ana-maria Fuertes - Forecasting sovereign default using panel models: A comparative analysis (RePEc:sce:scecf4:228)
by Ana-Maria Fuertes & Elena Kalotychou - Elements in the Design of an Early Warning System for Sovereign Default (RePEc:sce:scecf4:231)
by Ana-Maria Fuertes & Elena Kalotychou - On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics (RePEc:sce:scecfa:509)
by Elena Kalotychou & Ana-Maria Fuertes - Nonparametric cointegration analysis of real exchange rates (RePEc:taf:apfiec:v:11:y:2001:i:1:p:1-8)
by Jerry Coakley & Ana-Maria Fuertes - Asymmetric dynamics in UK real interest rates (RePEc:taf:apfiec:v:12:y:2002:i:6:p:379-387)
by Jerry Coakley & Ana-Maria Fuertes - Momentum profits, nonnormality risks and the business cycle (RePEc:taf:apfiec:v:19:y:2009:i:12:p:935-953)
by Ana-Maria Fuertes & Joëlle Miffre & Wooi-Hou Tan - A behavioral analysis of investor diversification (RePEc:taf:eurjfi:v:20:y:2014:i:6:p:499-523)
by Ana-Maria Fuertes & Gulnur Muradoglu & Belma Ozturkkal - Bank Credit Risk Events and Peers’ Equity Value (RePEc:ucm:doicae:2106)
by Ana-Maria Fuertes & Maria-Dolores Robles - Strategic and Tactical Roles of Enhanced Commodity Indices (RePEc:wly:jfutmk:v:33:y:2013:i:10:p:965-992)
by Georgios Rallis & Joëlle Miffre & Ana‐Maria Fuertes - Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility (RePEc:wly:jfutmk:v:35:y:2015:i:3:p:274-297)
by Ana‐Maria Fuertes & Joëlle Miffre & Adrian Fernandez‐Perez - Speculative pressure (RePEc:wly:jfutmk:v:40:y:2020:i:4:p:575-597)
by John Hua Fan & Adrian Fernandez‐Perez & Ana‐Maria Fuertes & Joëlle Miffre - Risk‐neutral skewness and commodity futures pricing (RePEc:wly:jfutmk:v:42:y:2022:i:4:p:751-785)
by Ana‐Maria Fuertes & Zhenya Liu & Weiqing Tang