Ana-Maria Fuertes

Names

Contact

Affiliations

• City University → Cass Business School → Faculty of Finance
  • website
  • location: London, United Kingdom

Research profile

author of:

• A Principal Components Approach to Cross-Section Dependence in Panels
  by Jerry Coakley & Ana-Maria Fuertes & Ron Smith
• A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS
  by Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley
• Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach
  by Jerry Coakley, Ana-Maria Fuertes, Ron Smith
• Small sample properties of panel time-series estimators with I(1) errors
  by Jerry Coakley, Ana-Maria Fuertes, Ron Smith
• Bootstrap LR Tests for Sign and Amplitude Asymmetries
  by Jerry Coakley; Ana-Maria Fuertes
• Is There a Base Currency Effect in Long-Run PPP?
  by Coakley, Jerry & Fuertes, Ana-Marie
• Nonparametric cointegration analysis of real exchange rates
  by Jerry Coakley & Ana-Maria Fuertes
• Forecasting sovereign default using panel models: A comparative analysis
  by Ana-Maria Fuertes & Elena Kalotychou
• Short-Run Real Exchange Rate Dynamics.
  by Coakley, Jerry & Fuertes, Ana-Maria
• Is the Feldstein-Horioka Puzzle History?
  by Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo
• A new interpretation of the real exchange rate - yield differential nexus
  by Ana-Maria Fuertes & Jerry Coakley & Andrew Wood
• An MTAR Test for Stock Market Bubbles
  by Jerry Coakley & Ana-Maria Fuertes
• Exchange Rate Overshooting and the Forward Premium Puzzle
  by Jerry Coakley & Ana-Maria Fuertes
• A Non-linear Analysis of Excess Foreign Exchange Returns.
  by Coakley, Jerry & Fuertes, Ana-Maria
• Elements in the Design of an Early Warning System for Sovereign Default
  by Ana-Maria Fuertes & Elena Kalotychou
• A New Interpretation of the Exchange Rate - Yield Differential Nexus
  by Andrew Wood & Jerry Coakley & Ana-Maria Fuertes
• Market-wide shocks and anomalous price behaviour: evidence from closed-end funds
  by Ana-Maria Fuertes & Dylan Thomas
• Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models
  by Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez
• Border costs and real exchange rate dynamics in Europe
  by Coakley, Jerry & Fuertes, Ana-Maria
• Numerical issues in threshold autoregressive modeling of time series
  by Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa
• ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS
  by Ana-maria Fuertes
• The Feldstein-Horioka puzzle is not as bad as you think
  by Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo
• A new interpretation of the exchange rate-yield differential nexus
  by Jerry Coakley & Ana-Maria Fuertes & Andrew Wood
• Large market shocks and abnormal closed-end-fund price behaviour
  by Fuertes, Ana-Maria & Thomas, Dylan C.
• Valuation ratios and price deviations from fundamentals
  by Coakley, Jerry & Fuertes, Ana-Maria
• Optimal design of early warning systems for sovereign debt crises
  by Fuertes, Ana-Maria & Kalotychou, Elena
• Unobserved heterogeneity in panel time series models
  by Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron
• New panel unit root tests of PPP
  by Coakley, Jerry & Fuertes, Ana Maria
• On sovereign credit migration: A study of alternative estimators and rating dynamics
  by Fuertes, Ana-Maria & Kalotychou, Elena
• On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics
  by Elena Kalotychou & Ana-Maria Fuertes
• Unobserved Heterogeneity in Panel Time Series Models
  by Jerry Coakley & Ana-Maria Fuertes & Ron Smith
• Evaluating The Persistence And Structuralist Theories Of Unemployment
  by Coakley, Jerry & Fuertes, Ana María & Zoega, Gylfi
• Testing for sign and amplitude asymmetries using threshold autoregressions
  by Coakley, Jerry & Fuertes, Ana-Maria
• Early warning systems for sovereign debt crises: The role of heterogeneity
  by Fuertes, Ana-Maria & Kalotychou, Elena
• Purchasing power parity and the theory of general relativity: the first tests
  by Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P.
• A guided tour of TSMod 4.03
  by Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy
• Sieve bootstrap t-tests on long-run average parameters
  by Fuertes, Ana-Maria
• Reinterpreting the Real Exchange Rate - Yield Diffential Nexus
  by Andrew Wood & Ana-Maria Fuertes & Jerry Coakley
• On forecasting daily stock volatility: The role of intraday information and market conditions
  by Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena
• Numerical Issues in Threshold Autoregressive Modelling of Time Series
  by Maria-Teresa Perez & Ana-Maria Fuertes & Jerry Coakley
• Small Sample Properties of Panel Time-series Estimators with I(1) Errors
  by Ron Smith & Ana-Maria Fuertes & Jerry Coakley
• Rethinking the Forward Premium Puzzle in a Non-linear Framework
  by Ana-Maria Fuertes & Jerry Coakley
• Interest rate transmission in the UK: a comparative analysis across financial firms and products
  by Ana-Maria Fuertes & Shelagh A. Heffernan
• Momentum profits, nonnormality risks and the business cycle
  by Ana-Maria Fuertes & Joëlle Miffre & Wooi-Hou Tan
• Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective
  by Coakley Jerry & Fuertes Ana-María & Zoega Gylfi
• How do UK Banks React to Changing Central Bank Rates?
  by Ana-Maria Fuertes & Shelagh Heffernan & Elena Kalotychou
• Tactical allocation in commodity futures markets: Combining momentum and term structure signals
  by Fuertes, Ana-Maria & Miffre, Joëlle & Rallis, Georgios
• Asymmetric dynamics in UK real interest rates
  by Jerry Coakley & Ana-Maria Fuertes
• Credit Rating Migration Risk and Business Cycles
  by Fei Fei & Ana-Maria Fuertes & Elena Kalotychou
• Exchange rate pass-through into import prices revisited: What drives it?
  by Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate
• Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
  by Fuertes, Ana-Maria & Olmo, Jose
• Strategic and Tactical Roles of Enhanced Commodity Indices
  by Georgios Rallis & Joëlle Miffre & Ana‐Maria Fuertes
• Numerical issues in threshold autoregressive modeling of time series
  by Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa
• ECB Policy and Eurozone Fragility: Was De Grauwe Right?
  by Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun
• A behavioral analysis of investor diversification
  by Ana-Maria Fuertes & Gulnur Muradoglu & Belma Ozturkkal
• Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility
  by Ana‐Maria Fuertes & Joëlle Miffre & Adrian Fernandez‐Perez
• ECB policy and Eurozone fragility: Was De Grauwe right?
  by Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena
• Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?
  by Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic
• Hot money in bank credit flows to emerging markets during the banking globalization era
  by Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng
• Overnight News and Daily Equity Trading Risk Limits
  by Katja Ahoniemi & Ana-Maria Fuertes & Jose Olmo
• Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?
  by Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Fuertes, Ana-Maria
• On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?
  by Ana-Maria Fuertes & Jose Olmo
• Is idiosyncratic volatility priced in commodity futures markets?
  by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle
• Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices
  by Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo
• On cross-border bank credit and the U.S. financial crisis transmission to equity markets
  by Yan, Cheng & Phylaktis, Kate & Fuertes, Ana-Maria
• Commodity Markets, Long-Run Predictability, and Intertemporal Pricing
  by Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre
• In good times and in bad: Bank capital ratios and lending rates
  by Osborne, Matthew & Fuertes, Ana-Maria & Milne, Alistair
• Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching
  by Fei, Fei & Fuertes, Ana-Maria & Kalotychou, Elena
• The skewness of commodity futures returns
  by Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre
• Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices
  by Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo
• The skewness of commodity futures returns
  by Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle
• On the predictability of emerging market sovereign credit spreads
  by Audzeyeva, Alena & Fuertes, Ana-Maria
• Preface to the papers on ‘Credit risk modelling’
  by Jonathan Crook & Tony Bellotti & Christophe Mues & Ana‐Maria Fuertes
• A comprehensive appraisal of style-integration methods
  by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle
• Uncovered equity “disparity” in emerging markets
  by Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng