Ana-Maria Fuertes : Citation Profile

Are you Ana-Maria Fuertes?

City University

16

H index

20

i10 index

751

Citations

RESEARCH PRODUCTION:

47

Articles

25

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 35
   Journals where Ana-Maria Fuertes has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 22 (2.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfu3
   Updated: 2019-10-15    RAS profile: 2019-01-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Olmo, Jose (3)

Frijns, Bart (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ana-Maria Fuertes.

Is cited by:

Pesaran, M (21)

Eberhardt, Markus (18)

Holmes, Mark (12)

Afonso, Antonio (10)

Snaith, Stuart (9)

Taylor, Mark (9)

Tosetti, Elisa (9)

Noman, Abdullah (9)

Coakley, Jerry (8)

Baharumshah, Ahmad Zubaidi (8)

cerrato, mario (7)

Cites to:

Pesaran, M (38)

Coakley, Jerry (36)

Smith, Ronald (29)

Reinhart, Carmen (24)

Sarno, Lucio (21)

Campbell, John (20)

Phillips, Peter (18)

Diebold, Francis (18)

Moon, Hyungsik (17)

Shiller, Robert (17)

Goldberg, Linda (16)

Main data

Where Ana-Maria Fuertes has published?

Journals with more than one article published# docs
Journal of International Money and Finance6
International Journal of Forecasting5
Computational Statistics & Data Analysis4
Journal of Banking & Finance4
Journal of Economic Dynamics and Control3
Applied Financial Economics3
International Journal of Finance & Economics3
Manchester School3
Journal of Futures Markets2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Warwick Business School, Finance Group4
Computing in Economics and Finance 2002 / Society for Computational Economics3
Computing in Economics and Finance 2001 / Society for Computational Economics3
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2
Computing in Economics and Finance 2004 / Society for Computational Economics2
Computing in Economics and Finance 2003 / Society for Computational Economics2

Recent works citing Ana-Maria Fuertes (2018 and 2017)

YearTitle of citing document
2018Co2 Emissions and Economic Growth in Vietnam: An ARDL Bound Testing Approach. (2018). Kim, Nhung Thi ; Le, Minh Binh. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:47-55.

Full description at Econpapers || Download paper

2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019.

Full description at Econpapers || Download paper

2017Understanding the Time Variation in Exchange Rate Pass-Through to Import Prices. (2017). Friedrich, Christian ; Kim, Min Jae ; Hess, Kristina ; Cunningham, Rose. In: Discussion Papers. RePEc:bca:bocadp:17-12.

Full description at Econpapers || Download paper

2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479.

Full description at Econpapers || Download paper

2019Evolution and Characteristics of the Exchange Rate Pass Through to Prices in Mexico. (2019). Daniel, Samano ; Josue, Cortes Espada. In: Working Papers. RePEc:bdm:wpaper:2019-10.

Full description at Econpapers || Download paper

2018INEQUALITY AND GROWTH IN THE UNITED STATES: WHY PHYSICAL AND HUMAN CAPITAL MATTER. (2018). Karagiannis, Stelios ; Benos, Nikos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:572-619.

Full description at Econpapers || Download paper

2018KNOWLEDGE SPILLOVERS AND OUTPUT PER WORKER: AN INDUSTRY‐LEVEL ANALYSIS FOR OECD COUNTRIES. (2018). Bournakis, Ioannis ; Mallick, Sushanta ; Christopoulos, Dimitris. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1028-1046.

Full description at Econpapers || Download paper

2018Maximum diversification strategies along commodity risk factors. (2018). Bernardi, Simone ; Lohre, Harald ; Leippold, Markus. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:53-78.

Full description at Econpapers || Download paper

2017Did Purchasing Power Parity Hold in Medieval Europe?. (2017). Bell, Adrian ; Moore, Tony K ; Brooks, Chris. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:682-709.

Full description at Econpapers || Download paper

2017A long-run analysis of push and pull factors of internal migration in Italy. Estimation of a gravity model with human capital using homogeneous and heterogeneous approaches. (2017). Piras, Romano. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:3:p:571-602.

Full description at Econpapers || Download paper

2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

Full description at Econpapers || Download paper

2017Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2611-2638.

Full description at Econpapers || Download paper

2017Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16.

Full description at Econpapers || Download paper

2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

Full description at Econpapers || Download paper

2018Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris A. In: Working Papers. RePEc:bog:wpaper:250.

Full description at Econpapers || Download paper

2017Which Panel Data Estimator Should I Use?: A Corrigendum and Extension. (2017). Reed, W. ; Rea, William S ; Moundigbaye, Mantobaye. In: Working Papers in Economics. RePEc:cbt:econwp:17/10.

Full description at Econpapers || Download paper

2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

Full description at Econpapers || Download paper

2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6366.

Full description at Econpapers || Download paper

2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

Full description at Econpapers || Download paper

2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

Full description at Econpapers || Download paper

2018What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis. (2018). Hlaváček, Michal ; Brož, Václav ; Broz, Vaclav. In: Working Papers. RePEc:cnb:wpaper:2018/6.

Full description at Econpapers || Download paper

2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

Full description at Econpapers || Download paper

2017Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00520.

Full description at Econpapers || Download paper

2017Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa. (2017). Mitra, Rajarshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00186.

Full description at Econpapers || Download paper

2017Optimizing policymakers loss functions in crisis prediction: before, within or after?. (2017). von Schweinitz, Gregor ; Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20172025.

Full description at Econpapers || Download paper

2019A macroeconomic vulnerability model for the euro area. (2019). Zorell, Nico ; Sondermann, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192306.

Full description at Econpapers || Download paper

2017Causal Effects and Dynamic Relationship between Exchange Rate Volatility and Economic Development in Liberia. (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-17.

Full description at Econpapers || Download paper

2018FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Camarero, Mariam ; Tamarit, Cecilio ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:1813.

Full description at Econpapers || Download paper

2019Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries. (2019). Sun, Gang ; Kassi, Diby Franois ; Assamoi, Guy Roland ; Rathnayake, Dilesha Nawadali ; Ding, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:357-372.

Full description at Econpapers || Download paper

2017Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538.

Full description at Econpapers || Download paper

2018Assessing sovereign default risk: A bottom-up approach. (2018). Trueck, Stefan ; Truck, Stefan ; Kalotay, Egon ; Liu, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:525-542.

Full description at Econpapers || Download paper

2018Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440.

Full description at Econpapers || Download paper

2019Modeling, analysis and mitigation of contagion in financial systems. (2019). Cheng, Xian ; Zhao, Haichuan. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:281-292.

Full description at Econpapers || Download paper

2018Capital market integration in ASEAN: A non-stationary panel data analysis. (2018). Chan, Kenneth S ; Lai, Jennifer T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:249-260.

Full description at Econpapers || Download paper

2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

Full description at Econpapers || Download paper

2018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

Full description at Econpapers || Download paper

2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

Full description at Econpapers || Download paper

2017Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Topaloglou, Nikolas ; Skiadopoulos, George ; Daskalaki, Charoula. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269.

Full description at Econpapers || Download paper

2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

Full description at Econpapers || Download paper

2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

Full description at Econpapers || Download paper

2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

Full description at Econpapers || Download paper

2018How (a)symmetric is the response of import demand to changes in its determinants? Evidence from European energy imports. (2018). Zeidan, Rodrigo ; Fedoseeva, Svetlana. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:379-394.

Full description at Econpapers || Download paper

2018To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds. (2018). Alexopoulos, Thomas A. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:97-107.

Full description at Econpapers || Download paper

2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

Full description at Econpapers || Download paper

2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

Full description at Econpapers || Download paper

2017Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:25-53.

Full description at Econpapers || Download paper

2018Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms. (2018). Tang, Bo ; Cuestas, Juan ; Huang, Ying Sophie. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:253-263.

Full description at Econpapers || Download paper

2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

Full description at Econpapers || Download paper

2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran ; Ye, Wuyi ; Deschamps, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

Full description at Econpapers || Download paper

2017Predicting sovereign debt crises: An Early Warning System approach. (2017). Strobel, Frank ; Horsewood, Nicholas ; Dawood, Mary . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:16-28.

Full description at Econpapers || Download paper

2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

Full description at Econpapers || Download paper

2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

Full description at Econpapers || Download paper

2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

Full description at Econpapers || Download paper

2018An approximate long-memory range-based approach for value at risk estimation. (2018). Meng, Xiaochun ; Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:377-388.

Full description at Econpapers || Download paper

2017The EU debt crisis: Testing and revisiting conventional legal doctrine. (2017). DeGrauwe, Paul ; Steinbach, Armin ; Ji, Yuemei ; de Grauwe, Paul. In: International Review of Law and Economics. RePEc:eee:irlaec:v:51:y:2017:i:c:p:29-37.

Full description at Econpapers || Download paper

2018Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation. (2018). Ginama, Isamu ; Kanmei, Takahiro ; Hayakawa, Kazuhiko. In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:11-21.

Full description at Econpapers || Download paper

2019Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

Full description at Econpapers || Download paper

2017Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

Full description at Econpapers || Download paper

2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

Full description at Econpapers || Download paper

2017Portfolio investment: Are commodities useful?. (2017). Garcia, Philip ; Yan, Lei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:43-55.

Full description at Econpapers || Download paper

2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

Full description at Econpapers || Download paper

2017Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators. (2017). Peasco, Cristina ; Romero-Jordan, Desiderio ; del Rio, Pablo. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:45-60.

Full description at Econpapers || Download paper

2018Financial risk distribution in European Union. (2018). Damico, Guglielmo ; Storchi, Loriano ; Scocchera, Stefania. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:252-267.

Full description at Econpapers || Download paper

2019Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

Full description at Econpapers || Download paper

2017A simple randomization test for spatial correlation in the presence of common factors and serial correlation. (2017). Millo, Giovanni. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:28-38.

Full description at Econpapers || Download paper

2017Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries. (2017). Wohar, Mark ; Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:245-257.

Full description at Econpapers || Download paper

2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

Full description at Econpapers || Download paper

2017Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Sirag, Abdalla. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:247-259.

Full description at Econpapers || Download paper

2017Do commodities make effective hedges for equity investors?. (2017). Wohar, Mark ; Olson, Eric ; Vivian, Andrew. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1274-1288.

Full description at Econpapers || Download paper

2019Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study. (2019). Ibhagui, Oyakhilome W. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:279-303.

Full description at Econpapers || Download paper

2018Volatility forecasting across tanker freight rates: The role of oil price shocks. (2018). Tsouknidis, Dimitris ; Gavriilidis, Konstantinos ; Tsakou, Katerina ; Kambouroudis, Dimos S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:118:y:2018:i:c:p:376-391.

Full description at Econpapers || Download paper

2018The Effect of Agricultural Technology on the Speed of Development. (2018). Eberhardt, Markus ; Vollrath, Dietrich. In: World Development. RePEc:eee:wdevel:v:109:y:2018:i:c:p:483-496.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

2017Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data via Default Probability Term Structures. (2017). Barnard, Brian. In: Expert Journal of Finance. RePEc:exp:finnce:v:5:y:2017:i::p:49-72.

Full description at Econpapers || Download paper

2019Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries. (2019). Kassi, Diby Franois ; Sun, Gang ; Ding, Ning ; Louembe, Pierre Axel ; Gnangoin, Yobouet Thierry ; Roland, Akadje Jean ; Rathnayake, Dilesha Nawadali. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:5-:d:197054.

Full description at Econpapers || Download paper

2018Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Ma, Jason Z ; Tsai, Sang-Bing ; Ho, Kung-Cheng ; Deng, Xiang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2730-:d:161653.

Full description at Econpapers || Download paper

2017Common correlated effects and international risk sharing. (2017). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue . In: Working Papers. RePEc:hae:wpaper:2017-5r.

Full description at Econpapers || Download paper

2018Is Commodity Index Investing Profitable?. (2018). Prokopczuk, Marcel ; Fethke, Tobias. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-635.

Full description at Econpapers || Download paper

2018Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements. (2018). Gardberg, Malin. In: Working Paper Series. RePEc:hhs:iuiwop:1246.

Full description at Econpapers || Download paper

2017A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178.

Full description at Econpapers || Download paper

2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

Full description at Econpapers || Download paper

2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp10555.

Full description at Econpapers || Download paper

2017Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Working Papers. RePEc:jrs:wpaper:201713.

Full description at Econpapers || Download paper

2017Natural Resources and Economic Development: New Panel Evidence. (2017). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Environmental & Resource Economics. RePEc:kap:enreec:v:66:y:2017:i:2:d:10.1007_s10640-015-9954-5.

Full description at Econpapers || Download paper

2018Exchange Rate Pass-Through and the Role of Market Shares. (2018). Malenbaum, Michael. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:2:d:10.1007_s10842-017-0256-1.

Full description at Econpapers || Download paper

2017Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?. (2017). Bird, Graham ; Willett, Thomas ; Du, Wenti. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-017-9436-1.

Full description at Econpapers || Download paper

2017Volatility forecasting in the Chinese commodity futures market with intraday data. (2017). Jiang, Ying ; Liu, Xiaoquan ; Ahmed, Shamim . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0570-4.

Full description at Econpapers || Download paper

2017Effectiveness of Unconventional Monetary Policy in the Euro Area: An Assessment Based on a Literature Survey. (2017). Wolters, Maik ; Jannsen, Nils ; Hanisch, Nils Jannsen ; Fiedler, Salomon. In: Credit and Capital Markets. RePEc:kuk:journl:v:50:y:2017:i:4:p:455-488.

Full description at Econpapers || Download paper

2017Investigating First-Stage Exchange Rate Pass-Through : Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2477.

Full description at Econpapers || Download paper

2017External Debt Management in Pakistan: A Market-Based Assessment. (2017). Uppal, Jamshed Y. In: Lahore Journal of Economics. RePEc:lje:journl:v:22:y:2017:i:sp:p:25-51.

Full description at Econpapers || Download paper

2017Asymmetric Effects of Exchange Rate Changes in Iran. (2017). Khyareh, Mohsen Mohammadi. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:12:y:2017:i:3:p:317-344.

Full description at Econpapers || Download paper

2017The Probability of Default Under IFRS 9: Multi-period Estimation and Macroeconomic Forecast. (2017). Vank, Toma ; Hampel, David. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065020759.

Full description at Econpapers || Download paper

2017Aid, Taxes and Government Spending: A Heterogeneous Cointegrated Panel Analysis. (2017). , Abrams . In: Discussion Papers. RePEc:not:notcre:17/02.

Full description at Econpapers || Download paper

2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-07.

Full description at Econpapers || Download paper

2017Farrukh. (2017). Mahmood, Farrukh . In: MPRA Paper. RePEc:pra:mprapa:79734.

Full description at Econpapers || Download paper

2017Factor Pricing in Commodity Futures and the Role of Liquidity. (2017). CHONG, Terence Tai Leung ; Chan, Wing Hong ; Tsui, Chun . In: MPRA Paper. RePEc:pra:mprapa:80555.

Full description at Econpapers || Download paper

2018The impact of market deregulation on milk price: A dynamic panel data approach. (2018). POLEMIS, MICHAEL ; Fotis, Panagiotis. In: MPRA Paper. RePEc:pra:mprapa:86542.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Ana-Maria Fuertes:

YearTitleTypeCited
2004Unobserved Heterogeneity in Panel Time Series Models In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper109
2006Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		article
2012Credit Rating Migration Risk and Business Cycles In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article12
2017Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article8
2016Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2000Short-Run Real Exchange Rate Dynamics. In: Manchester School.
[Full Text][Citation analysis]		article2
2001A Non-linear Analysis of Excess Foreign Exchange Returns. In: Manchester School.
[Full Text][Citation analysis]		article7
2004Is the Feldstein-Horioka Puzzle History? In: Manchester School.
[Full Text][Citation analysis]		article59
2001Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2002A Principal Components Approach to Cross-Section Dependence in Panels In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper48
2000Evaluating The Persistence And Structuralist Theories Of Unemployment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2006Early warning systems for sovereign debt crises: The role of heterogeneity In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article18
2007On sovereign credit migration: A study of alternative estimators and rating dynamics In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article17
2006On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2008Sieve bootstrap t-tests on long-run average parameters In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2003Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article21
2003Numerical issues in threshold autoregressive modeling of time series.(2003) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2001Numerical Issues in Threshold Autoregressive Modelling of Time Series.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2006Testing for sign and amplitude asymmetries using threshold autoregressions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
1997New panel unit root tests of PPP In: Economics Letters.
[Full Text][Citation analysis]		article61
2016Is idiosyncratic volatility priced in commodity futures markets? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2017In good times and in bad: Bank capital ratios and lending rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2007Optimal design of early warning systems for sovereign debt crises In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2009On forecasting daily stock volatility: The role of intraday information and market conditions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2013Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2016Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2006Valuation ratios and price deviations from fundamentals In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2006Large market shocks and abnormal closed-end-fund price behaviour In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2010Tactical allocation in commodity futures markets: Combining momentum and term structure signals In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article43
2018The skewness of commodity futures returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2018The skewness of commodity futures returns.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2005Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article41
2012Exchange rate pass-through into import prices revisited: What drives it? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article37
2015ECB policy and Eurozone fragility: Was De Grauwe right? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article23
2014ECB Policy and Eurozone Fragility: Was De Grauwe Right?.(2014) In: CEPS Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2016Hot money in bank credit flows to emerging markets during the banking globalization era In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2016On cross-border bank credit and the U.S. financial crisis transmission to equity markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2018On the predictability of emerging market sovereign credit spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2001Border costs and real exchange rate dynamics in Europe In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article6
2016On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]		article1
2009Interest rate transmission in the UK: a comparative analysis across financial firms and products In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article13
2000Is There a Base Currency Effect in Long-Run PPP? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article11
2004A new interpretation of the exchange rate-yield differential nexus In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2003A New Interpretation of the Exchange Rate - Yield Differential Nexus.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005A guided tour of TSMod 4.03 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
2010How do UK Banks React to Changing Central Bank Rates? In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article8
2015Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article3
2004The Feldstein-Horioka puzzle is not as bad as you think In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper8
2004A new interpretation of the real exchange rate - yield differential nexus In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper0
2004Market-wide shocks and anomalous price behaviour: evidence from closed-end funds In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]		paper0
2016Overnight News and Daily Equity Trading Risk Limits In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2017Commodity Markets, Long-Run Predictability, and Intertemporal Pricing In: Review of Finance.
[Full Text][Citation analysis]		article0
2000A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS In: Computing in Economics and Finance 2000.
[Citation analysis]		paper0
2001Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2001Small sample properties of panel time-series estimators with I(1) errors In: Computing in Economics and Finance 2001.
[Citation analysis]		paper20
2001Small Sample Properties of Panel Time-series Estimators with I(1) Errors.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2001Bootstrap LR Tests for Sign and Amplitude Asymmetries In: Computing in Economics and Finance 2001.
[Citation analysis]		paper2
2002Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2002Exchange Rate Overshooting and the Forward Premium Puzzle In: Computing in Economics and Finance 2002.
[Citation analysis]		paper2
2002An MTAR Test for Stock Market Bubbles In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2003ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS In: Computing in Economics and Finance 2003.
[Citation analysis]		paper0
2004Forecasting sovereign default using panel models: A comparative analysis In: Computing in Economics and Finance 2004.
[Citation analysis]		paper1
2004Elements in the Design of an Early Warning System for Sovereign Default In: Computing in Economics and Finance 2004.
[Citation analysis]		paper2
2001Nonparametric cointegration analysis of real exchange rates In: Applied Financial Economics.
[Full Text][Citation analysis]		article21
2002Asymmetric dynamics in UK real interest rates In: Applied Financial Economics.
[Full Text][Citation analysis]		article9
2009Momentum profits, nonnormality risks and the business cycle In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2014A behavioral analysis of investor diversification In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2001Rethinking the Forward Premium Puzzle in a Non-linear Framework In: Working Papers.
[Full Text][Citation analysis]		paper0
2002Reinterpreting the Real Exchange Rate - Yield Diffential Nexus In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Strategic and Tactical Roles of Enhanced Commodity Indices In: Journal of Futures Markets.
[Citation analysis]		article7
2015Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility In: Journal of Futures Markets.
[Full Text][Citation analysis]		article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team