Ana-Maria Fuertes

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Medforfattere

Ron SmithBirkbeck, University of LondonVerifisert e-postadresse på bbk.ac.uk
Marwan IzzeldinLancaster UinversityVerifisert e-postadresse på lancaster.ac.uk
Jose OlmoARAID Research Professor, Universidad de ZaragozaVerifisert e-postadresse på unizar.es
Orkun SakaAssistant Professor, University of SussexVerifisert e-postadresse på sussex.ac.uk
Vasileios PappasLancaster UniversityVerifisert e-postadresse på lancaster.ac.uk
Fabio SpagnoloBrunel UniversityVerifisert e-postadresse på brunel.ac.uk
Bart FrijnsOpen University of the NetherlandsVerifisert e-postadresse på ou.nl
Steven OngenaUniversity of ZurichVerifisert e-postadresse på bf.uzh.ch
Robert P FloodProfessor of Economics, University of Notre DameVerifisert e-postadresse på nd.edu
Matthew OsborneBank of EnglandVerifisert e-postadresse på bankofengland.co.uk
Alistair MilneLoughborough University, School of Business and EconomicsVerifisert e-postadresse på lboro.ac.uk
Matthew Greenwood-NimmoUniversity of MelbourneVerifisert e-postadresse på unimelb.edu.au
Belma OzturkkalAssociate Professor of Finance, Kadir Has UniversityVerifisert e-postadresse på khas.edu.tr
Fernando Fernandez RodríguezCatedrático de Economía, Universidad de Las Palmas de Gran CanariaVerifisert e-postadresse på ulpgc.es
Yaz Gulnur MuradogluProfessor of Finance, Queen Mary University of LondonVerifisert e-postadresse på qmul.ac.uk
Natasa TodorovicSenior Lecturer in Investment Management, Cass Business SchoolVerifisert e-postadresse på city.ac.uk

Ana-Maria Fuertes

Cass Business School, City, University of London

Verifisert e-postadresse på city.ac.uk - Startside

Commodity markets Financial forecasting Asset pricing Financial crises Credit risk


Tittel Sortér etter sitater Sortér etter år Sortér etter tittel	Sitert av Sitert av	År
Unobserved heterogeneity in panel time series models J Coakley, AM Fuertes, R Smith Computational Statistics & Data Analysis 50 (9), 2361-2380, 2006	200	2006
Tactical allocation in commodity futures markets: Combining momentum and term structure signals AM Fuertes, J Miffre, G Rallis Journal of Banking & Finance 34 (10), 2530-2548, 2010	175	2010
New panel unit root tests of PPP J Coakley, AM Fuertes Economics Letters 57 (1), 17-22, 1997	167	1997
Is the Feldstein–Horioka puzzle history? J Coakley, AM Fuertes, F Spagnolo The Manchester School 72 (5), 569-590, 2004	162	2004
Department of Economics Mathematics and Statistics Birkbeck University of London e-mail: R. Smith@ bbk. ac. uk AM Fuertes	122	2010
A principal components approach to cross-section dependence in panels J Coakley, AM Fuertes, R Smith	107	2002
On forecasting daily stock volatility: The role of intraday information and market conditions AM Fuertes, M Izzeldin, E Kalotychou International Journal of Forecasting 25 (2), 259-281, 2009	92	2009
Valuation ratios and price deviations from fundamentals J Coakley, AM Fuertes Journal of Banking & Finance 30 (8), 2325-2346, 2006	90	2006
Optimal design of early warning systems for sovereign debt crises AM Fuertes, E Kalotychou International Journal of Forecasting 23 (1), 85-100, 2007	87	2007
Early warning systems for sovereign debt crises: The role of heterogeneity AM Fuertes, E Kalotychou Computational statistics & data analysis 51 (2), 1420-1441, 2006	82	2006
Purchasing power parity and the theory of general relativity: the first tests J Coakley, RP Flood, AM Fuertes, MP Taylor Journal of International Money and Finance 24 (2), 293-316, 2005	79	2005
A survival analysis of Islamic and conventional banks V Pappas, S Ongena, M Izzeldin, AM Fuertes Journal of Financial Services Research 51 (2), 221-256, 2017	77	2017
Exchange rate pass-through into import prices revisited: what drives it? R Brun-Aguerre, AM Fuertes, K Phylaktis Journal of international Money and Finance 31 (4), 818-844, 2012	74	2012
ECB policy and Eurozone fragility: Was De Grauwe right? O Saka, AM Fuertes, E Kalotychou Journal of International Money and Finance 54, 168-185, 2015	73	2015
Credit rating migration risk and business cycles F Fei, AM Fuertes, E Kalotychou Journal of Business Finance & Accounting 39 (1‐2), 229-263, 2012	62	2012
Small sample properties of panel time-series estimators with I (1) errors AM Fuertes, J Coakley, R Smith Birkbeck College Discussion Paper, 2001	56	2001
Nonparametric cointegration analysis of real exchange rates J Coakley, AM Fuertes Applied Financial Economics 11 (1), 1-8, 2001	56	2001
Commodity strategies based on momentum, term structure, and idiosyncratic volatility AM Fuertes, J Miffre, A Fernandez‐Perez Journal of Futures Markets 35 (3), 274-297, 2015	55	2015
On sovereign credit migration: A study of alternative estimators and rating dynamics AM Fuertes, E Kalotychou Computational Statistics & Data Analysis 51 (7), 3448-3469, 2007	55	2007
The Feldstein-Horioka puzzle is not as bad as you think J Coakley, AM Fuertes, F Spagnolo Birkbeck College, Department of Economics, 2001	53	2001

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