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
Bart FrijnsOpen University of the NetherlandsVerifisert e-postadresse på ou.nl
Fabio SpagnoloBrunel UniversityVerifisert e-postadresse på brunel.ac.uk
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	201	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	180	2010
Is the Feldstein–Horioka puzzle history? J Coakley, AM Fuertes, F Spagnolo The Manchester School 72 (5), 569-590, 2004	167	2004
New panel unit root tests of PPP J Coakley, AM Fuertes Economics Letters 57 (1), 17-22, 1997	167	1997
Department of Economics Mathematics and Statistics Birkbeck University of London e-mail: R. Smith@ bbk. ac. uk AM Fuertes	123	2010
A principal components approach to cross-section dependence in panels J Coakley, AM Fuertes, R Smith	108	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	94	2009
Valuation ratios and price deviations from fundamentals J Coakley, AM Fuertes Journal of Banking & Finance 30 (8), 2325-2346, 2006	92	2006
Optimal design of early warning systems for sovereign debt crises AM Fuertes, E Kalotychou International Journal of Forecasting 23 (1), 85-100, 2007	91	2007
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	86	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	85	2012
Early warning systems for sovereign debt crises: The role of heterogeneity AM Fuertes, E Kalotychou Computational statistics & data analysis 51 (2), 1420-1441, 2006	84	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	81	2005
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	76	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	66	2012
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	57	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	57	2007
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
The skewness of commodity futures returns A Fernandez-Perez, B Frijns, AM Fuertes, J Miffre Journal of Banking & Finance 86, 143-158, 2018	53	2018

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