Ana-Maria Fuertes
Ana-Maria Fuertes
Cass Business School, City, University of London
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Cited by
Cited by
Unobserved heterogeneity in panel time series models
J Coakley, AM Fuertes, R Smith
Computational Statistics & Data Analysis 50 (9), 2361-2380, 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
Is the Feldstein–Horioka puzzle history?
J Coakley, AM Fuertes, F Spagnolo
The Manchester School 72 (5), 569-590, 2004
New panel unit root tests of PPP
J Coakley, AM Fuertes
Economics Letters 57 (1), 17-22, 1997
Panel time series
RP Smith, AM Fuertes
V cemmap: London, 2010
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
A principal components approach to cross-section dependence in panels
J Coakley, AM Fuertes, R Smith
Optimal design of early warning systems for sovereign debt crises
AM Fuertes, E Kalotychou
International Journal of Forecasting 23 (1), 85-100, 2007
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
Early warning systems for sovereign debt crises: The role of heterogeneity
AM Fuertes, E Kalotychou
Computational statistics & data analysis 51 (2), 1420-1441, 2006
Valuation ratios and price deviations from fundamentals
J Coakley, AM Fuertes
Journal of Banking & Finance 30 (8), 2325-2346, 2006
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
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
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
The skewness of commodity futures returns
A Fernandez-Perez, B Frijns, AM Fuertes, J Miffre
Journal of Banking & Finance 86, 143-158, 2018
Credit rating migration risk and business cycles
F Fei, AM Fuertes, E Kalotychou
Journal of Business Finance & Accounting 39 (1‐2), 229-263, 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
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
Capital and profitability in banking: Evidence from US banks
M Osborne, AM Fuertes, A Milne
3rd Emerging Scholars in Banking and Finance Conference, Cass Business …, 2012
Heads I win; tails you lose: asymmetry in exchange rate pass‐through into import prices
R Brun‐Aguerre, AM Fuertes, M Greenwood‐Nimmo
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2017
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