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Fuertes, Ana-Maria
 SSRN Author Rank: 1,848 by Downloads
 Prof.
 

Cass Business School, City University London


 Faculty of Finance
 106 Bunhill Row
 London, EC1Y 8TZ
 United Kingdom
 +44 207 477 0186 (Phone)
 +44 207 477 8881 (Fax)
 HOME PAGE: http://www.cass.city.ac.uk/experts/A.fuertes/
 email address

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. Fuertes, Ana-Maria's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,027		 Total
Citations
63
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joelle
EDHEC Business School
Rallis, Georgios
City University of London - Sir John Cass Business School
Posted:
30 Apr 08
Last Revised:
26 Jul 10
3,840
(883) 		11
2.  
Momentum Profits, Non-Normality Risks and the Business Cycle | Show Abstract | Download |
Applied Financial Economics, Forthcoming, Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joelle
EDHEC Business School
Tan, Wooi Hou
Cyberring Ltd.
Posted:
15 Jul 05
Last Revised:
05 May 08
716
(15,443) 		1
3.  
Continuation and Reversal in US Valuation Ratios | Show Abstract | Download |
Essex Finance Centre Discussion Paper 04/12; EFA 2003 Annual Conference Paper No. 840, Cass Business School Research Paper
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
26 Jul 03
511
(24,750) 		 
4.  
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joelle
EDHEC Business School
Fernández-Pérez, Adrián
University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
Posted:
14 Dec 11
Last Revised:
20 Feb 13
466
(27,897) 		 
5.  
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Todorovic, Natasa
City University London - Sir John Cass Business School
Posted:
24 Jul 09
Last Revised:
27 Jul 10
417
(32,358) 		 
6.  
Strategic and Tactical Roles of Enhanced-Commodity Indices | Show Abstract | Download |
Forthcoming, Journal of Futures Markets
Working Paper Series
Rallis, Georgios
City University of London - Sir John Cass Business School
Miffre, Joelle
EDHEC Business School
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
27 Jul 10
Last Revised:
01 May 12
319
(44,744) 		2
7.  
Small Sample Properties of Panel Time-Series Estimators with I(1) Errors | Show Abstract | Download |
Birkbeck College Discussion Paper No. 3/2001, Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Smith, Ron
Birkbeck College
Posted:
23 Jun 01
318
(44,914) 		4
8.  
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Izzeldin, Marwan
Lancaster University Management School
Posted:
29 May 08
232
(64,048) 		5
9.  
Pappas, Vasileios
Lancaster University - Lancaster University Management School
Izzeldin, Marwan
Lancaster University Management School
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
31 May 12
Last Revised:
30 Jun 12
198
(75,392) 		 
10.  
Osborne, Matthew
UK Financial Services Authority
Fuertes, Ana-Maria
Cass Business School, City University London
Milne, Alistair
Loughborough School of Business and Economics
Posted:
12 Dec 11
Last Revised:
21 Apr 12
178
(83,502) 		1
11.  
Unobserved Heterogeneity in Panel Time Series Models | Show Abstract | Download |
Birkbeck College Working Paper in Economics & Finance No. 0403, Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Smith, Ron
Birkbeck College
Posted:
03 Nov 04
178
(83,502) 		12
12.  
Market-wide Shocks and UK Closed-end Funds: A Taxonomy of Overreaction | Show Abstract | Download |
EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Thomas, Dylan C.
Swansea University - Department of Business & Economics
Posted:
14 May 04
158
(93,284) 		 
13.  
Fuertes, Ana-Maria
Cass Business School, City University London
Muradoglu, Yaz Gulnur
City University London - Sir John Cass Business School
Ozturkkal, Belma
Kadir Has University Istanbul, Turkey
Posted:
11 May 12
Last Revised:
29 Jun 12
143
(101,928) 		 
14.  
Miffre, Joelle
EDHEC Business School
Fuertes, Ana-Maria
Cass Business School, City University London
Fernández-Pérez, Adrián
University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
Posted:
01 Aug 12
Last Revised:
26 Oct 12
139
(104,381) 		 
15.  
Interest Rate Transmission in the UK: A Comparative Analysis Across Financial Firms and Products | Show Abstract | Download |
International Journal of Finance & Economics 14(1), pp 45-63, 2009
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Heffernan, Shelagh
City University London - Sir John Cass Business School
Posted:
19 May 06
Last Revised:
08 Sep 12
134
(107,683) 		3
16.  
Modeling Sovereign Debt Crises using Panels | Show Abstract | Download |
CEA Working Paper No. 11-2004, Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Posted:
29 Dec 04
116
(121,038) 		1
17.   Incl. Electronic Paper
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Zoega, Gylfi
Birkbeck College
Posted:
13 Nov 01
Last Revised:
15 May 03
106
(129,523) 		6
18.  
How do UK Banks React to Changing Central Bank Rates? | Show Abstract | Download |
Cass Business School Research Paper No. 03-08
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Heffernan, Shelagh
City University London - Sir John Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
28 May 08
103
(132,239) 		6
19.  
Fuertes, Ana-Maria
Cass Business School, City University London
Heffernan, Shelagh
City University London - Sir John Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
02 Mar 07
100
(134,984) 		 
20.  
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
City University London - Department of Economics
Posted:
29 Feb 12
Last Revised:
06 May 12
98
(136,880) 		2
21.  
Momentum dynamics in U.S. valuation ratios | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
27 Jan 04
95
(139,742) 		2
22.  
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
City University London - Department of Economics
Posted:
29 May 12
94
(140,744) 		1
23.  
Fei, Fei
City University London - Cass Business School
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Posted:
15 Oct 12
Last Revised:
27 Mar 13
86
(149,220) 		 
24.  
Country and Time Variation in Exchange Rate Pass-Through: What Drives It? | Show Abstract | Download |
Journal of International Money and Finance 31(4), pp. 818-844
Accepted Paper Series
Brun-Aguerre, Raphael
J.P. Morgan Chase & Co.
Fuertes, Ana-Maria
Cass Business School, City University London
Phylaktis, Kate
City University London - Sir John Cass Business School
Posted:
19 Aug 11
Last Revised:
08 Sep 12
77
(159,787) 		 
25.  
Ahoniemi, Katja
Imperial College Business School
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
City University London - Department of Economics
Posted:
23 May 12
Last Revised:
19 Jul 12
75
(162,342) 		1
26.  
Credit Rating Migration Risk and Business Cycles | Show Abstract | Download |
Journal of Business Finance & Accounting, Forthcoming
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Fei, Fei
City University London - Cass Business School
Posted:
02 Dec 11
Last Revised:
12 Jul 12
58
(186,637) 		2
27.  
Exploiting Intraday and Overnight Price Variation for Daily VaR Prediction | Show Abstract | Download |
Frontiers in Finance and Economics, Vol. 9, No. 2, 1-31
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
City University London - Department of Economics
Posted:
18 Dec 12
33
(235,167) 		 
28.  
Is the Feldstein-Horioka Puzzle History? | Show Abstract | Download |
Manchester School, Vol. 72, No. 5, pp. 569-590, September 2004
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Spagnolo, Fabio
Brunel University - Economics and Finance
Posted:
12 Aug 04
23
(264,493) 		3
29.  
Andrada-Felix, Julian
University of Las Palmas de Gran Canaria
Fernandez-Rodriguez, Fernando
University of Las Palmas de Gran Canaria
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
02 May 13
16
(288,975) 		 
30.  
Testing for Sign and Amplitude Asymmetries Using Threshold Autoregressions | Show Abstract |
Journal of Economic Dynamics and Control, Vol. 30, No. 4, pp. 623-654, 2006, Cass Business School Research Paper
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
30 Mar 06
 
31.  
Valuation Ratios and Price Deviations from Fundamentals | Show Abstract |
Journal of Banking and Finance, Vol. 30, 2006, Cass Business School Research Paper
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
30 Mar 06
 
32.  
Toward the Optimal Design of an Early Warning System for Sovereign Debt Crises | Show Abstract |
Emerging Markets Group Working Paper No. 03/04, Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Posted:
29 Dec 04
 
33.  
Numerical Issues in Threshold Autoregressive Modeling of Time Series | Show Abstract |
Journal of Economic Dynamic and Control, Vol. 27, pp. 2219-2242, 2003, Cass Business School Research Paper
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Pérez Rodríguez, María Teresa
Universidad de Valladolid - Departmento de Matematica Aplicada
Posted:
18 Jul 03
 
34.  
Asymmetric Dynamics in UK Real Interest Rates | Show Abstract |
Applied Financial Economics, Vol. 12, pp. 379-387, June 2002, Cass Business School Research Paper
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
18 Jun 03
 
35.  
Short-run Real Exchange Rate Dynamics | Show Abstract |
The Manchester School, Vol. 68, Issue 4, June 2000, Cass Business School Research Paper
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
12 Jan 01
 
36.  
Is There a Base Currency Effect in Long Run PPP? | Show Abstract |
International Journal of Finance and Economic, Vol. 5, No. 4, October 2000, Cass Business School Research Paper
Accepted Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
22 Nov 00
 
37.  
Bootstap LR Tests of Sign and Amplitude Asymmetry | Show Abstract |
Birkbeck College Working Paper No. 5/00, Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
21 Apr 00
 

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