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 Ana-Maria Fuertes
 SSRN Author Rank: 3,369 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)
 email address

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. Ana-Maria Fuertes's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,143
Total
Citations
17
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Ana-Maria Fuertes
Cass Business School, City University London
Joelle Miffre
EDHEC Business School
Georgios Rallis
Sir John Cass Business School, City University of London
Posted:
30 Apr 08
Last Revised:
28 May 08
1,019
(4,791)
1

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
Ana-Maria Fuertes
Cass Business School, City University London
Joelle Miffre
EDHEC Business School
Wooi Hou Tan
Cyberring Ltd.
Posted:
15 Jul 05
Last Revised:
05 May 08
499
(14,327)
2

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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
26 Jul 03
Last Revised:
23 Aug 04
463
(15,881)
 

4.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Ron P. Smith
Birkbeck College
Posted:
23 Jun 01
Last Revised:
30 Aug 01
287
(28,847)
2

5.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Dylan C. Thomas
Department of Business & Economics, Swansea University
Posted:
14 May 04
Last Revised:
14 May 04
136
(61,730)
 

6.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Ron P. Smith
Birkbeck College
Posted:
03 Nov 04
Last Revised:
17 Nov 04
135
(62,127)
1

7.  
Ana-Maria Fuertes
Cass Business School, City University London
Elena Kalotychou
City University London - Cass Business School
Marwan Abdu Izzeldin
Lancaster University Management School
Posted:
29 May 08
Last Revised:
07 Jul 09
119
(69,003)
1

8.   Incl. Electronic Paper
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Gylfi Zoega
Birkbeck College
Posted:
13 Nov 01
Last Revised:
15 May 03
77
( 94,237)
5

9.  
Interest Rate Transmission in the UK: A Comparative Analysis Across Financial Firms and Products | Show Abstract | Download |
Cass Business School Research Paper, International Journal of Finance and Economics, Forthcoming
Working Paper Series
Ana-Maria Fuertes
Cass Business School, City University London
Shelagh A. Heffernan
City University London - Sir John Cass Business School
Posted:
19 May 06
Last Revised:
29 May 08
73
(97,439)
1

10.  
Modeling Sovereign Debt Crises using Panels | Show Abstract | Download |
CEA Working Paper No. 11-2004, Cass Business School Research Paper
Working Paper Series
Ana-Maria Fuertes
Cass Business School, City University London
Elena Kalotychou
City University London - Cass Business School
Posted:
29 Dec 04
Last Revised:
07 Jul 09
67
(102,585)
1

11.  
Ana-Maria Fuertes
Cass Business School, City University London
Elena Kalotychou
City University London - Cass Business School
Natasa Todorovic
City University London - Sir John Cass Business School
Posted:
24 Jul 09
Last Revised:
23 Sep 09
64
(105,264)
 

12.  
Ana-Maria Fuertes
Cass Business School, City University London
Shelagh A. Heffernan
City University London - Sir John Cass Business School
Elena Kalotychou
City University London - Cass Business School
Posted:
02 Mar 07
Last Revised:
07 Jul 09
64
(105,264)
 

13.  
Momentum dynamics in U.S. valuation ratios | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
27 Jan 04
Last Revised:
06 Aug 08
64
(105,264)
 

14.  
How do UK Banks React to Changing Central Bank Rates? | Show Abstract | Download |
Cass Business School Research Paper No. 03-08
Working Paper Series
Ana-Maria Fuertes
Cass Business School, City University London
Shelagh A. Heffernan
City University London - Sir John Cass Business School
Elena Kalotychou
City University London - Cass Business School
Posted:
28 May 08
Last Revised:
07 Jul 09
54
(114,738)
1

15.  
Is the Feldstein-Horioka Puzzle History? | Show Abstract | Download |
Manchester School, Vol. 72, No. 5, pp. 569-590, September 2004
Accepted Paper Series
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Fabio Spagnolo
Brunel University - Economics and Finance
Posted:
12 Aug 04
Last Revised:
08 Sep 04
22
(161,510)
2

16.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
30 Mar 06
Last Revised:
30 Mar 06
0
(0)
 

17.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
30 Mar 06
Last Revised:
17 Apr 06
0
(0)
 

18.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Elena Kalotychou
City University London - Cass Business School
Posted:
29 Dec 04
Last Revised:
07 Jul 09
0
(0)
 

19.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
María Teresa Pérez Rodríguez
Universidad de Valladolid - Departmento de Matematica Aplicada
Posted:
18 Jul 03
Last Revised:
24 Jul 03
0
(0)
 

20.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
18 Jun 03
Last Revised:
24 Jun 03
0
(0)
 

21.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
12 Jan 01
Last Revised:
12 Jan 01
0
(0)
 

22.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
22 Nov 00
Last Revised:
22 Nov 00
0
(0)
 

23.  
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
Ana-Maria Fuertes
Cass Business School, City University London
Jerry Coakley
University of Essex - Essex Business School
Posted:
21 Apr 00
Last Revised:
21 Apr 00
0
(0)
 


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