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Fuertes, Ana-Maria


 SSRN Author Rank: 1,675 by Downloads
 Prof.
 

City University London - Cass Business School


 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
11,383
Total
Citations
76
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
City University London - Cass Business School
Miffre, Joelle
EDHEC Business School
Rallis, Georgios
City University of London - Sir John Cass Business School
Posted:
30 Apr 08
Last Revised:
19 Dec 13
4,736
(778)
14

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
City University London - Cass Business School
Miffre, Joelle
EDHEC Business School
Tan, Wooi Hou
Cyberring Ltd.
Posted:
15 Jul 05
Last Revised:
05 May 08
751
(17,562)
1

3.  
Fuertes, Ana-Maria
City University London - Cass Business School
Miffre, Joelle
EDHEC Business School
Fernández-Pérez, Adrián
Auckland University of Technology
Posted:
14 Dec 11
Last Revised:
29 Nov 13
698
(19,543)
 

4.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
26 Jul 03
523
(29,139)
 

5.  
Volume, Intraday and Overnight Returns for Volatility Prediction: Profitability or Accuracy? | Show Abstract | Download |
Review of Quantitative Finance and Accounting (Forthcoming)
Accepted Paper Series
Fuertes, Ana-Maria
City University London - Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Todorovic, Natasa
City University London - Sir John Cass Business School
Posted:
24 Jul 09
Last Revised:
19 Dec 13
505
(30,533)
 

6.  
Strategic and Tactical Roles of Enhanced-Commodity Indices | Show Abstract | Download |
Journal of Futures Markets 33(10), 965-992
Working Paper Series
Rallis, Georgios
City University of London - Sir John Cass Business School
Miffre, Joelle
EDHEC Business School
Fuertes, Ana-Maria
City University London - Cass Business School
Posted:
27 Jul 10
Last Revised:
19 Dec 13
371
(45,009)
4

7.  
Pappas, Vasileios
Lancaster University - Management School
Ongena, Steven
University of Zurich and SFI
Izzeldin, Marwan
Lancaster University Management School
Fuertes, Ana-Maria
City University London - Cass Business School
Posted:
31 May 12
Last Revised:
18 Jan 14
349
(48,427)
 

8.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Smith, Ron
Birkbeck College
Posted:
23 Jun 01
321
(53,571)
4

9.  
Osborne, Matthew
UK Financial Services Authority
Fuertes, Ana-Maria
City University London - Cass Business School
Milne, Alistair
Loughborough University - School of Business and Economics
Posted:
12 Dec 11
Last Revised:
21 Apr 12
309
(56,075)
2

10.  
Miffre, Joelle
EDHEC Business School
Fuertes, Ana-Maria
City University London - Cass Business School
Fernández-Pérez, Adrián
Auckland University of Technology
Posted:
01 Aug 12
Last Revised:
26 Oct 12
273
(64,469)
3

11.  
A Behavioural Analysis of Investor Diversification | Show Abstract | Download |
European Journal of Finance (2013)
Accepted Paper Series
Fuertes, Ana-Maria
City University London - Cass Business School
Muradoglu, Yaz Gulnur
City University London - Sir John Cass Business School
Ozturkkal, Belma
Kadir Has University Istanbul, Turkey
Posted:
11 May 12
Last Revised:
19 Dec 13
268
(65,842)
1

12.  
Forecasting Daily Stock Volatility: the Role of Intraday Information and Market Conditions | Show Abstract | Download |
International Journal of Forecasting (2009) Vol.25, 259-281
Working Paper Series
Fuertes, Ana-Maria
City University London - Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Izzeldin, Marwan
Lancaster University Management School
Posted:
29 May 08
Last Revised:
19 Dec 13
254
(69,687)
6

13.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Smith, Ron
Birkbeck College
Posted:
03 Nov 04
183
(97,197)
12

14.  
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
City University London - Cass Business School
Thomas, Dylan C.
Swansea University - Department of Business & Economics
Posted:
14 May 04
163
(108,114)
 

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
City University London - Cass Business School
Heffernan, Shelagh
City University London - Sir John Cass Business School
Posted:
19 May 06
Last Revised:
08 Sep 12
145
(119,772)
3

16.  
Fei, Fei
Westminster Business School
Fuertes, Ana-Maria
City University London - Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
15 Oct 12
Last Revised:
27 Mar 13
137
(125,761)
 

17.  
Fuertes, Ana-Maria
City University London - Cass Business School
Olmo, Jose
University of Southampton
Posted:
29 Feb 12
Last Revised:
19 Dec 13
133
(128,910)
3

18.  
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
City University London - Cass Business School
Phylaktis, Kate
Cass Business School, City University,London
Posted:
19 Aug 11
Last Revised:
08 Sep 12
127
(133,759)
 

19.  
Fuertes, Ana-Maria
City University London - Cass Business School
Olmo, Jose
University of Southampton
Posted:
29 May 12
125
(135,424)
1

20.  
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
City University London - Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
29 Dec 04
121
(138,828)
1

21.  
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
City University London - Cass Business School
Heffernan, Shelagh
City University London - Sir John Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
28 May 08
109
(150,101)
7

22.   Incl. Electronic Paper
Fuertes, Ana-Maria
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Zoega, Gylfi
Birkbeck College
Posted:
13 Nov 01
Last Revised:
15 May 03
109
(150,101)
6

23.  
Fuertes, Ana-Maria
City University London - Cass Business School
Heffernan, Shelagh
City University London - Sir John Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
02 Mar 07
105
(154,256)
 

24.  
Ahoniemi, Katja
Imperial College Business School
Fuertes, Ana-Maria
City University London - Cass Business School
Olmo, Jose
University of Southampton
Posted:
23 May 12
Last Revised:
09 Sep 13
104
(155,300)
1

25.  
Momentum dynamics in U.S. valuation ratios | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Fuertes, Ana-Maria
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
27 Jan 04
101
(158,472)
2

26.  
Credit Rating Migration Risk and Business Cycles | Show Abstract | Download |
Journal of Business Finance & Accounting 39, 229-263
Accepted Paper Series
Fuertes, Ana-Maria
City University London - Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Fei, Fei
Westminster Business School
Posted:
02 Dec 11
Last Revised:
19 Dec 13
88
(175,028)
2

27.  
Miffre, Joelle
EDHEC Business School
Fuertes, Ana-Maria
City University London - Cass Business School
Fernández-Pérez, Adrián
Auckland University of Technology
Posted:
07 May 14
71
(197,885)
 

28.  
Andrada-Felix, Julian
University of Las Palmas de Gran Canaria
Fernandez-Rodriguez, Fernando
University of Las Palmas de Gran Canaria
Fuertes, Ana-Maria
City University London - Cass Business School
Posted:
02 May 13
Last Revised:
20 Dec 13
71
(197,885)
 

29.  
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
City University London - Cass Business School
Olmo, Jose
University of Southampton
Posted:
18 Dec 12
59
(218,149)
 

30.  
Brun-Aguerre, Raphael
J.P. Morgan Chase & Co.
Fuertes, Ana-Maria
City University London - Cass Business School
Greenwood-Nimmo, Matthew
University of Melbourne
Posted:
11 Dec 13
33
(276,989)
 

31.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Spagnolo, Fabio
Brunel University - Economics and Finance
Posted:
12 Aug 04
23
(311,288)
3

32.  
ECB Policy and Eurozone Fragility: Was De Grauwe Right? | Show Abstract | Download |
CEPS Working Document No. 397
Accepted Paper Series
Saka, Orkun
Fuertes, Ana-Maria
City University London - Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
28 Jun 14
18
(332,062)
 

33.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
30 Mar 06
 

34.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
30 Mar 06
 

35.  
Optimal Design of an Early Warning Systems for Sovereign Debt Crises | Show Abstract |
International Journal of Forecasting 23, 85-100
Working Paper Series
Fuertes, Ana-Maria
City University London - Cass Business School
Kalotychou, Elena
City University London - Cass Business School
Posted:
29 Dec 04
Last Revised:
19 Dec 13
 

36.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Pérez Rodríguez, María Teresa
Universidad de Valladolid - Departmento de Matematica Aplicada
Posted:
18 Jul 03
 

37.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
18 Jun 03
 

38.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
12 Jan 01
 

39.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
22 Nov 00
 

40.  
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
City University London - Cass Business School
Coakley, Jerry
University of Essex - Essex Business School
Posted:
21 Apr 00
 


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