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Ana-Maria Fuertes

SSRN Author Rank: 1,485 by Downloads and 7,168 by Citations

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Cass Business School, City University London


 106 Bunhill Row
 London, EC1Y 8TZ
 Great Britain
 HOME PAGE: http://www.cass.city.ac.uk/experts/A.fuertes/
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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
15,211
Total
Citations
66
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, Joëlle
EDHEC Business School
Rallis, Georgios
City University of London - Sir John Cass Business School
Posted:
30 Apr 08
Last Revised:
19 Dec 13
5,355
(677)
10

2.  
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Fernandez-Perez, Adrian
Auckland University of Technology
Posted:
14 Dec 11
Last Revised:
10 Nov 15
833
(15,357)
 

3.  
Momentum Profits, Non-Normality Risks and the Business Cycle | Show Abstract | Download This Paper | Open PDF in Browser |
Applied Financial Economics, Forthcoming, Cass Business School Research Paper
Number of Pages in PDF File: 39
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Tan, Wooi Hou
Cyberring Ltd.
Posted:
15 Jul 05
Last Revised:
05 May 08
768
(21,850)
1

4.  
Volume, Intraday and Overnight Returns for Volatility Prediction: Profitability or Accuracy? | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Quantitative Finance and Accounting (Forthcoming)
Number of Pages in PDF File: 36
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:
19 Dec 13
563
(30,556)
 

5.  
Continuation and Reversal in US Valuation Ratios | Show Abstract | Download This Paper | Open PDF in Browser |
Essex Finance Centre Discussion Paper 04/12; EFA 2003 Annual Conference Paper No. 840, Cass Business School Research Paper
Number of Pages in PDF File: 34
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
26 Jul 03
528
(37,743)
 

6.  
A Survival Analysis of Islamic and Conventional Banks | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Services Research, Forthcoming
Number of Pages in PDF File: 38
Pappas, Vasileios
University of Bath
Ongena, Steven
University of Zurich - Department of Banking and Finance
Izzeldin, Marwan
Lancaster University Management School
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
31 May 12
Last Revised:
04 Jan 16
493
(34,962)
 

7.  
In Good Times and in Bad: Bank Capital Ratios and Lending Rates | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Forthcoming
Number of Pages in PDF File: 35
Osborne, Matthew
Bank of England
Fuertes, Ana-Maria
Cass Business School, City University London
Milne, Alistair
Loughborough University - School of Business and Economics
Posted:
12 Dec 11
Last Revised:
10 Feb 16
427
(43,896)
2

8.  
Strategic and Tactical Roles of Enhanced-Commodity Indices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets 33(10), 965-992
Number of Pages in PDF File: 38
Rallis, Georgios
City University of London - Sir John Cass Business School
Miffre, Joëlle
EDHEC Business School
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
27 Jul 10
Last Revised:
19 Dec 13
389
(52,425)
3

9.  
A Behavioural Analysis of Investor Diversification | Show Abstract | Download This Paper | Open PDF in Browser |
European Journal of Finance (2013)
Number of Pages in PDF File: 40
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:
19 Dec 13
373
(53,060)
1

10.  
Small Sample Properties of Panel Time-Series Estimators with I(1) Errors | Show Abstract | Download This Paper | Open PDF in Browser |
Birkbeck College Discussion Paper No. 3/2001, Cass Business School Research Paper
Number of Pages in PDF File: 32
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
323
(68,365)
4

11.  
Is Idiosyncratic Volatility Priced in Commodity Futures Markets? | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Forthcoming
Number of Pages in PDF File: 30
Fernandez-Perez, Adrian
Auckland University of Technology
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Posted:
01 Aug 12
Last Revised:
03 Jun 16
320
(52,573)
 

12.  
Forecasting Daily Stock Volatility: the Role of Intraday Information and Market Conditions | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Forecasting (2009) Vol.25, 259-281
Number of Pages in PDF File: 72
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
Last Revised:
19 Dec 13
271
(79,033)
6

13.  
Unobserved Heterogeneity in Panel Time Series Models | Show Abstract | Download This Paper | Open PDF in Browser |
Birkbeck College Working Paper in Economics & Finance No. 0403, Cass Business School Research Paper
Number of Pages in PDF File: 25
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
191
(112,865)
12

14.  
Country and Time Variation in Exchange Rate Pass-Through: What Drives It? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Money and Finance 31(4), pp. 818-844
Number of Pages in PDF File: 47
Brun-Aguerre, Raphael
J.P. Morgan Chase & Co.
Fuertes, Ana-Maria
Cass Business School, City University London
Phylaktis, Kate
Cass Business School, City University, London
Posted:
19 Aug 11
Last Revised:
08 Sep 12
175
(126,861)
 

15.  
Fei, Fei
Westminster 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
168
(117,206)
 

16.  
Market-wide Shocks and UK Closed-end Funds: A Taxonomy of Overreaction | Show Abstract | Download This Paper | Open PDF in Browser |
EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper
Number of Pages in PDF File: 28
Fuertes, Ana-Maria
Cass Business School, City University London
Thomas, Dylan C.
Queen Mary Unversity of London
Posted:
14 May 04
163
(137,284)
 

17.  
Interest Rate Transmission in the UK: A Comparative Analysis Across Financial Firms and Products | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Finance & Economics 14(1), pp 45-63, 2009
Number of Pages in PDF File: 31
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
153
(140,236)
4

18.  
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
University of Southampton
Posted:
29 Feb 12
Last Revised:
19 Dec 13
146
(138,750)
3

19.  
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
University of Southampton
Posted:
29 May 12
136
(152,605)
 

20.  
Ahoniemi, Katja
Imperial College Business School
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
University of Southampton
Posted:
23 May 12
Last Revised:
10 Jan 15
129
(150,808)
1

21.  
Fernandez-Perez, Adrian
Auckland University of Technology
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Posted:
07 May 14
Last Revised:
23 Nov 15
128
(104,206)
 

22.  
Modeling Sovereign Debt Crises using Panels | Show Abstract | Download This Paper | Open PDF in Browser |
CEA Working Paper No. 11-2004, Cass Business School Research Paper
Number of Pages in PDF File: 41
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Posted:
29 Dec 04
124
(169,693)
1

23.  
How do UK Banks React to Changing Central Bank Rates? | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper No. 03-08
Number of Pages in PDF File: 34
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
118
(176,044)
6

24.   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
112
(185,279)
6

25.  
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
109
(186,428)
 

26.  
Credit Rating Migration Risk and Business Cycles | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business Finance & Accounting 39, 229-263
Number of Pages in PDF File: 42
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Fei, Fei
Westminster Business School
Posted:
02 Dec 11
Last Revised:
19 Dec 13
106
(178,279)
2

27.  
Momentum dynamics in U.S. valuation ratios | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 35
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
27 Jan 04
105
(190,198)
2

28.  
ECB Policy and Eurozone Fragility: Was De Grauwe Right? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Money and Finance, Forthcoming
Number of Pages in PDF File: 36
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Posted:
28 Jun 14
Last Revised:
20 Mar 15
98
(177,172)
 

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
Last Revised:
13 Oct 15
94
(171,735)
 

30.  
Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of the Royal Statistical Society (A) - Forthcoming
Number of Pages in PDF File: 33
Brun-Aguerre, Raphael
J.P. Morgan Chase & Co.
Fuertes, Ana-Maria
Cass Business School, City University London
Greenwood-Nimmo, Matthew
University of Melbourne
Posted:
11 Dec 13
Last Revised:
01 Jun 16
75
(158,905)
 

31.  
Exploiting Intraday and Overnight Price Variation for Daily VaR Prediction | Show Abstract | Download This Paper | Open PDF in Browser |
Frontiers in Finance and Economics, Vol. 9, No. 2, 1-31
Number of Pages in PDF File: 31
Fuertes, Ana-Maria
Cass Business School, City University London
Olmo, Jose
University of Southampton
Posted:
18 Dec 12
70
(233,176)
 

32.  
Yan, Cheng
Durham University - Department of Economics and Finance
Phylaktis, Kate
Cass Business School, City University, London
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
07 Apr 15
Last Revised:
04 Nov 15
32
(260,096)
 

33.  
Is the Feldstein-Horioka Puzzle History? | Show Abstract | Add to Cart |
Manchester School, Vol. 72, No. 5, pp. 569-590, September 2004
Number of Pages in PDF File: 22
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Spagnolo, Fabio
Brunel University London - Economics and Finance
Posted:
12 Aug 04
23
(387,233)
4

34.  
Fuertes, Ana-Maria
Cass Business School, City University London
Phylaktis, Kate
Cass Business School, City University, London
Yan, Cheng
Durham University - Department of Economics and Finance
Posted:
05 Nov 14
21
(317,317)
 

35.  
Audzeyeva, Alena
Keele University - Keele Management School
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
23 Aug 15
Last Revised:
24 Oct 15
7
(345,905)
 

36.  
Fernandez-Perez, Adrian
Auckland University of Technology
Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Posted:
08 Oct 15
Last Revised:
04 Aug 16
0
(51,840)
 

37.  
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
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
30 Mar 06
 

38.  
Valuation Ratios and Price Deviations from Fundamentals | Show Abstract |
Journal of Banking and Finance, Vol. 30, 2006, Cass Business School Research Paper
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
30 Mar 06
 

39.  
Fuertes, Ana-Maria
Cass Business School, City University London
Kalotychou, Elena
City University London - Cass Business School
Posted:
29 Dec 04
Last Revised:
19 Dec 13
 

40.  
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
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
 

41.  
Asymmetric Dynamics in UK Real Interest Rates | Show Abstract |
Applied Financial Economics, Vol. 12, pp. 379-387, June 2002, Cass Business School Research Paper
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
18 Jun 03
 

42.  
Short-run Real Exchange Rate Dynamics | Show Abstract |
The Manchester School, Vol. 68, Issue 4, June 2000, Cass Business School Research Paper
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
12 Jan 01
 

43.  
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
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
22 Nov 00
 

44.  
Bootstap LR Tests of Sign and Amplitude Asymmetry | Show Abstract |
Birkbeck College Working Paper No. 5/00, Cass Business School Research Paper
Fuertes, Ana-Maria
Cass Business School, City University London
Coakley, Jerry
University of Essex - Essex Business School
Posted:
21 Apr 00
 


Records 1 - 44 of 44 matches
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