Ana-Maria Fuertes

Cass Business School, City University of London

Professor of Finance and Econometrics

Faculty of Finance

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

http://www.city.ac.uk/people/academics/ana-maria-fuertes

SCHOLARLY PAPERS

53

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52

Scholarly Papers (53)

1.

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

Journal of Banking and Finance 34, 2530-2548
Number of pages: 48 Posted: 30 Apr 2008 Last Revised: 11 Sep 2019
Ana-Maria Fuertes, Joëlle Miffre and Georgios Rallis
Cass Business School, City University of London, Audencia Business School and City University of London - Sir John Cass Business School
Downloads 7,813 (770)
Citation 13

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Commodity Futures, Momentum, Term Structure, Backwardation, Contango, Double-sort strategy

2.

Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility

Journal of Futures Markets, 2015, 35, 3, 274-297
Number of pages: 41 Posted: 14 Dec 2011 Last Revised: 10 Nov 2015
Ana-Maria Fuertes, Joëlle Miffre and Adrian Fernandez-Perez
Cass Business School, City University of London, Audencia Business School and Auckland University of Technology
Downloads 1,419 (14,063)
Citation 2

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commodity futures, momentum, term structure, idiosyncratic volatility

3.

The Skewness of Commodity Futures Returns

Journal of Banking and Finance, 2018, 86, 143-158
Number of pages: 43 Posted: 08 Oct 2015 Last Revised: 20 May 2019
Auckland University of Technology, Open University of the Netherlands, Cass Business School, City University of London and Audencia Business School
Downloads 1,382 (14,652)
Citation 9

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Skewness; Commodities; Futures pricing; Selective hedging

4.

Momentum Profits, Non-Normality Risks and the Business Cycle

Applied Financial Economics, Forthcoming
Number of pages: 39 Posted: 15 Jul 2005 Last Revised: 05 May 2008
Ana-Maria Fuertes, Joëlle Miffre and Wooi Hou Tan
Cass Business School, City University of London, Audencia Business School and Cyberring Ltd.
Downloads 811 (32,110)

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Momentum strategy, Abnormal returns, Skewness, Conditional asset pricing

5.

Volume, Intraday and Overnight Returns for Volatility Prediction: Profitability or Accuracy?

Review of Quantitative Finance and Accounting (Forthcoming)
Number of pages: 36 Posted: 24 Jul 2009 Last Revised: 19 Dec 2013
Ana-Maria Fuertes, Elena Kalotychou and Natasa Todorovic
Cass Business School, City University of London, Cass Business School, City, University of London and City University London - Sir John Cass Business School
Downloads 737 (36,592)

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Conditional variance forecasting, Trading rules, Realised volatility, Directional change prediction

6.

A Survival Analysis of Islamic and Conventional Banks

Journal of Financial Services Research, Forthcoming
Number of pages: 38 Posted: 31 May 2012 Last Revised: 11 Sep 2019
University of Bath, University of Zurich - Department of Banking and Finance, Lancaster University Management School and Cass Business School, City University of London
Downloads 676 (41,103)
Citation 6

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Islamic banks, Failure risk, Survival analysis, Financial intermediation

7.

Is Idiosyncratic Volatility Priced in Commodity Futures Markets?

International Review of Financial Analysis, 2016, 46, 219-226
Number of pages: 30 Posted: 01 Aug 2012 Last Revised: 20 May 2019
Adrian Fernandez-Perez, Ana-Maria Fuertes and Joëlle Miffre
Auckland University of Technology, Cass Business School, City University of London and Audencia Business School
Downloads 583 (50,038)
Citation 6

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Commodity futures; Idiosyncratic volatility; Backwardation; Contango

8.

A Comprehensive Appraisal of Style-Integration Methods

Journal of Banking and Finance, Volume 105, August 2019, pages 134-150
Number of pages: 54 Posted: 24 Jul 2017 Last Revised: 20 Feb 2020
Adrian Fernandez-Perez, Ana-Maria Fuertes and Joëlle Miffre
Auckland University of Technology, Cass Business School, City University of London and Audencia Business School
Downloads 579 (50,469)
Citation 4

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Style integration; Futures markets; Long-short asset allocation

9.

Continuation and Reversal in Us Valuation Ratios

Essex Finance Centre Discussion Paper 04/12; EFA 2003 Annual Conference Paper No. 840
Number of pages: 34 Posted: 26 Jul 2003
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School
Downloads 544 (54,523)
Citation 2

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Behavioral finance, underreaction-overreaction, threshold autoregression

10.

In Good Times and in Bad: Bank Capital Ratios and Lending Rates

International Review of Financial Analysis, Forthcoming
Number of pages: 35 Posted: 12 Dec 2011 Last Revised: 10 Feb 2016
Matthew Osborne, Ana-Maria Fuertes and Alistair Milne
Bank of England, Cass Business School, City University of London and Loughborough University - School of Business and Economics
Downloads 531 (56,289)
Citation 5

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Bank capital; Interest margins; Bank regulation; Capital requirements

11.

Strategic and Tactical Roles of Enhanced-Commodity Indices

Journal of Futures Markets 33(10), 965-992
Number of pages: 38 Posted: 27 Jul 2010 Last Revised: 11 Sep 2019
Georgios Rallis, Joëlle Miffre and Ana-Maria Fuertes
City University of London - Sir John Cass Business School, Audencia Business School and Cass Business School, City University of London
Downloads 466 (66,190)
Citation 1

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Long-only commodity indices, Time-to-maturity, Momentum, Term structure

12.

A Behavioural Analysis of Investor Diversification

European Journal of Finance (2013)
Number of pages: 40 Posted: 11 May 2012 Last Revised: 19 Dec 2013
Ana-Maria Fuertes, Yaz Gulnur Muradoglu and Belma Ozturkkal
Cass Business School, City University of London, Queen Mary University of London and Kadir Has University Istanbul, Turkey
Downloads 439 (71,189)
Citation 1

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Individual investor, Behavioural finance, Diversification, Portfolio risk, Emerging market

13.

Speculative Pressure

Journal of Futures Markets, Forthcoming
Number of pages: 39 Posted: 02 Dec 2018 Last Revised: 02 Dec 2019
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Cass Business School, City University of London and Audencia Business School
Downloads 359 (90,107)

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Speculative Pressure, Futures Markets, Risk Premium, Pricing

14.

Small Sample Properties of Panel Time-Series Estimators with I(1) Errors

Birkbeck College Discussion Paper No. 3/2001
Number of pages: 32 Posted: 23 Jun 2001
Ana-Maria Fuertes, Jerry Coakley and Ron Smith
Cass Business School, City University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 333 (98,033)
Citation 13

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Monte Carlo, response surface, spurious regression, PPP

15.

Commodity Markets, Long-Run Predictability and Intertemporal Pricing

Review of Finance, 2017, 21, 3, 1159-1188
Number of pages: 36 Posted: 07 May 2014 Last Revised: 20 May 2019
Adrian Fernandez-Perez, Ana-Maria Fuertes and Joëlle Miffre
Auckland University of Technology, Cass Business School, City University of London and Audencia Business School
Downloads 319 (102,917)
Citation 1

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Commodities; Backwardation; Contango; Long-Run Predictability; Intertemporal Pricing

16.

Forecasting Daily Stock Volatility: the Role of Intraday Information and Market Conditions

International Journal of Forecasting (2009) Vol.25, 259-281
Number of pages: 72 Posted: 29 May 2008 Last Revised: 19 Dec 2013
Ana-Maria Fuertes, Elena Kalotychou and Marwan Izzeldin
Cass Business School, City University of London, Cass Business School, City, University of London and Lancaster University Management School
Downloads 304 (108,382)

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Conditional variance, Quadratic variation, Nonparametric estimators, Intraday prices, Superior predictive ability

17.

Dependence in Credit Default Swap and Equity Markets: Dynamic Copula with Markov-Switching

International Journal of Forecasting, Forthcoming
Number of pages: 42 Posted: 15 Oct 2012 Last Revised: 12 Jan 2017
Fei Fei, Ana-Maria Fuertes and Elena Kalotychou
Barclays, Cass Business School, City University of London and Cass Business School, City, University of London
Downloads 275 (120,626)
Citation 1

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Credit spread; Copula; Dependence; Regime switching; Tail dependence; Value-at-Risk

18.

Unobserved Heterogeneity in Panel Time Series Models

Birkbeck College Working Paper in Economics & Finance No. 0403
Number of pages: 25 Posted: 03 Nov 2004
Ana-Maria Fuertes, Jerry Coakley and Ron Smith
Cass Business School, City University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 241 (138,104)
Citation 19

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Factor analysis, global shocks, latent variables, Feldstein-Horioka, PPP

19.

Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices

Journal of the Royal Statistical Society (A) - Forthcoming
Number of pages: 33 Posted: 11 Dec 2013 Last Revised: 01 Jun 2016
J.P. Morgan Chase & Co., Cass Business School, City University of London and University of Melbourne
Downloads 206 (160,450)
Citation 2

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Exchange Rate Pass-Through; Asymmetry; Nonlinear ARDL Model; Random Coefficients Panel Data Model; Emerging Markets

20.

Driving the Presence of Investor Sentiment: The Role of Media Tone in IPOs

31st Australasian Finance and Banking Conference 2018
Number of pages: 60 Posted: 27 Jul 2018
Jiaxing You, Jerry Coakley, Michael Firth, Ana-Maria Fuertes and Zhe Shen
Xiamen University, University of Essex - Essex Business School, Lingnan University - Department of Finance and Insurance, Cass Business School, City University of London and Xiamen University
Downloads 195 (168,868)

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IPO, Media Tone, Investor Sentiment, China

21.

Country and Time Variation in Exchange Rate Pass-Through: What Drives It?

Journal of International Money and Finance 31(4), pp. 818-844
Number of pages: 47 Posted: 19 Aug 2011 Last Revised: 08 Sep 2012
Raphael Brun-Aguerre, Ana-Maria Fuertes and Kate Phylaktis
J.P. Morgan Chase & Co., Cass Business School, City University of London and City University London - Sir John Cass Business School
Downloads 195 (168,868)

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pass-through, exchange rate, asymmetry, prices, emerging markets, protectionism

22.

Optimally Harnessing Inter-Day and Intra-Day Information for Daily Value-at-Risk Prediction

International Journal of Forecasting 29(1), 28-42
Number of pages: 34 Posted: 29 Feb 2012 Last Revised: 19 Dec 2013
Ana-Maria Fuertes and Jose Olmo
Cass Business School, City University of London and Universidad de Zaragoza
Downloads 186 (176,204)
Citation 6

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Quantile regression, Optimal forecast combination, Encompassing, Conditional coverage, High-frequency data, Realized Variance

23.

Interest Rate Transmission in the UK: A Comparative Analysis Across Financial Firms and Products

International Journal of Finance & Economics 14(1), pp 45-63, 2009
Number of pages: 31 Posted: 19 May 2006 Last Revised: 08 Sep 2012
Ana-Maria Fuertes and Shelagh Heffernan
Cass Business School, City University of London and City University London - Sir John Cass Business School
Downloads 178 (183,279)
Citation 2

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Error correction model, Long run equilibrium rate, Adjustment speed, Mark up, Pass through, Heterogeneity, Menu costs

24.

Nearest Neighbor Predictions of Realized Volatility for S&P 100 Options Trading

International Journal of Forecasting, Forthcoming
Number of pages: 42 Posted: 02 May 2013 Last Revised: 11 Sep 2019
University of Las Palmas de Gran Canaria, University of Las Palmas de Gran Canaria and Cass Business School, City University of London
Downloads 170 (190,768)

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Realized variance, Volatility forecasting, Options trading, Long memory, Nonlinear dependence, Nearest neighbour, Non-parametric

25.

ECB Policy and Eurozone Fragility: Was De Grauwe Right?

Journal of International Money and Finance, Forthcoming
Number of pages: 36 Posted: 28 Jun 2014 Last Revised: 20 Mar 2015
Orkun Saka, Ana-Maria Fuertes and Elena Kalotychou
University of Sussex, Cass Business School, City University of London and Cass Business School, City, University of London
Downloads 168 (192,668)
Citation 5

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Sovereign debt; Eurozone fragility; Self-fulfilling dynamics; European Central Bank; Outright Monetary Transactions.

26.

Market-Wide Shocks and UK Closed-End Funds: A Taxonomy of Overreaction

EFMA 2004 Basel Meetings Paper
Number of pages: 28 Posted: 14 May 2004
Ana-Maria Fuertes and Dylan C. Thomas
Cass Business School, City University of London and Queen Mary Unversity of London
Downloads 165 (195,664)

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Overreaction, Reversal, Closed-end funds, Discount, Net asset value

27.

Overnight News and Daily Equity Trading Risk Limits

Number of pages: 29 Posted: 23 May 2012 Last Revised: 10 Jan 2015
Katja Ahoniemi, Ana-Maria Fuertes and Jose Olmo
Imperial College Business School, Cass Business School, City University of London and Universidad de Zaragoza
Downloads 163 (197,721)
Citation 4

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Overnight, Price discovery, Realized volatility, Risk management, Value-at-Risk

28.

The Role of High-Frequency Prices, Long Memory and Jumps for Value-at-Risk Prediction

Number of pages: 34 Posted: 29 May 2012
Ana-Maria Fuertes and Jose Olmo
Cass Business School, City University of London and Universidad de Zaragoza
Downloads 156 (205,126)
Citation 1

Abstract:

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Encompassing, High-frequency data, Model uncertainty, Realized volatility, Risk management

29.

Modeling Sovereign Debt Crises Using Panels

CEA Working Paper No. 11-2004
Number of pages: 41 Posted: 29 Dec 2004
Ana-Maria Fuertes and Elena Kalotychou
Cass Business School, City University of London and Cass Business School, City, University of London
Downloads 137 (228,043)
Citation 4

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Panel logit, unobserved heterogeneity, economic loss, predictive performance

30.

Credit Rating Migration Risk and Business Cycles

Journal of Business Finance & Accounting 39, 229-263
Number of pages: 42 Posted: 02 Dec 2011 Last Revised: 19 Dec 2013
Ana-Maria Fuertes, Elena Kalotychou and Fei Fei
Cass Business School, City University of London, Cass Business School, City, University of London and Barclays
Downloads 135 (230,708)

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Basel III, Credit risk, Default probability, Out-of-sample prediction, Procyclicality, Rating migration, Value-at-Risk

31.

How do UK Banks React to Changing Central Bank Rates?

Cass Business School Research Paper No. 03-08
Number of pages: 34 Posted: 28 May 2008
Ana-Maria Fuertes, Shelagh Heffernan and Elena Kalotychou
Cass Business School, City University of London, City University London - Sir John Cass Business School and Cass Business School, City, University of London
Downloads 129 (239,069)
Citation 3

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Error Correction Model, Adjustment Speed, Time-variation, Regime-Switching, Curvature

32.

Nonlinearity in the British Interest Rate Transmission Mechanism

Number of pages: 33 Posted: 02 Mar 2007
Ana-Maria Fuertes, Shelagh Heffernan and Elena Kalotychou
Cass Business School, City University of London, City University London - Sir John Cass Business School and Cass Business School, City, University of London
Downloads 123 (247,724)
Citation 2

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Error Correction Model, Adjustment Speed, Time-variation, Regime-Switching, Curvature

33.

Momentum Dynamics in U.S. Valuation Ratios

Cass Business School Research Paper
Number of pages: 35 Posted: 27 Jan 2004
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School
Downloads 120 (252,390)

Abstract:

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Behavioral finance, underreaction-overreaction, threshold autoregression

Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective

Birkbeck College Discussion Paper No. 28/99
Number of pages: 39 Posted: 13 Nov 2001
Ana-Maria Fuertes, Jerry Coakley and Gylfi Zoega
Cass Business School, City University of London, University of Essex - Essex Business School and University of Iceland
Downloads 119 (255,052)
Citation 3

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Business cycle asymmetries, structural break, hysteresis

Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective

Studies in Nonlinear Dynamics & Econometrics, Vol. 5, No. 3, October 2001
Posted: 15 May 2003
Ana-Maria Fuertes, Jerry Coakley and Gylfi Zoega
Cass Business School, City University of London, University of Essex - Essex Business School and University of Iceland

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Asymmetries, structural breaks, hysteresis, threshold autoregression

35.

On the Predictability of Emerging Market Sovereign Credit Spreads

Journal of International Money and Finance, Volume 88, November 2018, Pages 140-157
Number of pages: 45 Posted: 23 Aug 2015 Last Revised: 20 Feb 2020
Alena Audzeyeva and Ana-Maria Fuertes
Keele University - Keele Management School and Cass Business School, City University of London
Downloads 112 (265,293)

Abstract:

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Sovereign credit spreads; Emerging Markets; Out-of-sample predictability; Term structure; Macroeconomic uncertainty

36.

Exploiting Intraday and Overnight Price Variation for Daily VaR Prediction

Frontiers in Finance and Economics, Vol. 9, No. 2, 1-31
Number of pages: 31 Posted: 18 Dec 2012
Ana-Maria Fuertes and Jose Olmo
Cass Business School, City University of London and Universidad de Zaragoza
Downloads 102 (283,172)

Abstract:

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Encompassing, High-frequency data, Model uncertainty, Realized volatility

37.

Fear of Hazards in Commodity Futures Markets

Number of pages: 62 Posted: 30 Jun 2019 Last Revised: 12 May 2020
Auckland University of Technology, Cass Business School, City University of London, Universidad de León and Audencia Business School
Downloads 100 (286,902)

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Commodity futures; Fear; Attention; Hazards; Internet searches; Sentiment; Long-short portfolios

38.

Capturing Energy Risk Premia

Number of pages: 31 Posted: 07 May 2019
Adrian Fernandez-Perez, Ana-Maria Fuertes and Joëlle Miffre
Auckland University of Technology, Cass Business School, City University of London and Audencia Business School
Downloads 86 (315,792)

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Energy futures markets, Risk premium, Long-short portfolios, Integration

39.

On cross-border bank credit and the U.S. financial crisis transmission to equity markets

Journal of International Money and Finance, Vol. 69, No. 108-134, 2016
Number of pages: 46 Posted: 07 Apr 2015 Last Revised: 24 Mar 2017
Cheng Yan, Kate Phylaktis and Ana-Maria Fuertes
affiliation not provided to SSRN, City University London - Sir John Cass Business School and Cass Business School, City University of London
Downloads 85 (318,109)
Citation 3

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U.S. financial crisis; Crisis transmission channel; Capital flows; Bank credit; International trade; Causality; Emerging markets

40.

Hot Money in Bank Credit Flows to Emerging Markets During the Banking Globalization Era

Journal of International Money and Finance, Vol. 60, No. 29-52, 2016
Number of pages: 40 Posted: 05 Nov 2014 Last Revised: 24 Mar 2017
Ana-Maria Fuertes, Kate Phylaktis and Cheng Yan
Cass Business School, City University of London, City University London - Sir John Cass Business School and affiliation not provided to SSRN
Downloads 71 (353,096)
Citation 1

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International capital flows; Hot money; Crisis transmission; Banking globalisation; Kalman filter

41.

Uncovered Equity 'Disparity' in Emerging Markets

Journal of International Money and Finance, Volume 98, November 2019, 102-166
Number of pages: 49 Posted: 22 Jul 2018 Last Revised: 20 Feb 2020
Ana-Maria Fuertes, Kate Phylaktis and Cheng Yan
Cass Business School, City University of London, City University London - Sir John Cass Business School and affiliation not provided to SSRN
Downloads 43 (445,869)
Citation 2

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Uncovered Equity Parity; Equity flows; Equity returns; Foreign exchange rates; Return-chasing; Asian markets

42.

Is the Feldstein-Horioka Puzzle History?

Manchester School, Vol. 72, No. 5, pp. 569-590, September 2004
Number of pages: 22 Posted: 12 Aug 2004
Ana-Maria Fuertes, Jerry Coakley and Fabio Spagnolo
Cass Business School, City University of London, University of Essex - Essex Business School and Brunel University London - Economics and Finance
Downloads 23 (544,480)
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43.

Credit Rating Migration Risk and Business Cycles

Journal of Business Finance & Accounting, Vol. 39, Issue 1‐2, pp. 229-263, 2012
Number of pages: 35 Posted: 03 Mar 2012
Fei Fei, Ana-Maria Fuertes and Elena Kalotychou
Barclays, Cass Business School, City University of London and Cass Business School, City, University of London
Downloads 1 (702,493)
Citation 2
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Basel III, credit risk, default probability, out‐of‐sample prediction, procyclicality, rating migration, value‐at‐risk

44.

Equity Premium Prediction by Sparse Pooling of Parsimonious State-Dependent Models

Posted: 16 Aug 2018
Daniel de Almeida, Ana-Maria Fuertes and Luiz Koodi Hotta
Universidad Carlos III de Madrid, Cass Business School, City University of London and University of Campinas (UNICAMP) - Department of Statistics

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Equity Risk Premium, Forecast Combination, Technical Indicators, Out-of-Sample, Business Cycles

45.

Testing for Sign and Amplitude Asymmetries Using Threshold Autoregressions

Journal of Economic Dynamics and Control, Vol. 30, No. 4, pp. 623-654, 2006
Posted: 30 Mar 2006
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

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Regime-switching, LR test, Bootstrap, Subsampling, Monte Carlo

46.

Valuation Ratios and Price Deviations from Fundamentals

Journal of Banking and Finance, Vol. 30, 2006
Posted: 30 Mar 2006
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

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Fundamentals, Behavioral finance, Investor sentiment, Threshold autoregression

47.

Optimal Design of an Early Warning Systems for Sovereign Debt Crises

International Journal of Forecasting 23, 85-100
Posted: 29 Dec 2004 Last Revised: 11 Sep 2019
Ana-Maria Fuertes and Elena Kalotychou
Cass Business School, City University of London and Cass Business School, City, University of London

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Debt crises, K-means clustering, logistic regression, bank internal ratings, loss function, forecast combination

48.

Numerical Issues in Threshold Autoregressive Modeling of Time Series

Journal of Economic Dynamic and Control, Vol. 27, pp. 2219-2242, 2003
Posted: 18 Jul 2003
Cass Business School, City University of London, University of Essex - Essex Business School and Universidad de Valladolid - Departmento de Matematica Aplicada

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Band-TAR, QR factorization, Givens rotations, Rational interpolation

49.

Asymmetric Dynamics in UK Real Interest Rates

Applied Financial Economics, Vol. 12, pp. 379-387, June 2002
Posted: 18 Jun 2003
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

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Fisher effect, inflation targeting, persistence, threshold autoregression

50.

Short-Run Real Exchange Rate Dynamics

The Manchester School, Vol. 68, Issue 4, June 2000
Posted: 12 Jan 2001
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

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51.

Is There a Base Currency Effect in Long Run PPP?

International Journal of Finance and Economic, Vol. 5, No. 4, October 2000
Posted: 22 Nov 2000
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

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real exchange rates, panel unit root tests, cross sectional dependence, nonlinearities

52.

Bootstap Lr Tests of Sign and Amplitude Asymmetry

Birkbeck College Working Paper No. 5/00
Posted: 21 Apr 2000
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

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threshold autoregression, level asymmetries, Monte Carlo

53.

Bank Credit Risk Events and Peers’ Equity Value

Number of pages: 56
Ana-Maria Fuertes and Maria-Dolores Robles
Cass Business School, City University of London and Universidad Complutense de Madrid (UCM)
Downloads 0

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Credit Risk Events; Credit Default Swaps; Equity value; European banking; Cross-transmission; Wake-up Call