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Economics and Finance

D-Index
33
Citations
4011
World Ranking
3311
National Ranking
379

Overview

Ana-Maria Fuertes is affiliated with City, University of London in the United Kingdom. Their research primarily spans the fields of Economics, Econometrics and Finance, with a focus on subfields including Economics and Econometrics, Finance, Accounting, General Economics, Econometrics and Finance, and Renewable Energy, Sustainability and the Environment.

The main topics covered in their work include Market Dynamics and Volatility, Financial Markets and Investment Strategies, Risk Management in Financial Firms, Monetary Policy and Economic Impact, Banking stability, regulation, efficiency, Housing Market and Economics, and Complex Systems and Time Series Analysis.

Notable recent publications by Ana-Maria Fuertes include:

  • "Fear of hazards in commodity futures markets" (2020), Journal of Banking & Finance
  • "The Negative Pricing of the May 2020 WTI Contract" (2022), The Energy Journal
  • "Bank credit risk events and peers' equity value" (2021), International Review of Financial Analysis
  • "Risk-neutral skewness and commodity futures pricing" (2022), Journal of Futures Markets
  • "Media tone, prospect theory and investor demand for IPOs" (2021), SSRN Electronic Journal

Frequent co-authors collaborating with Ana-Maria Fuertes include:

  • Adrián Fernández-Pérez
  • Joëlle Miffre
  • Nan Zhao
  • Marcos González-Fernández
  • Maria-Dolores Robles

The scholar has contributed to multiple publication venues, frequently publishing in:

  • SSRN Electronic Journal
  • Journal of Banking & Finance
  • The Energy Journal
  • International Review of Financial Analysis
  • Journal of Futures Markets

Best Publications

  • Tactical allocation in commodity futures markets: Combining momentum and term structure signals

    Ana-Maria Fuertes;Joëlle Miffre;Georgios Rallis

  • Unobserved heterogeneity in panel time series models

    Jerry Coakley;Ana-María Fuertes;Ron Smith

  • New panel unit root tests of PPP

    Jerry Coakley;Jerry Coakley;Ana Marı́a Fuertes;Ana Marı́a Fuertes

  • Is the Feldstein–Horioka Puzzle History?

    Jerry Coakley;Ana-Maria Fuertes;Fabio Spagnolo

  • A Survival Analysis of Islamic and Conventional Banks

    Vasileios Pappas;Stephen Ongena;Marwan Izzeldin;Ana-Maria Fuertes

  • The skewness of commodity futures returns

    Adrian Fernandez-Perez;Bart Frijns;Ana-Maria Fuertes;Joelle Miffre

  • A Principal Components Approach to Cross-Section Dependence in Panels

    Jerry Coakley;Ana-Maria Fuertes;Ronald Smith

  • On forecasting daily stock volatility: The role of intraday information and market conditions

    Ana-Maria Fuertes;Marwan Izzeldin;Elena Kalotychou

  • Exchange rate pass-through into import prices revisited: What drives it?

    Raphael Brun-Aguerre;Ana-Maria Fuertes;Kate Phylaktis

  • Optimal design of early warning systems for sovereign debt crises

    Ana-Maria Fuertes;Elena Kalotychou

  • ECB policy and Eurozone fragility: Was De Grauwe right?

    Orkun Saka;Ana-Maria Fuertes;Elena Kalotychou

  • Early warning systems for sovereign debt crises: The role of heterogeneity

    Ana-Maria Fuertes;Elena Kalotychou

  • Valuation ratios and price deviations from fundamentals

    Jerry Coakley;Ana-Maria Fuertes

  • Purchasing power parity and the theory of general relativity : the first tests

    Jerry Coakley;Robert P. Flood;Ana M. Fuertes;Mark P. Taylor

  • Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility

    Ana-Maria Fuertes;Joëlle Miffre;Adrian Fernandez-Perez

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

    Ana-Maria Fuertes;Joëlle Miffre;Georgios Rallis

  • Credit rating migration risk and business cycles

    Fei Fei;Ana-Maria Fuertes;Elena Kalotychou

  • Heads I win; tails you lose: asymmetry in exchange rate pass‐through into import prices

    Raphael Brun-Aguerre;Ana-Maria Fuertes;Matthew Greenwood-Nimmo

  • Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction

    Ana-Maria Fuertes;Jose Olmo

  • On sovereign credit migration: A study of alternative estimators and rating dynamics

    Ana-Maria Fuertes;Elena Kalotychou

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

    Ana-Maria Fuertes;Jerry Coakley;Ron Smith

  • Is the Feldstein-Horioka Puzzle History?

    Ana-Maria Fuertes;Jerry Coakley;Fabio Spagnolo

Frequent Co-Authors

Kate Phylaktis
Kate Phylaktis City, University of London
Ronald Smith
Ronald Smith Birkbeck, University of London
Steven Ongena
Steven Ongena University of Zurich
Russell Davidson
Russell Davidson McGill University
Jonathan Crook
Jonathan Crook University of Edinburgh
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
Michael Firth
Michael Firth Lingnan University
Michael McAleer
Michael McAleer Erasmus University Rotterdam
Luc Bauwens
Luc Bauwens Université Catholique de Louvain
Achim Zeileis
Achim Zeileis University of Innsbruck

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