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| | Issue Date | Title | Author(s) |
| 1 | 1-Jul-2017 | Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching | Fei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena |
| 2 | 1-Jun-2015 | ECB policy and Eurozone fragility: Was de grauwe right? | Saka, Orkun ; Fuertes, Ana Maria ; Kalotychou, Elena |
| 3 | 8-Feb-2014 | Daily volume, intraday and overnight returns for volatility prediction: Profitability or accuracy? | Fuertes, Ana Maria ; Kalotychou, Elena ; Todorovic, Natasa |
| 4 | 2012 | The Annals of Computational and Financial Econometrics, first issue | Zeileis, Achim ; Van Dijk, Herman K. ; Bauwens, Luc ; Belsley, David A. ; Koopman, Siem Jan ; Mcaleer, Michael ; Amendola, Alessandra ; Billio, Monica ; Croux, Christophe ; Chen, Cathy Woan Shu ; Davidson, Russell M. ; Duchesne, Pierre ; Foschi, Paolo ; Francq, Christian ; Fuertes, Ana Maria ; Koop, Gary M. ; Khalaf, Lynda ; Paolella, Marc S. ; Pollock, D. S G ; Ruiz, Esther ; Paap, Richard ; Proietti, Tommaso ; Winker, Peter ; Yu, Philip ; Zakoïan, Jean Michel ; Kontoghiorghes, Erricos John |
| 5 | 2012 | Credit Rating Migration Risk and Business Cycles | Fei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena |
| 6 | Jun-2010 | How do UK banks react to changing central bank rates? | Fuertes, Ana Maria ; Heffernan, Shelagh ; Kalotychou, Elena |
| 7 | Apr-2009 | On forecasting daily stock volatility: The role of intraday information and market conditions | Fuertes, Ana Maria ; Izzeldin, Marwan ; Kalotychou, Elena |
| 8 | Jan-2007 | Optimal design of early warning systems for sovereign debt crises | Fuertes, Ana Maria ; Kalotychou, Elena |
| 9 | 2007 | On sovereign credit migration: A study of alternative estimators and rating dynamics | Fuertes, Ana Maria ; Kalotychou, Elena |
| 10 | 15-Nov-2006 | Early warning systems for sovereign debt crises: The role of heterogeneity | Fuertes, Ana Maria ; Kalotychou, Elena |
