Publications

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Publisher:  Elsevier

Results 1-6 of 6 (Search time: 0.002 seconds).

Issue DateTitleAuthor(s)
11-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
21-Jun-2015ECB policy and Eurozone fragility: Was de grauwe right?Saka, Orkun ; Fuertes, Ana Maria ; Kalotychou, Elena 
3Apr-2009On forecasting daily stock volatility: The role of intraday information and market conditionsFuertes, Ana Maria ; Izzeldin, Marwan ; Kalotychou, Elena 
4Jan-2007Optimal design of early warning systems for sovereign debt crisesFuertes, Ana Maria ; Kalotychou, Elena 
52007On sovereign credit migration: A study of alternative estimators and rating dynamicsFuertes, Ana Maria ; Kalotychou, Elena 
615-Nov-2006Early warning systems for sovereign debt crises: The role of heterogeneityFuertes, Ana Maria ; Kalotychou, Elena