Publications

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Type:  Article
Date Issued:  [2010 TO 2019]

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 
38-Feb-2014Daily volume, intraday and overnight returns for volatility prediction: Profitability or accuracy?Fuertes, Ana Maria ; Kalotychou, Elena ; Todorovic, Natasa 
42012The Annals of Computational and Financial Econometrics, first issueZeileis, 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 
52012Credit Rating Migration Risk and Business CyclesFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
6Jun-2010How do UK banks react to changing central bank rates?Fuertes, Ana Maria ; Heffernan, Shelagh ; Kalotychou, Elena