Ana-Marı́a Fuertes

3.2k total citations
114 papers, 2.1k citations indexed

About

Ana-Marı́a Fuertes is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ana-Marı́a Fuertes has authored 114 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 83 papers in Finance, 81 papers in Economics and Econometrics and 62 papers in General Economics, Econometrics and Finance. Recurrent topics in Ana-Marı́a Fuertes's work include Monetary Policy and Economic Impact (61 papers), Market Dynamics and Volatility (48 papers) and Financial Markets and Investment Strategies (40 papers). Ana-Marı́a Fuertes is often cited by papers focused on Monetary Policy and Economic Impact (61 papers), Market Dynamics and Volatility (48 papers) and Financial Markets and Investment Strategies (40 papers). Ana-Marı́a Fuertes collaborates with scholars based in United Kingdom, France and New Zealand. Ana-Marı́a Fuertes's co-authors include Jerry Coakley, Elena Kalotychou, Joëlle Miffre, Ron Smith, Georgios Rallis, Adrián Fernández-Pérez, Marwan Izzeldin, Kate Phylaktis, Fabio Spagnolo and Shelagh Heffernan and has published in prestigious journals such as Management Science, Journal of Banking & Finance and Energy Economics.

In The Last Decade

Ana-Marı́a Fuertes

105 papers receiving 2.0k citations

Peers

Ana-Marı́a Fuertes
Comparison fields: 5 of 73
  • Economics and Econometrics 1.6k
  • Finance 1.3k
  • General Economics, Econometrics and Finance 952
  • Accounting 391
  • Management Science and Operations Research 160
Replace Claudio Morana with:
Claudio Morana Italy
Bertrand Candelon Netherlands
Claude B. Erb United States
Kenneth D. Garbade United States
Olivier Darné France
Kyle Jurado United States
Dimitris Kenourgios Greece
Emanuel Moench Germany
Yangru Wu United States
Nicola Spagnolo United Kingdom
Claudio Morana Italy View profile →
Citations per field, relative to Ana-Marı́a Fuertes
Ana-Marı́a Fuertes · 1×
Citations per year, relative to Ana-Marı́a Fuertes
Ana-Marı́a Fuertes · 1×

Countries citing papers authored by Ana-Marı́a Fuertes

Since Specialization
Citations

This map shows the geographic impact of Ana-Marı́a Fuertes's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ana-Marı́a Fuertes with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ana-Marı́a Fuertes more than expected).

Fields of papers citing papers by Ana-Marı́a Fuertes

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ana-Marı́a Fuertes. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ana-Marı́a Fuertes. The network helps show where Ana-Marı́a Fuertes may publish in the future.

Co-authorship network of co-authors of Ana-Marı́a Fuertes

This figure shows the co-authorship network connecting the top 25 collaborators of Ana-Marı́a Fuertes. A scholar is included among the top collaborators of Ana-Marı́a Fuertes based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ana-Marı́a Fuertes. Ana-Marı́a Fuertes is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 0
2 0
3 10
4 34
5 1
6 114
7 3
8
ECB Policy and Eurozone Fragility: Was De Grauwe Right? CEPS Working Document No. 397, June 2014
0
9
Exploiting intraday and overnight price variation for daily VaR prediction
3
10 30
11
Credit Rating Migration Risk and Business Cycles
2
12
Valuation Ratios and Price Deviations from Fundamentals
13
13
Testing for Sign and Amplitude Asymmetries Using Threshold Autoregressions
1
14
Is the Feldstein-Horioka Puzzle History?
26
15
Optimal Design of an Early Warning Systems for Sovereign Debt Crises
4
16
Asymmetric Dynamics in UK Real Interest Rates
1
17
Numerical Issues in Threshold Autoregressive Modeling of Time Series
2
18
A Principal Components Approach to Cross-Section Dependence in Panels
36
19
Short-run Real Exchange Rate Dynamics
0
20
Bootstap LR Tests of Sign and Amplitude Asymmetry
1

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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