| Unobserved heterogeneity in panel time series models J Coakley, AM Fuertes, R Smith Computational Statistics & Data Analysis 50 (9), 2361-2380, 2006 | 285 | 2006 |
| Tactical allocation in commodity futures markets: Combining momentum and term structure signals AM Fuertes, J Miffre, G Rallis Journal of Banking & Finance 34 (10), 2530-2548, 2010 | 245 | 2010 |
| A survival analysis of Islamic and conventional banks V Pappas, S Ongena, M Izzeldin, AM Fuertes Journal of Financial Services Research 51, 221-256, 2017 | 213 | 2017 |
| Is the Feldstein–Horioka puzzle history? J Coakley, AM Fuertes, F Spagnolo The Manchester School 72 (5), 569-590, 2004 | 199 | 2004 |
| New panel unit root tests of PPP J Coakley, AM Fuertes Economics Letters 57 (1), 17-22, 1997 | 188 | 1997 |
| Panel time series RP Smith, AM Fuertes V cemmap: London, 2010 | 162 | 2010 |
| The skewness of commodity futures returns A Fernandez-Perez, B Frijns, AM Fuertes, J Miffre Journal of Banking & Finance 86, 143-158, 2018 | 149 | 2018 |
| A principal components approach to cross-section dependence in panels J Coakley, AM Fuertes, R Smith 10th International Conference on Panel Data, Berlin, July 5-6, 2002, 2002 | 142 | 2002 |
| On forecasting daily stock volatility: The role of intraday information and market conditions AM Fuertes, M Izzeldin, E Kalotychou International Journal of Forecasting 25 (2), 259-281, 2009 | 125 | 2009 |
| Optimal design of early warning systems for sovereign debt crises AM Fuertes, E Kalotychou International Journal of Forecasting 23 (1), 85-100, 2007 | 123 | 2007 |
| Exchange rate pass-through into import prices revisited: What drives it? R Brun-Aguerre, AM Fuertes, K Phylaktis Journal of international Money and Finance 31 (4), 818-844, 2012 | 118 | 2012 |
| ECB policy and Eurozone fragility: Was De Grauwe right? O Saka, AM Fuertes, E Kalotychou Journal of International Money and Finance 54, 168-185, 2015 | 114 | 2015 |
| Valuation ratios and price deviations from fundamentals J Coakley, AM Fuertes Journal of Banking & Finance 30 (8), 2325-2346, 2006 | 113 | 2006 |
| Early warning systems for sovereign debt crises: The role of heterogeneity AM Fuertes, E Kalotychou Computational statistics & data analysis 51 (2), 1420-1441, 2006 | 109 | 2006 |
| Purchasing power parity and the theory of general relativity: the first tests J Coakley, RP Flood, AM Fuertes, MP Taylor Journal of International Money and Finance 24 (2), 293-316, 2005 | 100 | 2005 |
| Capital and profitability in banking: Evidence from US banks M Osborne, A Fuertes, A Milne 3rd Emerging Scholars in Banking and Finance Conference, Cass Business …, 2012 | 95 | 2012 |
| Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices R Brun-Aguerre, AM Fuertes, M Greenwood-Nimmo Journal of the Royal Statistical Society Series A: Statistics in Society 180 …, 2017 | 92 | 2017 |
| Commodity strategies based on momentum, term structure, and idiosyncratic volatility AM Fuertes, J Miffre, A Fernandez‐Perez Journal of Futures Markets 35 (3), 274-297, 2015 | 88 | 2015 |
| Credit rating migration risk and business cycles F Fei, AM Fuertes, E Kalotychou Journal of Business Finance & Accounting 39 (1‐2), 229-263, 2012 | 85 | 2012 |
| On sovereign credit migration: A study of alternative estimators and rating dynamics AM Fuertes, E Kalotychou Computational Statistics & Data Analysis 51 (7), 3448-3469, 2007 | 73 | 2007 |
Ron SmithBirkbeck, University of LondonVerified email at bbk.ac.uk
