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ASTRID LORETTA AYALA CASTELLANOS
ASTRID LORETTA AYALA CASTELLANOS
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Title
Cited by
Cited by
Year
Unemployment hysteresis: empirical evidence for Latin America
A Ayala, J Cuñado, LA Gil-Alana
Journal of Applied Economics 15 (2), 213-233, 2012
412012
Real convergence: empirical evidence for Latin America
A Ayala, J Cunado, LA Gil-Alana
Applied Economics 45 (22), 3220-3229, 2013
212013
Score-driven copula models for portfolios of two risky assets
A Ayala, S Blazsek
The European Journal of Finance 24 (18), 1861-1884, 2018
132018
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone?
A Ayala, S Blazsek
Applied Economics Letters 19 (5), 471-476, 2012
132012
A market proposal for auditing the financial statements of public companies
A Ayala, S Giancarlo Ibárgüen
Journal of Management of Value, 41-78, 2006
132006
Equity market neutral hedge funds and the stock market: an application of score-driven copula models
A Ayala, S Blazsek
Applied Economics 50 (37), 4005-4023, 2018
92018
Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate
A Ayala, S Blazsek
Applied Economics 51 (37), 4083-4103, 2019
82019
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk
A Ayala, S Blazsek, Á Escribano
82019
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
A Ayala, S Blazsek
SERIEs 10 (1), 65-92, 2019
72019
Dynamic conditional score models with time-varying location, scale and shape parameters
A Ayala, S Blazsek, Á Escribano
52017
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score
A Ayala, S Blazsek, J Cuñado, LA Gil-Alana
Applied Economics 48 (29), 2675-2696, 2016
52016
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020
A Ayala, S Blazsek, A Licht
Empirical Economics 62 (5), 2179-2203, 2022
42022
Default risk of sovereign debt in Central America
A Ayala, S Blazsek, RBG de Paz
Emerging Markets and Sovereign Risk, 18-44, 2015
32015
Contagion of Sovereign Debt in the Eurozone
A Ayala, S Blazsek
Theoretical Economics Letters 2014, 2014
32014
Fiscal sustainability of Eurozone governments: An empirical review of the past decade
A Ayala, S Blazsek
Rev. Eur. Stud. 6, 143, 2014
32014
Anticipating extreme losses using score-driven shape filters
A Ayala, S Blazsek, A Escribano
Studies in Nonlinear Dynamics & Econometrics, 2022
22022
Score-driven panel data models of the capital structure of US firms
AL Ayala, S Blazsek
Applied Economics Letters 28 (19), 1666-1670, 2021
22021
New score-driven models for trimming and Winsorizing: an application for Guatemalan Quetzal to US Dollar
A Ayala, S Blazsek
GESG Discussion Paper 2/2017, Universidad Francisco Marroquın, 2017
22017
Structural breaks in public finances in Central and Eastern European countries
A Ayala, S Blazsek
Economic Systems 37 (1), 45-60, 2013
22013
Volatility forecasting for the coronavirus pandemic using quasi-score-driven models
A Ayala, S Blazsek, A Licht
Discussion Paper 2/2021, 2021
12021
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