| Unemployment hysteresis: empirical evidence for Latin America A Ayala, J Cuñado, LA Gil-Alana Journal of Applied Economics 15 (2), 213-233, 2012 | 48 | 2012 |
| Real convergence: empirical evidence for Latin America A Ayala, J Cunado, LA Gil-Alana Applied Economics 45 (22), 3220-3229, 2013 | 21 | 2013 |
| Score-driven copula models for portfolios of two risky assets A Ayala, S Blazsek The European Journal of Finance 24 (18), 1861-1884, 2018 | 16 | 2018 |
| A market proposal for auditing the financial statements of public companies A Ayala, S Giancarlo Ibárgüen Journal of Management of Value, 41-78, 2006 | 14 | 2006 |
| 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 | 13 | 2012 |
| 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 | 11 | 2018 |
| 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 | 10 | 2019 |
| Anticipating extreme losses using score-driven shape filters A Ayala, S Blazsek, A Escribano Studies in Nonlinear Dynamics & Econometrics, 2022 | 8 | 2022 |
| 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 | 8 | 2019 |
| Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar A Ayala, S Blazsek SERIEs 10 (1), 65-92, 2019 | 8 | 2019 |
| 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 | 6 | 2016 |
| 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 | 5 | 2022 |
| Dynamic conditional score models with time-varying location, scale and shape parameters A Ayala, S Blazsek, A Escribano | 5 | 2017 |
| Default risk of sovereign debt in Central America A Ayala, S Blazsek, RBG de Paz Emerging Markets and Sovereign Risk 18, 2014 | 4 | 2014 |
| Fiscal sustainability of Eurozone governments: An empirical review of the past decade A Ayala, S Blazsek Rev. Eur. Stud. 6, 143, 2014 | 4 | 2014 |
| Score-driven panel data models of the capital structure of US firms AL Ayala, S Blazsek Applied Economics Letters 28 (19), 1666-1670, 2021 | 3 | 2021 |
| Contagion of Sovereign Debt in the Eurozone A Ayala, S Blazsek Theoretical Economics Letters 2014, 2014 | 3 | 2014 |
| 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 | 2 | 2017 |
| Structural breaks in public finances in Central and Eastern European countries A Ayala, S Blazsek Economic Systems 37 (1), 45-60, 2013 | 2 | 2013 |
| Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 AL Ayala, S Blazsek, A Licht Applied Economics, 1-14, 2023 | 1 | 2023 |
