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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
512012
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
162018
A market proposal for auditing the financial statements of public companies
A Ayala, S Giancarlo Ibárgüen
Journal of Management of Value, 41-78, 2006
162006
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
142012
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
112018
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
102019
Anticipating extreme losses using score-driven shape filters
A Ayala, S Blazsek, A Escribano
Studies in Nonlinear Dynamics & Econometrics 27 (4), 449-484, 2023
92023
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
A Ayala, S Blazsek
SERIEs 10 (1), 65-92, 2019
92019
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
UC3M, Universidad Carlos III de Madrid, 2019
82019
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
62016
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
52022
Dynamic conditional score models with time-varying location, scale and shape parameters
A Ayala, S Blazsek, A Escribano
UC3M Working papers. Economics, 2017
52017
Fiscal sustainability of Eurozone governments: An empirical review of the past decade
A Ayala, S Blazsek
Rev. Eur. Stud. 6, 143, 2014
52014
Default risk of sovereign debt in Central America
A Ayala, S Blazsek, RBG de Paz
Emerging Markets and Sovereign Risk 18, 2014
42014
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 56 (31), 3684-3697, 2024
32024
Score-driven panel data models of the capital structure of US firms
AL Ayala, S Blazsek
Applied Economics Letters 28 (19), 1666-1670, 2021
32021
Contagion of sovereign debt in the Eurozone
A Ayala, S Blazsek
Theoretical Economics Letters 2014, 2014
32014
Structural breaks in public finances in Central and Eastern European countries
A Ayala, S Blazsek
Economic Systems 37 (1), 45-60, 2013
32013
Signal smoothing for score-driven models: a linear approach
S Blazsek, A Ayala, A Licht
Communications in Statistics-Simulation and Computation 53 (2), 829-852, 2024
22024
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