Ana-Maria Fuertes (B.Sc. Eng, M.Sc. Control Eng, Ph.D. Economics) is Professor in Financial Econometrics at Cass Business School, City University London. Her research interests are in time series analysis, panel data methods, forecasting and empirical finance. She has published in the Journal of Banking and Finance, Journal of International Money and Finance, Journal of Economic Dynamics and Control, and Computational Statistics and Data Analysis.