Details about Viviana Fernandez
Postal address: | Business School Universidad Adolfo Ibáñez Av. Diagonal Las Torres 2700 Office 512C Peñalolen 7941169 Chile |
Workplace: | Escuela de Negocios (Business School), Universidad Adolfo Ibáñez (Adolfo Ibanez University), (more information at EDIRC)
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Access statistics for papers by Viviana Fernandez.
Last updated 2023-05-09. Update your information in the RePEc Author Service.
Short-id: pfe103
Jump to Journal Articles
Working Papers
2008
- Emerging Markets Variance Shocks: Local or International in Origin?
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (2)
2007
- Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (9)
See also Journal Article in Journal of Futures Markets (2008)
- Spatial Linkages in International Financial Markets
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
See also Journal Article in Quantitative Finance (2011)
- The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
2006
- Copula-based measures of dependence structure in assets returns
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (2)
See also Journal Article in Physica A: Statistical Mechanics and its Applications (2008)
- Forecasting crude oil and natural gas spot prices by classification methods
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
- Portfolio management implications of volatility shifts: Evidence from simulated data
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
Also in Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile (2006) View citations (1)
- The International CAPM and a Wavelet-Based Decomposition of Value at Risk
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
Also in Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile (2005) View citations (58) The Institute for International Integration Studies Discussion Paper Series, IIIS (2005) View citations (57)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2005)
2005
- Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case
Finance, University Library of Munich, Germany 
Also in Proyecciones Financieras y Valoración, Master Consultores (2005) 
See also Journal Article in Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016) (2005)
- Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA
William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (6)
Also in Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile (2005) View citations (7)
- Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (4)
See also Journal Article in Emerging Markets Finance and Trade (2007)
- Structural Breakpoints in Volatility in International Markets
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
- What Drives Capital Structure? Evidence from Chilean Panel Data
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
2004
- Detection of Breakpoints in Volatility
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (5)
- EXTREMAL DEPENDENCE IN EXCHANGE RATE MARKETS
Econometric Society 2004 Latin American Meetings, Econometric Society
- The Credit Channel in an Emerging Economy
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (1)
- Time-Scale Decomposition of Price Transmission in International Markets
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (5)
See also Journal Article in Emerging Markets Finance and Trade (2005)
2003
- Extremal Dependence in Exchange Markets
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
- Extreme Value Theory and Value at Risk
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (13)
See also Journal Article in Revista de Analisis Economico – Economic Analysis Review (2003)
- Extreme Value Theory: Value at Risk and Returns Dependence Around the World
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (3)
- Interest Rate Volatility and Nominalization
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
2002
- How Sensitive is Volatility to Exchange Rate Regimes?
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (2)
- The Derivatives Markets in Latin America with an Emphasis on Chile
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (6)
- What Drives Replacement of Durable Goods at the Micro Level?
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
2001
- A Liquidity Premium Puzzle?: Evidence from Chile
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
- A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (2)
See also Journal Article in International Review of Financial Analysis (2001)
- Un análisis del mercado de cobertura de riesgo en Chile y el mundo
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile
2000
- Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (7)
See also Journal Article in The Review of Economics and Statistics (2000)
- Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación?
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (2)
See also Journal Article in Latin American Journal of Economics-formerly Cuadernos de Economía (2000)
Undated
- La Estructura de Tasas de Interés, Crecimiento e Inflación: Un Análisis para Chile
Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile.
- Los Costos de Despido: El Rol de las Indemnizaciones por A–os de Servicio
Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile.
Journal Articles
2023
- Immigration and entrepreneurship: Is there a uniform relationship across countries?
International Review of Economics & Finance, 2023, 85, (C), 270-285
2022
- Business perception of obstacles to innovate: Evidence from Chile with pseudo-panel data analysis
Research in International Business and Finance, 2022, 59, (C)
- Environmental assurance, gender, and access to finance: Evidence from SMEs
International Review of Financial Analysis, 2022, 83, (C)
- Environmental management: Implications for business performance, innovation, and financing
Technological Forecasting and Social Change, 2022, 182, (C) View citations (5)
- Innovative intensity in the mining industry: Evidence from patent families
Resources Policy, 2022, 78, (C) View citations (2)
2021
- Are extractive ventures more socio-environmentally committed?
Resources Policy, 2021, 74, (C) View citations (2)
- Copper mining in Chile and its regional employment linkages
Resources Policy, 2021, 70, (C) View citations (3)
- Cross-country concentration and specialization of mining inventions
Scientometrics, 2021, 126, (8), 6715-6759 View citations (2)
- Patenting trends in the mining industry
Resources Policy, 2021, 72, (C) View citations (5)
- The role of trust and social commitment in start-up financing
International Review of Financial Analysis, 2021, 75, (C) View citations (4)
2020
- Corruption and innovation in private firms: Does gender matter?
International Review of Financial Analysis, 2020, 70, (C) View citations (6)
- Innovation in the global mining sector and the case of Chile
Resources Policy, 2020, 68, (C) View citations (7)
- The predictive power of convenience yields
Resources Policy, 2020, 65, (C) View citations (5)
2019
- A readily computable commodity price index: 1900–2016
Finance Research Letters, 2019, 31, (C) View citations (1)
- Assessing cycles of mine production and prices of industrial metals
Resources Policy, 2019, 63, (C), - View citations (3)
- Innovation and SME finance: Evidence from developing countries
International Review of Financial Analysis, 2019, 66, (C) View citations (31)
- Strategic management in Latin America: Challenges in a changing world
Journal of Business Research, 2019, 105, (C), 306-309 View citations (7)
2018
- Future directions in international financial integration research - A crowdsourced perspective
International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (19)
- Mineral commodity consumption and intensity of use re-assessed
International Review of Financial Analysis, 2018, 59, (C), 1-18 View citations (8)
- Price and income elasticity of demand for mineral commodities
Resources Policy, 2018, 59, (C), 160-183 View citations (11)
2017
- A historical perspective of the informational content of commodity futures
Resources Policy, 2017, 51, (C), 135-150 View citations (7)
- Rare-earth elements market: A historical and financial perspective
Resources Policy, 2017, 53, (C), 26-45 View citations (16)
- Some facts on the platinum-group elements
International Review of Financial Analysis, 2017, 52, (C), 333-347 View citations (5)
- The finance of innovation in Latin America
International Review of Financial Analysis, 2017, 53, (C), 37-47 View citations (12)
2016
- Further evidence on the relationship between spot and futures prices
Resources Policy, 2016, 49, (C), 368-371 View citations (6)
- Futures markets and fundamentals of base metals
International Review of Financial Analysis, 2016, 45, (C), 215-229 View citations (8)
- Spot and Futures Markets Linkages: Does Contango Differ from Backwardation?
Journal of Futures Markets, 2016, 36, (4), 375-396 View citations (9)
2015
- Commodity price excess co-movement from a historical perspective: 1900–2010
Energy Economics, 2015, 49, (C), 698-710 View citations (9)
- Influence in commodity markets: Measuring co‐movement globally
Resources Policy, 2015, 45, (C), 151-164 View citations (14)
2014
- Commodities and Macroeconomic Factors: Unconditional Volatility Measures
Emerging Markets Finance and Trade, 2014, 50, (S5), 87-109
- Guest Editor’s Introduction
Emerging Markets Finance and Trade, 2014, 50, (S5), 4-5
- Linear and non-linear causality between price indices and commodity prices
Resources Policy, 2014, 41, (C), 40-51 View citations (20)
- Stock volatility and pension funds under an individual capitalization-based system
Journal of Business Research, 2014, 67, (4), 536-541 View citations (4)
2013
- Profitability of Chile's Defined-Contribution-Based Pension System During the Multifund Era
Emerging Markets Finance and Trade, 2013, 49, (5), 4-25 View citations (2)
2012
- Trends in real commodity prices: How real is real?
Resources Policy, 2012, 37, (1), 30-47 View citations (14)
2011
- Alternative Estimators of Long-Range Dependence
Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (2), 1-37 View citations (5)
- Spatial linkages in international financial markets
Quantitative Finance, 2011, 11, (2), 237-245 View citations (36)
See also Working Paper (2007)
- The Driving Factors of Firm Investment: Latin American Evidence
Emerging Markets Finance and Trade, 2011, 47, (5), 4-26 View citations (1)
2010
- Commodity futures and market efficiency: A fractional integrated approach
Resources Policy, 2010, 35, (4), 276-282 View citations (17)
2009
- The behavior of stock returns in the mining industry following the Iraq war
Research in International Business and Finance, 2009, 23, (3), 274-292 View citations (2)
2008
- Copula-based measures of dependence structure in assets returns
Physica A: Statistical Mechanics and its Applications, 2008, 387, (14), 3615-3628 View citations (13)
See also Working Paper (2006)
- Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement
Journal of Futures Markets, 2008, 28, (2), 182-207 View citations (9)
See also Working Paper (2007)
- The war on terror and its impact on the long-term volatility of financial markets
International Review of Financial Analysis, 2008, 17, (1), 1-26 View citations (25)
- Traditional versus novel forecasting techniques: how much do we gain?
Journal of Forecasting, 2008, 27, (7), 637-648 View citations (7)
2007
- A postcard from the past: The behavior of U.S. stock markets during 1871–1938
Physica A: Statistical Mechanics and its Applications, 2007, 386, (1), 267-282 View citations (1)
- Extreme-value dependence: An application to exchange rate markets
Physica A: Statistical Mechanics and its Applications, 2007, 377, (2), 583-589
- Portfolio management under sudden changes in volatility and heterogeneous investment horizons
Physica A: Statistical Mechanics and its Applications, 2007, 375, (2), 612-624 View citations (16)
- Stock Market Turmoil: Worldwide Effects of Middle East Conflicts
Emerging Markets Finance and Trade, 2007, 43, (3), 58-102 View citations (16)
See also Working Paper (2005)
- Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry
Resources Policy, 2007, 32, (1-2), 80-89 View citations (11)
2006
- Does domestic cooperation lead to business-cycle convergence and financial linkages?
The Quarterly Review of Economics and Finance, 2006, 46, (3), 369-396 View citations (1)
- Emerging Derivatives Markets: The Case of Chile
Emerging Markets Finance and Trade, 2006, 42, (2), 63-92 View citations (3)
- Extremal Dependence in European Capital Markets
Journal of Applied Economics, 2006, 9, (2), 275-293 
Also in Journal of Applied Economics, 2006, 9, 275-293 (2006) View citations (1)
- Specification tests for a parsimonious random-effects model
Applied Economics Letters, 2006, 13, (15), 1009-1012 View citations (1)
- The CAPM and value at risk at different time-scales
International Review of Financial Analysis, 2006, 15, (3), 203-219 View citations (46)
- The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11
Economic Systems, 2006, 30, (1), 79-97 View citations (25)
2005
- Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: The N-Period Case
Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), 2005, 4, 1-19 
See also Working Paper (2005)
- Monetary Policy and the Banking Sector in Chile
Emerging Markets Finance and Trade, 2005, 41, (3), 5-36 View citations (1)
- Risk management under extreme events
International Review of Financial Analysis, 2005, 14, (2), 113-148 View citations (22)
- The International CAPM and a Wavelet-Based Decomposition of Value at Risk
Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (4), 1-37 View citations (59)
See also Working Paper (2006)
- Time-Scale Decomposition of Price Transmission in International Markets
Emerging Markets Finance and Trade, 2005, 41, (4), 57-90 View citations (12)
See also Working Paper (2004)
2004
- Interest rate risk in an emerging economy
The Quarterly Review of Economics and Finance, 2004, 44, (5), 678-709
2003
- Extreme Value Theory and Value at Risk
Revista de Analisis Economico – Economic Analysis Review, 2003, 18, (1), 57-85 View citations (13)
See also Working Paper (2003)
- What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile
Journal of Financial Intermediation, 2003, 12, (4), 390-421 View citations (5)
2001
- A nonparametric approach to model the term structure of interest rates: The case of Chile
International Review of Financial Analysis, 2001, 10, (2), 99-122 View citations (3)
See also Working Paper (2001)
- Observable and unobservable determinants of replacement of home appliances
Energy Economics, 2001, 23, (3), 305-323 View citations (28)
2000
- Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes
The Review of Economics and Statistics, 2000, 82, (3), 452-461 View citations (7)
See also Working Paper (2000)
- Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?
Latin American Journal of Economics-formerly Cuadernos de Economía, 2000, 37, (111), 373-404 
See also Working Paper (2000)
1999
- Estructura de Tasas de Interés en Chile: La Vía No Paramétrica
Latin American Journal of Economics-formerly Cuadernos de Economía, 1999, 36, (109), 1005-1034
1993
- Los Costos de Despido: el Efecto de las Indemnizaciones por Años de Servicio
Latin American Journal of Economics-formerly Cuadernos de Economía, 1993, 30, (89), 77-110
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