Viviana Fernandez
Names
| first: |
Viviana |
| last: |
Fernandez |
Identifer
Contact
| postal address: |
Business School
Universidad Adolfo Ibáñez
Av. Diagonal Las Torres 2700 Office 512C
Peñalolen 7941169 Chile |
Affiliations
-
Universidad Adolfo Ibáñez
/ Escuela de Negocios
Research profile
author of:
- Alternative Estimators of Long-Range Dependence (RePEc:bpj:sndecm:v:15:y:2011:i:2:n:5)
by Fernandez Viviana - The International CAPM and a Wavelet-Based Decomposition of Value at Risk (RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4)
by Fernandez Viviana P - Extremal dependence in European capital markets (RePEc:cem:jaecon:v:9:y:2006:n:2:p:275-293)
by Viviana Fernández - Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case (RePEc:col:000463:001945)
by Ignacio Vélez-Pareja & Joseph Tham & Viviana Fernández - Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: The N-Period Case (RePEc:eac:articl:14/04)
by Ignacio Vélez-Pareja & Joseph Tham & Viviana Fernández - Extremal Dependence In Exchange Rate Markets (RePEc:ecm:latm04:13)
by Viviana Fernandez - A Liquidity Premium Puzzle?: Evidence from Chile (RePEc:edj:ceauch:105)
by Viviana Fernández - What Drives Replacement of Durable Goods at the Micro Level? (RePEc:edj:ceauch:122)
by Viviana Fernández - The Derivatives Markets in Latin America with an Emphasis on Chile (RePEc:edj:ceauch:128)
by Viviana Fernández - How Sensitive is Volatility to Exchange Rate Regimes? (RePEc:edj:ceauch:135)
by Viviana Fernández - Interest Rate Volatility and Nominalization (RePEc:edj:ceauch:153)
by Viviana Fernández - Extreme Value Theory and Value at Risk (RePEc:edj:ceauch:154)
by Viviana Fernández - Extreme Value Theory: Value at Risk and Returns Dependence Around the World (RePEc:edj:ceauch:161)
by Viviana Fernández - Extremal Dependence in Exchange Markets (RePEc:edj:ceauch:165)
by Viviana Fernández - The Credit Channel in an Emerging Economy (RePEc:edj:ceauch:175)
by Viviana Fernández - Time-Scale Decomposition of Price Transmission in International Markets (RePEc:edj:ceauch:189)
by Viviana Fernandez - Detection of Breakpoints in Volatility (RePEc:edj:ceauch:194)
by Viviana Fernandez - What Drives Capital Structure? Evidence from Chilean Panel Data (RePEc:edj:ceauch:200)
by Viviana Fernández - Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta (RePEc:edj:ceauch:202)
by Viviana Fernández & Ali M. Kutan - The International CAPM and a wavelet-based decomposition of Value at Risk (RePEc:edj:ceauch:203)
by Viviana Fernández - Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts (RePEc:edj:ceauch:215)
by Viviana Fernandez - Portfolio management implications of volatility shifts: Evidence from simulated data (RePEc:edj:ceauch:219)
by Viviana Fernandez & Brian M Lucey - Copula-based measures of dependence structure in assets returns (RePEc:edj:ceauch:228)
by Viviana Fernandez - Forecasting crude oil and natural gas spot prices by classification methods (RePEc:edj:ceauch:229)
by Viviana Fernández - Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement (RePEc:edj:ceauch:242)
by Viviana Fernández - The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war (RePEc:edj:ceauch:243)
by Viviana Fernández - Emerging Markets Variance Shocks: Local or International in Origin? (RePEc:edj:ceauch:251)
by Viviana Fernández & Brian M. Lucey - Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes (RePEc:edj:ceauch:87)
by Viviana Fernandez - Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación? (RePEc:edj:ceauch:89)
by Viviana Fernández - A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile (RePEc:edj:ceauch:97)
by Viviana Fernández - Un análisis del mercado de cobertura de riesgo en Chile y el mundo (RePEc:edj:ceauch:99)
by Viviana Fernández - The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11 (RePEc:eee:ecosys:v:30:y:2006:i:1:p:79-97)
by Fernandez, Viviana - Observable and unobservable determinants of replacement of home appliances (RePEc:eee:eneeco:v:23:y:2001:i:3:p:305-323)
by Fernandez, Viviana P. - Commodity price excess co-movement from a historical perspective: 1900–2010 (RePEc:eee:eneeco:v:49:y:2015:i:c:p:698-710)
by Fernandez, Viviana - A nonparametric approach to model the term structure of interest rates: The case of Chile (RePEc:eee:finana:v:10:y:2001:i:2:p:99-122)
by Fernandez, Viviana - Risk management under extreme events (RePEc:eee:finana:v:14:y:2005:i:2:p:113-148)
by Fernandez, Viviana - The CAPM and value at risk at different time-scales (RePEc:eee:finana:v:15:y:2006:i:3:p:203-219)
by Fernandez, Viviana - The war on terror and its impact on the long-term volatility of financial markets (RePEc:eee:finana:v:17:y:2008:i:1:p:1-26)
by Fernandez, Viviana - Futures markets and fundamentals of base metals (RePEc:eee:finana:v:45:y:2016:i:c:p:215-229)
by Fernandez, Viviana - Some facts on the platinum-group elements (RePEc:eee:finana:v:52:y:2017:i:c:p:333-347)
by Fernandez, Viviana - The finance of innovation in Latin America (RePEc:eee:finana:v:53:y:2017:i:c:p:37-47)
by Fernandez, Viviana - Future directions in international financial integration research - A crowdsourced perspective (RePEc:eee:finana:v:55:y:2018:i:c:p:35-49)
by Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana - Mineral commodity consumption and intensity of use re-assessed (RePEc:eee:finana:v:59:y:2018:i:c:p:1-18)
by Fernandez, Viviana - Innovation and SME finance: Evidence from developing countries (RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301644)
by Wellalage, Nirosha Hewa & Fernandez, Viviana - Corruption and innovation in private firms: Does gender matter? (RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301447)
by Wellalage, Nirosha Hewa & Fernandez, Viviana & Thrikawala, Sujani - The role of trust and social commitment in start-up financing (RePEc:eee:finana:v:75:y:2021:i:c:s105752192100065x)
by Fernandez, Viviana - Environmental assurance, gender, and access to finance: Evidence from SMEs (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002770)
by Zhang, Dengjun & Wellalage, Nirosha Hewa & Fernandez, Viviana - Family entrepreneurship around the world (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003241)
by Fernandez, Viviana - A readily computable commodity price index: 1900–2016 (RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304902)
by Fernandez, Viviana - Strategic management in Latin America: Challenges in a changing world (RePEc:eee:jbrese:v:105:y:2019:i:c:p:306-309)
by Bianchi, Constanza & Mingo, Santiago & Fernandez, Viviana - Stock volatility and pension funds under an individual capitalization-based system (RePEc:eee:jbrese:v:67:y:2014:i:4:p:536-541)
by Fernandez, Viviana - What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile (RePEc:eee:jfinin:v:12:y:2003:i:4:p:390-421)
by Fernandez, Viviana - Commodity prices under the threat of operational disruptions: Labor strikes at copper mines (RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000557)
by Fernandez, Viviana & Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Wagner, Rodrigo - Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry (RePEc:eee:jrpoli:v:32:y:2007:i:1-2:p:80-89)
by Fernandez, Viviana - Commodity futures and market efficiency: A fractional integrated approach (RePEc:eee:jrpoli:v:35:y:2010:i:4:p:276-282)
by Fernandez, Viviana - Trends in real commodity prices: How real is real? (RePEc:eee:jrpoli:v:37:y:2012:i:1:p:30-47)
by Fernandez, Viviana - Linear and non-linear causality between price indices and commodity prices (RePEc:eee:jrpoli:v:41:y:2014:i:c:p:40-51)
by Fernandez, Viviana - Influence in commodity markets: Measuring co‐movement globally (RePEc:eee:jrpoli:v:45:y:2015:i:c:p:151-164)
by Fernandez, Viviana - Further evidence on the relationship between spot and futures prices (RePEc:eee:jrpoli:v:49:y:2016:i:c:p:368-371)
by Fernandez, Viviana - A historical perspective of the informational content of commodity futures (RePEc:eee:jrpoli:v:51:y:2017:i:c:p:135-150)
by Fernandez, Viviana - Rare-earth elements market: A historical and financial perspective (RePEc:eee:jrpoli:v:53:y:2017:i:c:p:26-45)
by Fernandez, Viviana - Price and income elasticity of demand for mineral commodities (RePEc:eee:jrpoli:v:59:y:2018:i:c:p:160-183)
by Fernandez, Viviana - Assessing cycles of mine production and prices of industrial metals (RePEc:eee:jrpoli:v:63:y:2019:i:c:50)
by Fernandez, Viviana - The predictive power of convenience yields (RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305252)
by Fernandez, Viviana - Innovation in the global mining sector and the case of Chile (RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300374)
by Fernandez, Viviana - Copper mining in Chile and its regional employment linkages (RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420717303185)
by Fernandez, Viviana - Patenting trends in the mining industry (RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001057)
by Fernandez, Viviana - Are extractive ventures more socio-environmentally committed? (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002993)
by Fernandez, Viviana - Innovative intensity in the mining industry: Evidence from patent families (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002537)
by Fernandez, Viviana - Portfolio management under sudden changes in volatility and heterogeneous investment horizons (RePEc:eee:phsmap:v:375:y:2007:i:2:p:612-624)
by Fernandez, Viviana & Lucey, Brian M. - Extreme-value dependence: An application to exchange rate markets (RePEc:eee:phsmap:v:377:y:2007:i:2:p:583-589)
by Fernandez, Viviana - A postcard from the past: The behavior of U.S. stock markets during 1871–1938 (RePEc:eee:phsmap:v:386:y:2007:i:1:p:267-282)
by Fernandez, Viviana - Copula-based measures of dependence structure in assets returns (RePEc:eee:phsmap:v:387:y:2008:i:14:p:3615-3628)
by Fernandez, Viviana - Interest rate risk in an emerging economy (RePEc:eee:quaeco:v:44:y:2004:i:5:p:678-709)
by Fernandez, Viviana - Does domestic cooperation lead to business-cycle convergence and financial linkages? (RePEc:eee:quaeco:v:46:y:2006:i:3:p:369-396)
by Fernandez, Viviana - Immigration and entrepreneurship: Is there a uniform relationship across countries? (RePEc:eee:reveco:v:85:y:2023:i:c:p:270-285)
by Wellalage, Nirosha Hewa & Fernandez, Viviana & Bui, Trang - The behavior of stock returns in the mining industry following the Iraq war (RePEc:eee:riibaf:v:23:y:2009:i:3:p:274-292)
by Fernandez, Viviana - Business perception of obstacles to innovate: Evidence from Chile with pseudo-panel data analysis (RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001847)
by Ortiz, Rodrigo & Fernandez, Viviana - Environmental management: Implications for business performance, innovation, and financing (RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003213)
by Fernandez, Viviana - The International CAPM and a wavelet-based decomposition of Value at Risk (RePEc:iis:dispap:iiisdp075)
by Viviana Fernandez - Structural Breakpoints in Volatility in International Markets (RePEc:iis:dispap:iiisdp076)
by Viviana Fernandez - Portfolio management implications of volatility shifts: Evidence from simulated data (RePEc:iis:dispap:iiisdp131)
by Viviana Fernandez & Brian M. Lucey - Spatial Linkages in International Financial Markets (RePEc:iis:dispap:iiisdp234)
by Viviana Fernández - Extreme Value Theory and Value at Risk (RePEc:ila:anaeco:v:18:y:2003:i:1:p:57-85)
by Viviana Fernandez - Los Costos de Despido: el Efecto de las Indemnizaciones por Años de Servicio (RePEc:ioe:cuadec:v:30:y:1993:i:89:p:77-110)
by Fernando Coloma & Viviana Fernández - Estructura de Tasas de Interés en Chile: La Vía No Paramétrica (RePEc:ioe:cuadec:v:36:y:1999:i:109:p:1005-1034)
by Viviana Fernández - Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación? (RePEc:ioe:cuadec:v:37:y:2000:i:111:p:373-404)
by Viviana Fernández - Los Costos de Despido: El Rol de las Indemnizaciones por A–os de Servicio (RePEc:ioe:doctra:143)
by Fernando Coloma & Viviana Fernández - La Estructura de Tasas de Interés, Crecimiento e Inflación: Un Análisis para Chile (RePEc:ioe:doctra:190)
by Viviana Fernández - Traditional versus novel forecasting techniques: how much do we gain? (RePEc:jof:jforec:v:27:y:2008:i:7:p:637-648)
by Viviana Fernandez - Monetary Policy and the Banking Sector in Chile (RePEc:mes:emfitr:v:41:y:2005:i:3:p:5-36)
by Viviana Fernandez - Time-Scale Decomposition of Price Transmission in International Markets (RePEc:mes:emfitr:v:41:y:2005:i:4:p:57-90)
by Viviana Fernandez - Emerging Derivatives Markets: The Case of Chile (RePEc:mes:emfitr:v:42:y:2006:i:2:p:63-92)
by Viviana Fernandez - Stock Market Turmoil: Worldwide Effects of Middle East Conflicts (RePEc:mes:emfitr:v:43:y:2007:i:3:p:58-102)
by Viviana Fernandez - The Driving Factors of Firm Investment: Latin American Evidence (RePEc:mes:emfitr:v:47:y:2011:i:5:p:4-26)
by Viviana Fernandez - Profitability of Chile's Defined-Contribution-Based Pension System During the Multifund Era (RePEc:mes:emfitr:v:49:y:2013:i:5:p:4-25)
by Viviana Fernandez - Guest Editor’s Introduction (RePEc:mes:emfitr:v:50:y:2014:i:s5:p:4-5)
by Viviana Fernandez - Commodities and Macroeconomic Factors: Unconditional Volatility Measures (RePEc:mes:emfitr:v:50:y:2014:i:s5:p:87-109)
by Viviana Fernandez - The International CAPM and a Wavelet-Based Decomposition of Value at Risk (RePEc:nbr:nberwo:12233)
by Viviana Fernandez - Cross-country concentration and specialization of mining inventions (RePEc:spr:scient:v:126:y:2021:i:8:d:10.1007_s11192-021-04044-4)
by Viviana Fernandez - Specification tests for a parsimonious random-effects model (RePEc:taf:apeclt:v:13:y:2006:i:15:p:1009-1012)
by Viviana Fernandez - Spatial linkages in international financial markets (RePEc:taf:quantf:v:11:y:2011:i:2:p:237-245)
by Viviana Fernandez - Extremal Dependence in European Capital Markets (RePEc:taf:recsxx:v:9:y:2006:i:2:p:275-293)
by Viviana Fernandez - Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes (RePEc:tpr:restat:v:82:y:2000:i:3:p:452-461)
by Viviana P. Fernandez - Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA (RePEc:wdi:papers:2005-765)
by Viviana Fernandez & Ali M. Kutan - Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement (RePEc:wly:jfutmk:v:28:y:2008:i:2:p:182-207)
by Viviana Fernandez - Spot and Futures Markets Linkages: Does Contango Differ from Backwardation? (RePEc:wly:jfutmk:v:36:y:2016:i:4:p:375-396)
by Viviana Fernandez - Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case (RePEc:wpa:wuwpfi:0504006)
by Ignacio Velez-Pareja & Joseph Tham & Viviana Fernandez