Access Statistics for Viviana Fernandez

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Liquidity Premium Puzzle?: Evidence from Chile 3 9 25 261 23 50 176 1,272
A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile 2 4 12 143 4 7 28 371
Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case 1 2 7 18 7 26 84 148
Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case 4 7 34 285 10 30 250 1,512
Copula-based measures of dependence structure in assets returns 2 7 49 155 4 18 98 229
Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes 0 3 10 95 3 17 47 497
Detection of Breakpoints in Volatility 2 10 26 81 2 12 38 157
Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA 1 2 7 119 6 11 50 500
Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta 0 0 10 57 11 14 81 299
EXTREMAL DEPENDENCE IN EXCHANGE RATE MARKETS 0 0 2 28 1 3 13 121
Emerging Markets Variance Shocks: Local or International in Origin? 0 3 13 18 4 11 45 47
Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación? 1 3 12 188 7 28 108 916
Extremal Dependence in Exchange Markets 0 0 0 0 0 0 7 42
Extreme Value Theory and Value at Risk 2 6 20 101 4 14 61 253
Extreme Value Theory: Value at Risk and Returns Dependence Around the World 0 4 18 82 0 6 36 183
Forecasting crude oil and natural gas spot prices by classification methods 9 31 114 325 31 145 534 1,113
How Sensitive is Volatility to Exchange Rate Regimes? 1 4 13 45 6 11 38 134
Interest Rate Volatility and Nominalization 0 2 5 29 5 12 41 146
Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement 1 1 20 43 5 6 55 108
Portfolio management implications of volatility shifts: Evidence from simulated data 0 2 6 53 1 4 28 141
Portfolio management implications of volatility shifts: Evidence from simulated data 0 2 15 90 2 5 33 236
Spatial Linkages in International Financial Markets 1 5 20 43 3 11 47 97
Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts 0 3 13 79 3 14 83 334
Structural Breakpoints in Volatility in International Markets 1 4 18 81 1 5 30 178
The Credit Channel in an Emerging Economy 0 5 21 89 1 9 35 205
The Derivatives Markets in Latin America with an Emphasis on Chile 3 7 29 147 7 23 105 418
The International CAPM and a Wavelet-Based Decomposition of Value at Risk 5 7 18 142 15 23 74 420
The International CAPM and a wavelet-based decomposition of Value at Risk 0 2 19 131 4 14 72 344
The International CAPM and a wavelet-based decomposition of Value at Risk 1 2 30 128 6 9 76 330
The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war 1 2 9 34 2 13 48 107
Time-Scale Decomposition of Price Transmission in International Markets 0 1 9 46 4 7 35 127
Un análisis del mercado de cobertura de riesgo en Chile y el mundo 2 2 10 192 5 14 66 979
What Drives Capital Structure? Evidence from Chilean Panel Data 8 15 42 174 18 46 154 508
What Drives Replacement of Durable Goods at the Micro Level? 1 1 13 42 2 9 40 143
Total Working Papers 52 158 669 3,544 207 627 2,716 12,615


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A nonparametric approach to model the term structure of interest rates: The case of Chile 0 2 5 39 0 2 11 90
Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes 0 0 4 20 0 1 16 100
Does domestic cooperation lead to business-cycle convergence and financial linkages? 0 0 1 7 0 2 8 40
Emerging Derivatives Markets: The Case of Chile 1 1 11 23 3 5 29 65
Estructura de Tasas de Interés en Chile: La Vía No Paramétrica 1 2 7 13 4 8 24 57
Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación? 0 0 4 13 3 9 25 79
Extremal dependence in European capital markets 1 2 11 38 2 4 24 108
Extreme Value Theory and Value at Risk 27 68 254 809 50 146 524 1,651
Interest rate risk in an emerging economy 0 1 6 25 0 1 13 63
Los Costos de Despido: el Efecto de las Indemnizaciones por Años de Servicio 0 1 4 10 0 6 31 81
Monetary Policy and the Banking Sector in Chile 1 2 11 33 4 9 39 132
Observable and unobservable determinants of replacement of home appliances 0 1 4 18 0 2 7 61
Risk management under extreme events 2 2 9 74 2 4 18 133
Specification tests for a parsimonious random-effects model 0 1 4 12 0 1 10 53
Stock Market Turmoil: Worldwide Effects of Middle East Conflicts 1 2 11 21 3 10 71 117
The CAPM and value at risk at different time-scales 1 2 15 64 3 6 43 157
The International CAPM and a Wavelet-Based Decomposition of Value at Risk 0 5 17 57 2 14 39 194
The behavior of stock returns in the mining industry following the Iraq war 1 2 2 2 2 5 5 5
The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11 0 1 14 45 0 3 31 144
The war on terror and its impact on the long-term volatility of financial markets 0 0 7 22 3 4 26 63
Time-Scale Decomposition of Price Transmission in International Markets 0 0 4 18 3 4 23 86
Traditional versus novel forecasting techniques: how much do we gain? 1 6 24 24 2 8 43 44
Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry 0 2 10 25 1 4 22 51
What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile 2 4 9 65 2 4 33 191
Total Journal Articles 39 107 448 1,477 89 262 1,115 3,765


Statistics updated 2009-11-04