| 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 |
0 |
0 |
0 |
349 |
1 |
1 |
2 |
1,714 |
| A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile |
0 |
0 |
0 |
157 |
0 |
0 |
1 |
424 |
| Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case |
0 |
0 |
1 |
9 |
0 |
1 |
5 |
61 |
| Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case |
0 |
0 |
0 |
338 |
2 |
4 |
5 |
2,017 |
| Copula-based measures of dependence structure in assets returns |
0 |
0 |
1 |
255 |
4 |
4 |
9 |
566 |
| Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes |
0 |
0 |
0 |
125 |
1 |
2 |
5 |
663 |
| Detection of Breakpoints in Volatility |
0 |
0 |
1 |
146 |
1 |
1 |
2 |
362 |
| Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA |
0 |
0 |
0 |
147 |
2 |
2 |
4 |
628 |
| Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta |
0 |
0 |
0 |
89 |
0 |
1 |
3 |
505 |
| EXTREMAL DEPENDENCE IN EXCHANGE RATE MARKETS |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
166 |
| Emerging Markets Variance Shocks: Local or International in Origin? |
0 |
0 |
0 |
68 |
1 |
1 |
4 |
214 |
| Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación? |
0 |
0 |
0 |
229 |
0 |
1 |
2 |
1,260 |
| Extremal Dependence in Exchange Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
63 |
| Extreme Value Theory and Value at Risk |
0 |
1 |
1 |
157 |
0 |
1 |
2 |
443 |
| Extreme Value Theory: Value at Risk and Returns Dependence Around the World |
0 |
0 |
1 |
172 |
1 |
4 |
7 |
460 |
| Forecasting crude oil and natural gas spot prices by classification methods |
0 |
0 |
1 |
558 |
2 |
2 |
5 |
1,971 |
| How Sensitive is Volatility to Exchange Rate Regimes? |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
195 |
| Interest Rate Volatility and Nominalization |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
285 |
| La Estructura de Tasas de Interés, Crecimiento e Inflación: Un Análisis para Chile |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
24 |
| Los Costos de Despido: El Rol de las Indemnizaciones por A–os de Servicio |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
20 |
| Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement |
0 |
0 |
0 |
149 |
3 |
3 |
4 |
481 |
| Portfolio management implications of volatility shifts: Evidence from simulated data |
0 |
0 |
0 |
124 |
0 |
1 |
2 |
356 |
| Portfolio management implications of volatility shifts: Evidence from simulated data |
0 |
0 |
0 |
74 |
1 |
1 |
3 |
264 |
| Spatial Linkages in International Financial Markets |
0 |
0 |
0 |
137 |
0 |
1 |
5 |
442 |
| Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts |
0 |
0 |
0 |
204 |
1 |
3 |
3 |
1,137 |
| Structural Breakpoints in Volatility in International Markets |
0 |
1 |
1 |
132 |
2 |
3 |
4 |
349 |
| The Credit Channel in an Emerging Economy |
0 |
0 |
1 |
126 |
1 |
1 |
2 |
357 |
| The Derivatives Markets in Latin America with an Emphasis on Chile |
0 |
0 |
0 |
274 |
2 |
3 |
5 |
1,184 |
| The International CAPM and a Wavelet-Based Decomposition of Value at Risk |
0 |
0 |
0 |
183 |
4 |
5 |
6 |
654 |
| The International CAPM and a wavelet-based decomposition of Value at Risk |
0 |
0 |
0 |
169 |
1 |
1 |
2 |
529 |
| The International CAPM and a wavelet-based decomposition of Value at Risk |
0 |
0 |
0 |
185 |
0 |
1 |
2 |
525 |
| The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war |
0 |
0 |
0 |
54 |
4 |
5 |
7 |
256 |
| Time-Scale Decomposition of Price Transmission in International Markets |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
226 |
| Un análisis del mercado de cobertura de riesgo en Chile y el mundo |
0 |
0 |
0 |
213 |
2 |
3 |
5 |
1,125 |
| What Drives Capital Structure? Evidence from Chilean Panel Data |
0 |
0 |
0 |
293 |
1 |
3 |
4 |
829 |
| What Drives Replacement of Durable Goods at the Micro Level? |
0 |
0 |
0 |
86 |
1 |
1 |
2 |
303 |
| Total Working Papers |
0 |
2 |
8 |
5,433 |
39 |
63 |
119 |
21,058 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A historical perspective of the informational content of commodity futures |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
86 |
| A nonparametric approach to model the term structure of interest rates: The case of Chile |
0 |
0 |
0 |
54 |
0 |
2 |
4 |
131 |
| A postcard from the past: The behavior of U.S. stock markets during 1871–1938 |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
30 |
| A readily computable commodity price index: 1900–2016 |
0 |
1 |
4 |
34 |
0 |
2 |
8 |
82 |
| Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: The N-Period Case |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
151 |
| Alternative Estimators of Long-Range Dependence |
0 |
0 |
0 |
26 |
1 |
2 |
4 |
101 |
| Angel investments of small family business entrepreneurs: cross-country evidence |
0 |
1 |
1 |
1 |
1 |
7 |
11 |
11 |
| Are extractive ventures more socio-environmentally committed? |
0 |
0 |
0 |
2 |
1 |
3 |
3 |
10 |
| Assessing cycles of mine production and prices of industrial metals |
0 |
0 |
1 |
4 |
0 |
1 |
4 |
34 |
| Business perception of obstacles to innovate: Evidence from Chile with pseudo-panel data analysis |
1 |
3 |
3 |
11 |
1 |
3 |
6 |
31 |
| Capital, Digitalization, and Formality: Chilean Micro-Enterprises During COVID-19 |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
3 |
| Commodities and Macroeconomic Factors: Unconditional Volatility Measures |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
11 |
| Commodity futures and market efficiency: A fractional integrated approach |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
98 |
| Commodity price excess co-movement from a historical perspective: 1900–2010 |
0 |
0 |
1 |
23 |
1 |
2 |
5 |
122 |
| Commodity prices under the threat of operational disruptions: Labor strikes at copper mines |
1 |
2 |
7 |
10 |
3 |
6 |
14 |
21 |
| Copper mining in Chile and its regional employment linkages |
0 |
0 |
1 |
14 |
0 |
0 |
4 |
47 |
| Copula-based measures of dependence structure in assets returns |
0 |
0 |
0 |
8 |
1 |
1 |
4 |
61 |
| Corruption and innovation in private firms: Does gender matter? |
0 |
0 |
0 |
16 |
2 |
3 |
9 |
86 |
| Cross-country concentration and specialization of mining inventions |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
10 |
| Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes |
0 |
0 |
0 |
36 |
2 |
3 |
7 |
218 |
| Does domestic cooperation lead to business-cycle convergence and financial linkages? |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
83 |
| Emerging Derivatives Markets: The Case of Chile |
1 |
1 |
1 |
65 |
4 |
4 |
5 |
181 |
| Environmental assurance, gender, and access to finance: Evidence from SMEs |
0 |
2 |
3 |
12 |
3 |
5 |
9 |
29 |
| Environmental management: Implications for business performance, innovation, and financing |
0 |
0 |
2 |
12 |
0 |
3 |
7 |
37 |
| Estructura de Tasas de Interés en Chile: La Vía No Paramétrica |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
145 |
| Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación? |
0 |
0 |
0 |
51 |
0 |
2 |
2 |
193 |
| Exit decisions of women entrepreneurs in resource-constrained environments |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Extremal Dependence in European Capital Markets |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
| Extremal dependence in European capital markets |
0 |
0 |
0 |
70 |
1 |
4 |
4 |
304 |
| Extreme Value Theory and Value at Risk |
0 |
0 |
2 |
1,228 |
0 |
1 |
4 |
2,764 |
| Extreme-value dependence: An application to exchange rate markets |
0 |
0 |
0 |
8 |
1 |
2 |
2 |
26 |
| Family entrepreneurship around the world |
0 |
1 |
6 |
11 |
0 |
4 |
14 |
29 |
| Further evidence on the relationship between spot and futures prices |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
60 |
| Future directions in international financial integration research - A crowdsourced perspective |
0 |
0 |
1 |
31 |
1 |
4 |
9 |
178 |
| Futures markets and fundamentals of base metals |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
73 |
| Guest Editor’s Introduction |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
| Immigrants and the entrepreneurial process: cross-country evidence |
1 |
1 |
1 |
2 |
4 |
8 |
12 |
14 |
| Immigration and entrepreneurship: Is there a uniform relationship across countries? |
1 |
2 |
7 |
25 |
5 |
7 |
17 |
48 |
| Influence in commodity markets: Measuring co‐movement globally |
0 |
0 |
1 |
12 |
1 |
2 |
4 |
86 |
| Innovation and SME finance: Evidence from developing countries |
0 |
1 |
4 |
51 |
1 |
5 |
22 |
262 |
| Innovation in the global mining sector and the case of Chile |
0 |
0 |
1 |
11 |
0 |
1 |
7 |
43 |
| Innovative intensity in the mining industry: Evidence from patent families |
0 |
0 |
1 |
5 |
1 |
2 |
4 |
14 |
| Interest rate risk in an emerging economy |
0 |
0 |
0 |
37 |
1 |
4 |
4 |
104 |
| Linear and non-linear causality between price indices and commodity prices |
0 |
0 |
1 |
19 |
1 |
2 |
7 |
92 |
| Los Costos de Despido: el Efecto de las Indemnizaciones por Años de Servicio |
0 |
0 |
2 |
41 |
1 |
1 |
3 |
186 |
| Micro-angel investments of men and women: The role of institutions |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
7 |
| Mineral commodity consumption and intensity of use re-assessed |
2 |
2 |
4 |
35 |
4 |
4 |
7 |
141 |
| Monetary Policy and the Banking Sector in Chile |
1 |
1 |
1 |
61 |
2 |
2 |
2 |
222 |
| Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
22 |
| Observable and unobservable determinants of replacement of home appliances |
0 |
1 |
1 |
43 |
0 |
2 |
4 |
149 |
| Patenting trends in the mining industry |
1 |
2 |
3 |
14 |
1 |
2 |
5 |
45 |
| Portfolio management under sudden changes in volatility and heterogeneous investment horizons |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
48 |
| Price and income elasticity of demand for mineral commodities |
2 |
3 |
15 |
222 |
8 |
17 |
41 |
1,047 |
| Profitability of Chile's Defined-Contribution-Based Pension System During the Multifund Era |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
122 |
| Rare-earth elements market: A historical and financial perspective |
0 |
1 |
6 |
97 |
1 |
5 |
16 |
229 |
| Risk management under extreme events |
0 |
1 |
1 |
124 |
1 |
3 |
5 |
292 |
| Some facts on the platinum-group elements |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
134 |
| Spatial linkages in international financial markets |
0 |
0 |
1 |
63 |
1 |
1 |
6 |
204 |
| Specification tests for a parsimonious random-effects model |
0 |
0 |
0 |
22 |
0 |
2 |
2 |
188 |
| Spot and Futures Markets Linkages: Does Contango Differ from Backwardation? |
0 |
0 |
1 |
25 |
0 |
2 |
4 |
50 |
| Stock Market Turmoil: Worldwide Effects of Middle East Conflicts |
0 |
0 |
0 |
68 |
6 |
6 |
12 |
419 |
| Stock volatility and pension funds under an individual capitalization-based system |
0 |
1 |
2 |
29 |
0 |
3 |
4 |
77 |
| Strategic management in Latin America: Challenges in a changing world |
1 |
1 |
2 |
14 |
2 |
4 |
9 |
70 |
| Temporary employment and financial distress in times of crisis |
0 |
1 |
3 |
4 |
0 |
1 |
10 |
15 |
| The CAPM and value at risk at different time-scales |
0 |
0 |
2 |
119 |
1 |
1 |
3 |
361 |
| The Driving Factors of Firm Investment: Latin American Evidence |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
93 |
| The International CAPM and a Wavelet-Based Decomposition of Value at Risk |
0 |
0 |
0 |
101 |
2 |
4 |
4 |
449 |
| The behavior of stock returns in the mining industry following the Iraq war |
0 |
0 |
0 |
23 |
1 |
3 |
5 |
119 |
| The finance of innovation in Latin America |
0 |
0 |
0 |
27 |
0 |
0 |
6 |
148 |
| The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11 |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
256 |
| The predictive power of convenience yields |
0 |
1 |
5 |
12 |
3 |
4 |
9 |
40 |
| The role of trust and social commitment in start-up financing |
20 |
24 |
27 |
40 |
33 |
46 |
51 |
88 |
| The war on terror and its impact on the long-term volatility of financial markets |
0 |
0 |
0 |
70 |
2 |
3 |
4 |
197 |
| Time-Scale Decomposition of Price Transmission in International Markets |
0 |
0 |
0 |
31 |
2 |
4 |
4 |
159 |
| Traditional versus novel forecasting techniques: how much do we gain? |
0 |
0 |
1 |
61 |
0 |
2 |
5 |
208 |
| Trends in real commodity prices: How real is real? |
0 |
0 |
0 |
47 |
1 |
1 |
3 |
220 |
| Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry |
0 |
0 |
0 |
45 |
1 |
2 |
3 |
172 |
| What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile |
0 |
1 |
2 |
104 |
0 |
1 |
3 |
291 |
| Total Journal Articles |
33 |
56 |
130 |
3,798 |
118 |
241 |
485 |
12,590 |