Working Paper |
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Abstract Views |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Liquidity Premium Puzzle?: Evidence from Chile |
0 |
0 |
0 |
349 |
0 |
0 |
2 |
1,712 |
A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
423 |
Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
57 |
Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case |
0 |
0 |
2 |
338 |
0 |
0 |
5 |
2,012 |
Copula-based measures of dependence structure in assets returns |
0 |
1 |
2 |
255 |
0 |
1 |
4 |
558 |
Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes |
0 |
0 |
1 |
125 |
1 |
2 |
5 |
660 |
Detection of Breakpoints in Volatility |
0 |
0 |
0 |
145 |
0 |
0 |
1 |
360 |
Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
624 |
Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta |
0 |
0 |
0 |
89 |
1 |
1 |
1 |
503 |
EXTREMAL DEPENDENCE IN EXCHANGE RATE MARKETS |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
165 |
Emerging Markets Variance Shocks: Local or International in Origin? |
0 |
0 |
0 |
68 |
1 |
1 |
1 |
211 |
Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación? |
0 |
0 |
1 |
229 |
0 |
0 |
2 |
1,258 |
Extremal Dependence in Exchange Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
62 |
Extreme Value Theory and Value at Risk |
0 |
0 |
1 |
156 |
0 |
0 |
2 |
441 |
Extreme Value Theory: Value at Risk and Returns Dependence Around the World |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
453 |
Forecasting crude oil and natural gas spot prices by classification methods |
0 |
0 |
3 |
557 |
0 |
0 |
7 |
1,966 |
How Sensitive is Volatility to Exchange Rate Regimes? |
0 |
0 |
1 |
60 |
0 |
1 |
2 |
195 |
Interest Rate Volatility and Nominalization |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
283 |
La Estructura de Tasas de Interés, Crecimiento e Inflación: Un Análisis para Chile |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
24 |
Los Costos de Despido: El Rol de las Indemnizaciones por A–os de Servicio |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement |
0 |
0 |
0 |
149 |
0 |
0 |
2 |
477 |
Portfolio management implications of volatility shifts: Evidence from simulated data |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
354 |
Portfolio management implications of volatility shifts: Evidence from simulated data |
0 |
0 |
0 |
74 |
0 |
1 |
2 |
262 |
Spatial Linkages in International Financial Markets |
0 |
0 |
1 |
137 |
2 |
2 |
3 |
439 |
Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts |
0 |
0 |
0 |
204 |
0 |
0 |
0 |
1,134 |
Structural Breakpoints in Volatility in International Markets |
0 |
0 |
0 |
131 |
0 |
1 |
1 |
346 |
The Credit Channel in an Emerging Economy |
1 |
1 |
1 |
126 |
1 |
1 |
1 |
356 |
The Derivatives Markets in Latin America with an Emphasis on Chile |
0 |
0 |
3 |
274 |
0 |
4 |
18 |
1,180 |
The International CAPM and a Wavelet-Based Decomposition of Value at Risk |
0 |
0 |
0 |
183 |
0 |
0 |
0 |
648 |
The International CAPM and a wavelet-based decomposition of Value at Risk |
0 |
0 |
0 |
169 |
0 |
1 |
1 |
528 |
The International CAPM and a wavelet-based decomposition of Value at Risk |
0 |
0 |
0 |
185 |
0 |
0 |
0 |
523 |
The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war |
0 |
0 |
1 |
54 |
0 |
0 |
1 |
249 |
Time-Scale Decomposition of Price Transmission in International Markets |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
225 |
Un análisis del mercado de cobertura de riesgo en Chile y el mundo |
0 |
0 |
1 |
213 |
0 |
0 |
1 |
1,120 |
What Drives Capital Structure? Evidence from Chilean Panel Data |
0 |
0 |
1 |
293 |
0 |
0 |
3 |
825 |
What Drives Replacement of Durable Goods at the Micro Level? |
0 |
0 |
1 |
86 |
0 |
0 |
1 |
301 |
Total Working Papers |
1 |
2 |
21 |
5,427 |
6 |
17 |
74 |
20,953 |