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Information about:
Viviana Fernandez

Personal Details | Affiliation | Works
This is information that was supplied by Viviana Fernandez in registering through RePEc. If you are Viviana Fernandez , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Viviana
Middle Name:
Last Name: Fernandez
Suffix:

RePEc Short-ID: pfe103

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Mining Center-College of Engineering Avda. Vicuna Mackenna 4860 Santiago-Chile
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Journal Pages
  3. Number of Journal Pages, Weighted by Number of Authors
  4. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  5. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Viviana Fernández & Brian M. Lucey, 2008. "Emerging Markets Variance Shocks: Local or International in Origin?," Documentos de Trabajo 251, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  2. Viviana Fernández, 2007. "The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war," Documentos de Trabajo 243, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  3. Viviana Fernández, 2007. "Spatial Linkages in International Financial Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp234, IIIS. [Downloadable!]

  4. Viviana Fernández, 2007. "Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement," Documentos de Trabajo 242, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  5. Viviana Fernandez & Brian M. Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," The Institute for International Integration Studies Discussion Paper Series iiisdp131, IIIS. [Downloadable!]
    Other versions:

  6. Viviana Fernández, 2006. "Forecasting crude oil and natural gas spot prices by classification methods," Documentos de Trabajo 229, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  7. Viviana Fernandez, 2006. "Copula-based measures of dependence structure in assets returns," Documentos de Trabajo 228, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  8. Viviana Fernández, 2005. "The International CAPM and a wavelet-based decomposition of Value at Risk," Documentos de Trabajo 203, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Other versions:
    Published as:

  9. Viviana Fernández, 2005. "What Drives Capital Structure? Evidence from Chilean Panel Data," Documentos de Trabajo 200, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  10. Viviana Fernandez & Ali M. Kutan, 2005. "Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA," William Davidson Institute Working Papers Series wp765, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    Other versions:

  11. Viviana Fernandez, 2005. "Structural Breakpoints in Volatility in International Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp076, IIIS. [Downloadable!]

  12. Viviana Fernandez, 2005. "Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts," Documentos de Trabajo 215, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Published as:

  13. Ignacio Velez-Pareja & Joseph Tham & Viviana Fernandez, 2005. "Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case," Finance 0504006, EconWPA. [Downloadable!]
    Other versions:

  14. Viviana Fernández, 2004. "The Credit Channel in an Emerging Economy," Documentos de Trabajo 175, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  15. Viviana Fernandez, 2004. "Detection of Breakpoints in Volatility," Documentos de Trabajo 194, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  16. Viviana Fernandez, 2004. "Time-Scale Decomposition of Price Transmission in International Markets," Documentos de Trabajo 189, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Published as:

  17. Viviana Fernandez, 2004. "Extremal Dependence In Exchange Rate Markets," Econometric Society 2004 Latin American Meetings 13, Econometric Society. [Downloadable!]

  18. Viviana Fernández, 2003. "Interest Rate Volatility and Nominalization," Documentos de Trabajo 153, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  19. Viviana Fernández, 2003. "Extreme Value Theory and Value at Risk," Documentos de Trabajo 154, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Published as:

  20. Viviana Fernández, 2003. "Extreme Value Theory: Value at Risk and Returns Dependence Around the World," Documentos de Trabajo 161, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  21. Viviana Fernández, 2003. "Extremal Dependence in Exchange Markets," Documentos de Trabajo 165, Centro de Economía Aplicada, Universidad de Chile.

  22. Viviana Fernández, 2002. "How Sensitive is Volatility to Exchange Rate Regimes?," Documentos de Trabajo 135, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  23. Viviana Fernández, 2002. "What Drives Replacement of Durable Goods at the Micro Level?," Documentos de Trabajo 122, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  24. Viviana Fernández, 2002. "The Derivatives Markets in Latin America with an Emphasis on Chile," Documentos de Trabajo 128, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  25. Viviana Fernández, 2001. "Un análisis del mercado de cobertura de riesgo en Chile y el mundo," Documentos de Trabajo 99, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  26. Viviana Fernández, 2001. "A Liquidity Premium Puzzle?: Evidence from Chile," Documentos de Trabajo 105, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  27. Viviana Fernández, 2001. "A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile," Documentos de Trabajo 97, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Published as:

  28. Viviana Fernandez, 2000. "Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes," Documentos de Trabajo 87, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Published as:

  29. Viviana Fernández, 2000. "Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación?," Documentos de Trabajo 89, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Published as:

Articles

  1. Fernandez, Viviana, 2009. "The behavior of stock returns in the mining industry following the Iraq war," Research in International Business and Finance, Elsevier, vol. 23(3), pages 274-292, September. [Downloadable!] (restricted)

  2. Viviana Fernandez, 2008. "Traditional versus novel forecasting techniques: how much do we gain?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 637-648. [Downloadable!]

  3. Fernandez, Viviana, 2008. "The war on terror and its impact on the long-term volatility of financial markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 1-26. [Downloadable!] (restricted)

  4. Viviana Fernandez, 2007. "Stock Market Turmoil: Worldwide Effects of Middle East Conflicts," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(3), pages 58-102, June. [Downloadable!] (restricted)
    Other versions:

  5. Fernandez, Viviana, 2007. "Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry," Resources Policy, Elsevier, vol. 32(1-2), pages 80-89. [Downloadable!] (restricted)

  6. Fernandez, Viviana, 2006. "The CAPM and value at risk at different time-scales," International Review of Financial Analysis, Elsevier, vol. 15(3), pages 203-219. [Downloadable!] (restricted)

  7. Fernandez, Viviana, 2006. "The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11," Economic Systems, Elsevier, vol. 30(1), pages 79-97, March. [Downloadable!] (restricted)

  8. Viviana Fernandez, 2006. "Specification tests for a parsimonious random-effects model," Applied Economics Letters, Taylor and Francis Journals, vol. 13(15), pages 1009-1012, December. [Downloadable!] (restricted)

  9. Fernandez, Viviana, 2006. "Does domestic cooperation lead to business-cycle convergence and financial linkages?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 369-396, July. [Downloadable!] (restricted)

  10. Viviana Fernandez, 2006. "Emerging Derivatives Markets: The Case of Chile," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 42(2), pages 63-92, April. [Downloadable!] (restricted)

  11. Viviana Fernández, 2006. "Extremal dependence in European capital markets," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 275-293, November. [Downloadable!] (restricted)

  12. Viviana Fernandez, 2005. "Monetary Policy and the Banking Sector in Chile," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 41(3), pages 5-36, May. [Downloadable!] (restricted)

  13. Fernandez, Viviana, 2005. "Risk management under extreme events," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 113-148. [Downloadable!] (restricted)

  14. Viviana Fernandez, 2005. "Time-Scale Decomposition of Price Transmission in International Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 41(4), pages 57-90, August. [Downloadable!] (restricted)
    Other versions:

  15. Viviana Fernandez, 2005. "The International CAPM and a Wavelet-Based Decomposition of Value at Risk," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 9(4), pages 1328-1328. [Downloadable!] (restricted)
    Other versions:

  16. Fernandez, Viviana, 2004. "Interest rate risk in an emerging economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(5), pages 678-709, December. [Downloadable!] (restricted)

  17. Viviana Fernandez, 2003. "Extreme Value Theory and Value at Risk," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 18(1), pages 57-85, June. [Downloadable!]
    Other versions:

  18. Fernandez, Viviana, 2003. "What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile," Journal of Financial Intermediation, Elsevier, vol. 12(4), pages 390-421, October. [Downloadable!] (restricted)

  19. Fernandez, Viviana P., 2001. "Observable and unobservable determinants of replacement of home appliances," Energy Economics, Elsevier, vol. 23(3), pages 305-323, May. [Downloadable!] (restricted)

  20. Fernandez, Viviana, 2001. "A nonparametric approach to model the term structure of interest rates: The case of Chile," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 99-122. [Downloadable!] (restricted)
    Other versions:

  21. Viviana P. Fernandez, 2000. "Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes," The Review of Economics and Statistics, MIT Press, vol. 82(3), pages 452-461, August. [Downloadable!] (restricted)
    Other versions:

  22. Viviana Fernández, 2000. "Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(111), pages 373-404. [Downloadable!]
    Other versions:

  23. Viviana Fernández, 1999. "Estructura de Tasas de Interés en Chile: La Vía No Paramétrica," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(109), pages 1005-1034. [Downloadable!]

  24. Fernando Coloma & Viviana Fernández, 1993. "Los Costos de Despido: el Efecto de las Indemnizaciones por Años de Servicio," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(89), pages 77-110. [Downloadable!]

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2005-04-16
  2. NEP-CFN: Corporate Finance (2) 2005-12-09 2005-12-09
  3. NEP-CMP: Computational Economics (4) 2006-05-27 2006-09-16 2007-04-21 2007-04-21
  4. NEP-CWA: Central & Western Asia (1) 2006-01-24
  5. NEP-ECM: Econometrics (2) 2007-04-21 2007-04-21
  6. NEP-ENE: Energy Economics (2) 2007-04-21 2008-01-05
  7. NEP-ETS: Econometric Time Series (1) 2006-01-24
  8. NEP-FIN: Finance (4) 2004-10-30 2006-05-20 2006-05-27 2006-09-16
  9. NEP-FMK: Financial Markets (6) 2006-01-24 2006-01-24 2006-05-20 2006-05-27 2006-09-16 2007-04-21 Author is listed
  10. NEP-FOR: Forecasting (1) 2007-04-21
  11. NEP-GEO: Economic Geography (1) 2007-12-08
  12. NEP-IFN: International Finance (3) 2002-05-03 2002-05-03 2004-10-30
  13. NEP-INT: International Trade (1) 2005-05-23
  14. NEP-LAB: Labour Economics (1) 2008-10-28
  15. NEP-LAM: Central & South America (1) 2005-12-09
  16. NEP-MAC: Macroeconomics (3) 2005-05-23 2005-12-09 2008-10-28
  17. NEP-PBE: Public Economics (1) 2005-04-16
  18. NEP-RMG: Risk Management (7) 2005-12-09 2006-01-24 2006-01-24 2006-05-20 2006-05-27 2006-09-16 2007-04-21 Author is listed
  19. NEP-SEA: South East Asia (5) 2005-12-09 2005-12-09 2006-01-24 2006-05-20 2008-01-05 Author is listed
  20. NEP-URE: Urban & Real Estate Economics (1) 2007-12-08
Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-11-6.

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