Viviana Fernandez : Citation Profile


Are you Viviana Fernandez?

Universidad Adolfo Ibáñez

11

H index

14

i10 index

363

Citations

RESEARCH PRODUCTION:

56

Articles

26

Papers

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 13
   Journals where Viviana Fernandez has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 20 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe103
   Updated: 2020-08-01    RAS profile: 2020-04-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Viviana Fernandez.

Is cited by:

Rua, António (13)

GUPTA, RANGAN (11)

Masih, Abul (11)

lucey, brian (10)

Nunes, Luis (8)

Baruník, Jozef (7)

Vacha, Lukas (7)

Corbet, Shaen (6)

Gil-Alana, Luis (6)

Balcilar, Mehmet (6)

Tiwari, Aviral (5)

Cites to:

Engle, Robert (21)

lucey, brian (18)

Gencay, Ramazan (17)

Poon, Ser-Huang (11)

Tilton, John (11)

Hall, Bronwyn (10)

Inclan, Carla (10)

Granger, Clive (10)

Harvey, David (9)

Selcuk, Faruk (9)

Jacks, David (9)

Main data


Where Viviana Fernandez has published?


Journals with more than one article published# docs
Resources Policy11
International Review of Financial Analysis10
Emerging Markets Finance and Trade8
Physica A: Statistical Mechanics and its Applications4
Latin American Journal of Economics-formerly Cuadernos de Economa3
The Quarterly Review of Economics and Finance2
Journal of Futures Markets2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Business Research2
Energy Economics2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Centro de Economa Aplicada, Universidad de Chile15
The Institute for International Integration Studies Discussion Paper Series / IIIS4
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile.2

Recent works citing Viviana Fernandez (2020 and 2019)


YearTitle of citing document
2019Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328.

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2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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2018The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

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2018Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2017Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Chilean pension fund managers and corporate governance: The impact on corporate debt. (2019). López-Iturriaga, Félix ; san Martin, Pablo ; Lopez-Iturriaga, Felix ; Jara, Mauricio ; Tenderini, Giannina ; Saona, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:321-337.

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2019Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2018Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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2018Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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2019Wavelet-based option pricing: An empirical study. (2019). Liu, Xiaoquan ; Shen, Liya ; Ma, Chenghu ; Cao, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1132-1142.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017Technology invention and adoption in residential energy consumption. (2017). Palma, Alessandro ; Marin, Giovanni. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:85-98.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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2019Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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2018An empirical analysis on awareness and intention adoption of residential ground source heat pump systems in Greece. (2018). Karytsas, Spyridon . In: Energy Policy. RePEc:eee:enepol:v:123:y:2018:i:c:p:167-179.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019A review on IPO withdrawal. (2019). Helbing, Pia. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:200-208.

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2019Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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2017Real and complex wavelets in asset classification: An application to the US stock market. (2017). Bruzda, Joanna. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:115-125.

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2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran ; Ye, Wuyi ; Deschamps, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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2019Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?. (2019). Cifuentes, Arturo ; Vallado, Davi ; Pagnoncelli, Bernardo ; Gutierrez, Tomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:134-144.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2018Estimating the impact of Chinas export policy on tin prices: a mode decomposition counterfactual analysis method. (2018). Zhu, Yongguang ; Ali, Saleem Hassan ; Cheng, Jinhua ; Xu, Deyi. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:250-264.

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2018Resource tax on rare earths in China: Policy evolution and market responses. (2018). Ge, Jianping ; Lei, Yalin. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:291-297.

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2019Kondratiev long cycles in metal commodity prices. (2019). Kumral, Mustafa ; Maraon, Matias. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:21-28.

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2019A hedonic model of import steel prices: Is the EU market integrated?. (2019). Buscaglia, Daniela ; Cerasa, Andrea. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:241-249.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019Time-varying effects of international copper price shocks on Chinas producer price index. (2019). Hu, Chunyan ; Zhao, Cong ; Wen, Fenghua. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:507-514.

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2019Modeling steel supply and demand functions using logarithmic multiple regression analysis (case study: Steel industry in Iran). (2019). Hafezalkotob, Ashkan ; Khalili-Damghani, Kaveh ; Mehmanpazir, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:29.

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2020Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718306950.

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2020Testing for multiple bubbles in the copper price: Periodically collapsing behavior. (2020). Wang, Xiao-Qing ; Su, Chi-Wei ; Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Zhu, Haotian. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719301825.

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2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. (2020). Rubaszek, Michał ; Kwas, Marek ; Karolak, Zuzanna. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379.

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2019Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2018Cross-correlations and influence in world gold markets. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:504-512.

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2018SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test. (2018). Ruan, Qingsong ; Yang, Haiquan ; Lv, Dayong ; Zhang, Manqian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1009-1022.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters. (2019). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313445.

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2020Spatial pricing with multiple risk transmission channels and specific factors. (2020). Yuan, Ying ; Zhuang, Xintian ; Jin, Xiu ; Chen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119321636.

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2017Dependence structure and portfolio risk in Indian foreign exchange market: A GARCH-EVT-Copula approach. (2017). Karmakar, Madhusudan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:275-291.

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2018Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

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2019Factors affecting willingness to adopt and willingness to pay for a residential hybrid system that provides heating/cooling and domestic hot water. (2019). Polyzou, Olympia ; Karytsas, Spyridon. In: Renewable Energy. RePEc:eee:renene:v:142:y:2019:i:c:p:591-603.

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2018Material bottlenecks in the future development of green technologies. (2018). Valero, Alicia ; Ortego, Abel ; Calvo, Guiomar. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:93:y:2018:i:c:p:178-200.

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2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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2020Dependency, centrality and dynamic networks for international commodity futures prices. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Wan-Li ; Wu, Fei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:118-132.

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2018Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

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2018The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-34.pdf.

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2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach. (2020). Hamori, Shigeyuki ; Yang, LU. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3700-:d:386267.

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2018Cross Hedging Stock Sector Risk with Index Futures by Considering the Global Equity Systematic Risk. (2018). Hsu, Wen-Chung ; Lee, Hsiang-Tai . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:44-:d:141779.

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2019Heavy Metals: Might as Well Jump. (2019). Wilmot, Neil. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:33-:d:240663.

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2020Innovation and Firm Performance: The Moderating and Mediating Roles of Firm Size and Small and Medium Enterprise Finance. (2020). Phuensane, Pongsutti ; Kijkasiwat, Ploypailin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:97-:d:358892.

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2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

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2019What Happens after the Rare Earth Crisis: A Systematic Literature Review. (2019). Zheng, Biao ; Chen, Yufeng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1288-:d:210047.

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2020Small and Medium-Sized Enterprises (SMEs): The Engine of Economic Growth through Investments and Innovation. (2020). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta ; Hosszu, Alexandra ; Botezatu, Mihai Alexandru . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:347-:d:304141.

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2020Path Analysis of Beijing’s Dematerialization Development Based on System Dynamics. (2020). Shan, Shuo ; Dai, Tiejun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:829-:d:312077.

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2020Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods. (2020). Just, Magorzata ; Uczak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2571-:d:336499.

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2019Challenging pollution and the balance problem from rare earth extraction: How recycling and environmental taxation matter. (2019). Motel Combes, Pascale ; Schwartz, Sonia ; Ba, Bocar Samba. In: Working Papers. RePEc:hal:wpaper:halshs-02065976.

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2019Análisis comparativo de las metodologías de estimación semiparamétricas y vía cópulas del Valor en Riesgo (VaR) en el mercado accionario colombiano. (2019). Chaves, Javier Deaza ; Pineda-Rios, Wilmer ; Alba, Miguel Antonio. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:279-307.

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2020Elasticity of Market Demand between Modes of Transport in Vietnam by Price and Income. (2020). Tran, Khoa ; Nguyen, Hai Quang. In: Journal of Economic Development. RePEc:jed:journl:v:45:y:2020:i:1:p:83-96.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2017Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk. (2017). Karmakar, Madhusudan ; Paul, Samit. In: Multinational Finance Journal. RePEc:mfj:journl:v:21:y:2017:i:4:p:247-283.

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2017A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. (2017). Li, Longqing. In: MPRA Paper. RePEc:pra:mprapa:85645.

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2019The economic cost of terrorism and natural disasters: A deeper analysis of the financial market markets of Pakistan. (2019). Mehmood, Arshad Mehmood ; Ul, Najam. In: MPRA Paper. RePEc:pra:mprapa:92278.

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2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816.

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2020Financial Integration and Economic Growth: Should Asia Emulate Europe?. (2020). Ab-Rahim, Rossazana ; Selvarajan, Sonia Kumari. In: Journal of Economic Integration. RePEc:ris:integr:0796.

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2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

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2018Beta through the prism of wavelets. (2018). Shah, Aasif ; Farooq, Qaiser ; Tali, Arif. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0102-4.

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2018Are standard asset pricing factors long-range dependent?. (2018). Auer, Benjamin Rainer. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9385-y.

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2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

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2019Modeling the impulse response complex network for studying the fluctuation transmission of price indices. (2019). Wen, Shaobo ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Feng, Sida. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0231-x.

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2020The Role of Income and Substitution in Commodity Demand. (2020). Kabundi, Alain ; Oliver, Peter Stephen ; Baffes, John. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9122.

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2019Hedging performance of multiscale hedge ratios. (2019). Alexandridis, Antonios K ; Sultan, Jahangir ; Guo, Xuxi ; Hasan, Mohammad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1613-1632.

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2019The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:818-837.

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2018Does Interval Knowledge Sharpen Forecasting Models? Evidence from China’s Typical Ports. (2018). Huang, Anqiang ; Zhang, Zhenji ; Wang, Shouyang ; Qiao, Han ; Lai, Kin Keung. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:17:y:2018:i:02:n:s0219622017500456.

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Works by Viviana Fernandez:


YearTitleTypeCited
2011Alternative Estimators of Long-Range Dependence In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2005The International CAPM and a Wavelet-Based Decomposition of Value at Risk In: Studies in Nonlinear Dynamics & Econometrics.
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article39
2005The International CAPM and a wavelet-based decomposition of Value at Risk.(2005) In: Documentos de Trabajo.
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This paper has another version. Agregated cites: 39
paper
2005The International CAPM and a wavelet-based decomposition of Value at Risk.(2005) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2006The International CAPM and a Wavelet-Based Decomposition of Value at Risk.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 39
paper
2006Extremal dependence in European capital markets In: Journal of Applied Economics.
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article1
2005Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case In: Proyecciones Financieras y Valoración.
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paper0
2005Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: The N-Period Case.(2005) In: Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016).
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This paper has another version. Agregated cites: 0
article
2005Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case.(2005) In: Finance.
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This paper has another version. Agregated cites: 0
paper
2004EXTREMAL DEPENDENCE IN EXCHANGE RATE MARKETS In: Econometric Society 2004 Latin American Meetings.
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paper0
2001A Liquidity Premium Puzzle?: Evidence from Chile In: Documentos de Trabajo.
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paper0
2002How Sensitive is Volatility to Exchange Rate Regimes? In: Documentos de Trabajo.
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paper2
2003Interest Rate Volatility and Nominalization In: Documentos de Trabajo.
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paper0
2003Extreme Value Theory and Value at Risk In: Documentos de Trabajo.
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paper7
2003Extreme Value Theory and Value at Risk.(2003) In: Revista de Analisis Economico – Economic Analysis Review.
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This paper has another version. Agregated cites: 7
article
2003Extreme Value Theory: Value at Risk and Returns Dependence Around the World In: Documentos de Trabajo.
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paper3
2003Extremal Dependence in Exchange Markets In: Documentos de Trabajo.
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paper0
2004Time-Scale Decomposition of Price Transmission in International Markets In: Documentos de Trabajo.
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paper13
2005Time-Scale Decomposition of Price Transmission in International Markets.(2005) In: Emerging Markets Finance and Trade.
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This paper has another version. Agregated cites: 13
article
2005What Drives Capital Structure? Evidence from Chilean Panel Data In: Documentos de Trabajo.
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paper0
2005Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper9
2007Stock Market Turmoil: Worldwide Effects of Middle East Conflicts.(2007) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2006Portfolio management implications of volatility shifts: Evidence from simulated data In: Documentos de Trabajo.
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paper1
2006Portfolio management implications of volatility shifts: Evidence from simulated data.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2007Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement In: Documentos de Trabajo.
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paper16
2008Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement.(2008) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 16
article
2000Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación? In: Documentos de Trabajo.
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paper2
2000Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?.(2000) In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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This paper has another version. Agregated cites: 2
article
2001A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile In: Documentos de Trabajo.
[Citation analysis]
paper3
2001A nonparametric approach to model the term structure of interest rates: The case of Chile.(2001) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 3
article
2001Un análisis del mercado de cobertura de riesgo en Chile y el mundo In: Documentos de Trabajo.
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paper0
2006The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11 In: Economic Systems.
[Full Text][Citation analysis]
article17
2001Observable and unobservable determinants of replacement of home appliances In: Energy Economics.
[Full Text][Citation analysis]
article24
2015Commodity price excess co-movement from a historical perspective: 1900–2010 In: Energy Economics.
[Full Text][Citation analysis]
article2
2005Risk management under extreme events In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article14
2006The CAPM and value at risk at different time-scales In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article36
2008The war on terror and its impact on the long-term volatility of financial markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article15
2016Futures markets and fundamentals of base metals In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2017Some facts on the platinum-group elements In: International Review of Financial Analysis.
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article4
2017The finance of innovation in Latin America In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article11
2018Mineral commodity consumption and intensity of use re-assessed In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2019Innovation and SME finance: Evidence from developing countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2019Strategic management in Latin America: Challenges in a changing world In: Journal of Business Research.
[Full Text][Citation analysis]
article0
2014Stock volatility and pension funds under an individual capitalization-based system In: Journal of Business Research.
[Full Text][Citation analysis]
article3
2003What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile In: Journal of Financial Intermediation.
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article5
2007Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry In: Resources Policy.
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article8
2010Commodity futures and market efficiency: A fractional integrated approach In: Resources Policy.
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article14
2012Trends in real commodity prices: How real is real? In: Resources Policy.
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article9
2014Linear and non-linear causality between price indices and commodity prices In: Resources Policy.
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article11
2015Influence in commodity markets: Measuring co‐movement globally In: Resources Policy.
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article9
2016Further evidence on the relationship between spot and futures prices In: Resources Policy.
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article1
2017A historical perspective of the informational content of commodity futures In: Resources Policy.
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article2
2017Rare-earth elements market: A historical and financial perspective In: Resources Policy.
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article5
2018Price and income elasticity of demand for mineral commodities In: Resources Policy.
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article2
2019Assessing cycles of mine production and prices of industrial metals In: Resources Policy.
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article1
2020The predictive power of convenience yields In: Resources Policy.
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article0
2007Portfolio management under sudden changes in volatility and heterogeneous investment horizons In: Physica A: Statistical Mechanics and its Applications.
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article10
2007Extreme-value dependence: An application to exchange rate markets In: Physica A: Statistical Mechanics and its Applications.
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article0
2007A postcard from the past: The behavior of U.S. stock markets during 1871–1938 In: Physica A: Statistical Mechanics and its Applications.
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article0
2008Copula-based measures of dependence structure in assets returns In: Physica A: Statistical Mechanics and its Applications.
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article10
2004Interest rate risk in an emerging economy In: The Quarterly Review of Economics and Finance.
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article0
2006Does domestic cooperation lead to business-cycle convergence and financial linkages? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2009The behavior of stock returns in the mining industry following the Iraq war In: Research in International Business and Finance.
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article2
2005Structural Breakpoints in Volatility in International Markets In: The Institute for International Integration Studies Discussion Paper Series.
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paper3
2007Spatial Linkages in International Financial Markets In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper19
2011Spatial linkages in international financial markets.(2011) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
1993Los Costos de Despido: el Efecto de las Indemnizaciones por Años de Servicio In: Latin American Journal of Economics-formerly Cuadernos de Economía.
[Full Text][Citation analysis]
article0
1999Estructura de Tasas de Interés en Chile: La Vía No Paramétrica In: Latin American Journal of Economics-formerly Cuadernos de Economía.
[Full Text][Citation analysis]
article0
Los Costos de Despido: El Rol de las Indemnizaciones por A–os de Servicio In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper0
La Estructura de Tasas de Interés, Crecimiento e Inflación: Un Análisis para Chile In: Documentos de Trabajo.
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paper0
2008Traditional versus novel forecasting techniques: how much do we gain? In: Journal of Forecasting.
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article5
2005Monetary Policy and the Banking Sector in Chile In: Emerging Markets Finance and Trade.
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article1
2006Emerging Derivatives Markets: The Case of Chile In: Emerging Markets Finance and Trade.
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article3
2011The Driving Factors of Firm Investment: Latin American Evidence In: Emerging Markets Finance and Trade.
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article0
2013Profitability of Chiles Defined-Contribution-Based Pension System During the Multifund Era In: Emerging Markets Finance and Trade.
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article2
2014Guest Editor’s Introduction In: Emerging Markets Finance and Trade.
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article0
2014Commodities and Macroeconomic Factors: Unconditional Volatility Measures In: Emerging Markets Finance and Trade.
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article0
2006Specification tests for a parsimonious random-effects model In: Applied Economics Letters.
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article0
2000Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes In: The Review of Economics and Statistics.
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article4
2005Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA In: William Davidson Institute Working Papers Series.
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paper2
2016Spot and Futures Markets Linkages: Does Contango Differ from Backwardation? In: Journal of Futures Markets.
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