Viviana Fernandez : Citation Profile


Are you Viviana Fernandez?

Universidad Adolfo Ibáñez

12

H index

17

i10 index

454

Citations

RESEARCH PRODUCTION:

64

Articles

36

Papers

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 16
   Journals where Viviana Fernandez has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 25 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe103
   Updated: 2021-10-16    RAS profile: 2021-08-12    
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Relations with other researchers


Works with:

Hewa WELLALAGE, NIROSHA (2)

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)

Uddin, Gazi (8)

Rubaszek, Michał (8)

Tiwari, Aviral (7)

Baruník, Jozef (7)

Vacha, Lukas (7)

Gil-Alana, Luis (6)

Cites to:

Engle, Robert (21)

Gencay, Ramazan (19)

lucey, brian (18)

Tilton, John (13)

Inclan, Carla (12)

Harvey, David (11)

Poon, Ser-Huang (11)

Hall, Bronwyn (11)

Granger, Clive (11)

Shleifer, Andrei (10)

Diebold, Francis (10)

Main data


Where Viviana Fernandez has published?


Journals with more than one article published# docs
Resources Policy14
International Review of Financial Analysis12
Emerging Markets Finance and Trade8
Physica A: Statistical Mechanics and its Applications4
Latin American Journal of Economics-formerly Cuadernos de Economa3
Journal of Business Research2
Studies in Nonlinear Dynamics & Econometrics2
Energy Economics2
Journal of Futures Markets2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Centro de Economa Aplicada, Universidad de Chile25
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 (2021 and 2020)


YearTitle of citing document
2020Does green innovation affect the financial performance of Multilatinas? The moderating role of ISO 14001 and R&D investment. (2020). Caracuel, Javier Aguilera ; Duquegrisales, Eduardo ; Garciasanchez, Encarnacion ; Guerrerovillegas, Jaime ; Aguileracaracuel, Javier. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3286-3302.

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2020The role of the threshold effect for the dynamics of futures and spot prices of energy commodities. (2020). Uddin, Gazi ; Rubaszek, Michał ; Marek, Kwas ; Zuzanna, Karolak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:20:n:1.

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2021A region-specific raw material and lithium-ion battery criticality methodology with an assessment of NMC cathode technology. (2021). Leker, Jens ; Wentker, Marc ; Greenwood, Matthew. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008941.

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2021The influence of behavioral factors on SMES’ owners intention to adopt private finance. (2021). Kijkasiwat, Ploypailin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000204.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

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2021A model for calculating optimal credit guarantee fee for small and medium-sized enterprises. (2021). TAGHIZADEH-HESARY, Farhad ; Rasoulinezhad, Ehsan ; Fukuda, Lisa ; Yoshino, Naoyuki. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:361-373.

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2021Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model. (2021). Jin, Xiu ; Jiang, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:298-306.

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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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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2020The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. (2020). Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300529.

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2021Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security. (2021). Chen, Ying ; Liao, Jianhui ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000979.

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2020Optimal concession contracts for oil exploitation. (2020). Ventura, Marco ; Cerqueti, Roy. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520306133.

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2021Technological progress and metal resource consumption in the electricity industry—A cross-country panel threshold data analysis. (2021). Huang, Jianbai ; Zhong, Meirui ; He, Ruifang. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012275.

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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

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2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

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2020Institutional characteristics and the development of crowdfunding across countries. (2020). Buttice, Vincenzo ; di Pietro, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301873.

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2020CEOs market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity. (2020). Danso, Albert ; Lartey, Theophilus ; Owusu-Agyei, Samuel. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302258.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2020The impact of Chinas macroeconomic determinants on commodity prices. (2020). Li, Jie ; Du, Tianwen ; Zhang, Tianding. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319307019.

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2021Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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2020Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data. (2020). Graler, Benedikt ; Scherer, Matthias ; Huttner, Amelie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301631.

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2020Differentiation strategies in agribusiness – A configurational approach. (2020). Acua, Joseph ; Ciravegna, Luciano ; Brenes, Esteban R. In: Journal of Business Research. RePEc:eee:jbrese:v:119:y:2020:i:c:p:522-539.

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2021Institutions and venture capital market creation: The case of an emerging market. (2021). Matusik, Sharon F ; Mingo, Santiago ; Bustamante, Carla V. In: Journal of Business Research. RePEc:eee:jbrese:v:127:y:2021:i:c:p:1-12.

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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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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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2020Price spillovers between rare earth stocks and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308311.

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2020Granger causality transmission mechanism of steel product prices under multiple scales—The industrial chain perspective. (2020). Guo, Sui ; Li, Yang ; Feng, Sida ; Liu, Yanxin ; Qi, Yajie. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719308682.

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2020Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India. (2020). Tiwari, Aviral ; Padhan, Hemachandra ; Owusu Junior, Peterson ; Alagidede, Imhotep. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300878.

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2020Dynamics and correlation of platinum-group metals spot prices. (2020). Bao, Dun. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301975.

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2020Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

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2021Speculative incentives to hoard aluminum: Relationship between capital gains and inventories. (2021). Heo, Eunnyeong ; Kim, Jihyo . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309326.

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2021Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

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2021The dynamic effects of renewable-energy and fossil-fuel technological progress on metal consumption in the electric power industry. (2021). Huang, Jian-Bai ; Zhong, Mei-Rui ; He, Rui-Fang. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000027.

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2021Asymmetric connectedness and dynamic spillovers between renewable energy and rare earth markets in China: Evidence from firms’ high-frequency data. (2021). Chen, Yufeng ; Zhang, Yuquan ; Zheng, Biao. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000131.

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2021The ecology of regulatory change: The security and exchange commission’s modernization of oil and gas reserves reporting. (2021). Lefsrud, Lianne M ; Fox, Kenneth A. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100088x.

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2021Barriers and enablers of technology adoption in the mining industry. (2021). Wiewiora, Anna ; Ediriweera, Amali. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002026.

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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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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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2020Formal credit and innovation: Is there a uniform relationship across types of innovation?. (2020). Locke, Stuart ; Wellalage, Nirosha Hewa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:1-15.

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2021The determinants of R&D smoothing with asset sales: Evidence from R&D-intensive firms in China. (2021). Hou, Wenxuan ; He, Hongbo ; Li, Zhiyuan ; Liu, Duan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:76-93.

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2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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2021Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network. (2021). Chen, Jianming ; Li, Jianping ; Wang, Jun ; Sun, Xiaolei ; Liu, Chang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920302002.

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2021Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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2021Acceptance of digital investment solutions: The case of robo advisory in Germany. (2021). Seiler, Volker ; Fanenbruck, Katharina Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001112.

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2021Information communication technology and financial inclusion of innovative entrepreneurs. (2021). Hewa WELLALAGE, NIROSHA ; Locke, Stuart M ; Manita, Riadh ; Hunjra, Ahmed Imran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312427.

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2021.

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

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2020Conversion of Residential Heating Systems from Fossil Fuels to Biofuels: A Cross-Cultural Analysis. (2020). Crespo-Almendros, Esmeralda ; Muoz-Leiva, Francisco ; Londoo-Pulgarin, Diana A. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:19:p:5063-:d:420268.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Micha ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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2020Formal Finance Usage and Innovative SMEs: Evidence from ASEAN Countries. (2020). Gan, Christopher ; Joyo, Ahmed Shafique ; Hasan, Mudassar ; Arif, Muhammad ; Abidin, Sazali. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:222-:d:418011.

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2020Technology Acquisition and SMEs Performance, the Role of Innovation, Export and the Perception of Owner-Managers. (2020). Zoltan, Zeman ; Wasike, Christopher ; Mallinguh, Edmund. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:258-:d:436915.

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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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2020Machine Learning and Algorithmic Pairs Trading in Futures Markets. (2020). Lee, Jeong ; Oh, Seok Hee ; Glambosky, Mina ; Baek, Seungho. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6791-:d:402176.

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2020Small and Medium-Sized Enterprises (SMEs): The Engine of Economic Growth through Investments and Innovation. (2020). Gherghina, Åžtefan ; 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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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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2020Determinants of Stock Market Investors’ Behavior in COVID-19: A Study on the Pakistan Stock Exchange. (2020). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:4s9xe.

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2020Stock market comovements among Asian emerging economies: A wavelet-based approach. (2020). Joyo, Ahmed Shafique ; Basheer, Muhammad Farhan ; Longsheng, Cheng ; Younis, Ijaz. In: PLOS ONE. RePEc:plo:pone00:0240472.

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2020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102488.

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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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2021A method for evaluating the rank condition for CCE estimators. (2021). Sarafidis, Vasilis ; De Vos, Ignace ; Everaert, Gerdie. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1013.

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2021Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09539-7.

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2021Does bribery sand or grease the wheels of firm level innovation: evidence from Latin American countries. (2021). Thrikawala, Sujani ; Wellalage, Nirosha . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:3:d:10.1007_s00191-020-00717-0.

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2020Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators. (2020). tule, moses ; Salisu, Afees ; Chiemeke, Charles . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8.

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2020Leaning against the wind: low-price benchmarks for acting anticyclically in the metal markets. (2020). Buchholz, Peter ; Liedtke, Maren ; Bastian, Dennis ; Friedrich-W. Wellmer, ; Friedrich-W. Wellmer, . In: Mineral Economics. RePEc:spr:minecn:v:33:y:2020:i:1:d:10.1007_s13563-019-00199-y.

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2020Mineral scarcity on Earth: are Asteroids the answer. (2020). Lange, Ian ; Dahl, Carol ; Gilbert, Ben. In: Mineral Economics. RePEc:spr:minecn:v:33:y:2020:i:1:d:10.1007_s13563-020-00231-6.

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2020Innovation and R&D in Latin America and the Caribbean countries: a systematic literature review. (2020). Brito, Mozar Jose ; Dinali, Marco Tulio ; Leal, Cristina Lelis. In: Scientometrics. RePEc:spr:scient:v:125:y:2020:i:3:d:10.1007_s11192-020-03714-z.

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2021Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses. In: Working Papers. RePEc:tas:wpaper:37326.

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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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2020Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546.

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2021Political tension and stock markets in the Arabian Peninsula. (2021). Caporale, Guglielmo Maria ; Almaadid, Alanoud ; Spagnolo, Nicola. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:679-683.

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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
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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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
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