16
H index
26
i10 index
749
Citations
Universidad Adolfo Ibáñez | 16 H index 26 i10 index 749 Citations RESEARCH PRODUCTION: 76 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Documentos de Trabajo / Centro de Economa Aplicada, Universidad de Chile | 25 |
The Institute for International Integration Studies Discussion Paper Series / IIIS | 4 |
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile. | 2 |
Year | Title of citing document |
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2024 | Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance. (2024). Huang, Chun-Sung ; Gawronsky, Marcus. In: Papers. RePEc:arx:papers:2410.23447. Full description at Econpapers || Download paper |
2025 | Advanced Digital Simulation for Financial Market Dynamics: A Case of Commodity Futures. (2025). Jiang, Changjun ; Zeng, Shirong ; Wang, Chuwen. In: Papers. RePEc:arx:papers:2503.20787. Full description at Econpapers || Download paper |
2024 | The Loan Puzzle in Mexico. (2024). Colunga, Luis Fernando. In: Working Papers. RePEc:bdm:wpaper:2024-15. Full description at Econpapers || Download paper |
2024 | A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438. Full description at Econpapers || Download paper |
2024 | Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Aziz, Aulia Luqman ; Pradipta, Indry Aristianto ; Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58. Full description at Econpapers || Download paper |
2024 | Government innovation awards, innovation funds acquisition and enterprise innovation. (2024). Li, Yunjian ; Huang, Xiaojun ; Chen, Jiawen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:846-864. Full description at Econpapers || Download paper |
2024 | Circular economy intentions in the fruit and vegetable sector of Central Ecuador. (2024). Dries, Liesbeth ; Moreno-Miranda, Carlos. In: Ecological Economics. RePEc:eee:ecolec:v:219:y:2024:i:c:s0921800923003191. Full description at Econpapers || Download paper |
2024 | The impact of cultural orientation towards secrecy on innovation. (2024). Machokoto, Michael. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005359. Full description at Econpapers || Download paper |
2024 | The impact of borrowing concentration on innovation: When is one not just enough?. (2024). Machokoto, Michael ; Omotilewa, Oluwatoba James. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s016517652400096x. Full description at Econpapers || Download paper |
2024 | An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239. Full description at Econpapers || Download paper |
2024 | Carbon border adjustment mechanism, carbon pricing, and within-sector shifts: A partial equilibrium approach to Vietnams steel sector. (2024). Ha, Thi ; Do, Thang Nam ; Ho, Quoc Anh ; Chu, Long ; Dang, Khoi. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524003136. Full description at Econpapers || Download paper |
2024 | Has there been a change in Chinese consumers’ willingness to pay for carbon labels?. (2024). Lin, Boqiang ; Yang, Mengqi. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022655. Full description at Econpapers || Download paper |
2024 | Loose monetary policy and corporate NPD R&D innovation. (2024). Hou, Yufei ; Su, Wen ; Dong, Tianyu ; Meng, Lingxing. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000188. Full description at Econpapers || Download paper |
2024 | Does social trust affect firms ESG performance?. (2024). Wang, Yansen ; Zhu, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000851. Full description at Econpapers || Download paper |
2024 | Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710. Full description at Econpapers || Download paper |
2024 | Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Deng, Yuanyue ; Li, Sijing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248. Full description at Econpapers || Download paper |
2024 | Corporate ESG Performance and Stock Pledge Risk. (2024). Li, Tianyu ; Jing, Kun ; Bai, Keke. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012497. Full description at Econpapers || Download paper |
2024 | Technological innovation strategies of information and communication technology enterprises: A comparative study of China, US, and Europe. (2024). Wang, Zhiru ; Zhang, Zenglian ; Deng, Wenyueyang ; Li, Ming. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000539. Full description at Econpapers || Download paper |
2024 | The impact of investor interest protection on corporate innovation efficiency. (2024). Shen, Yuanyuan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001363. Full description at Econpapers || Download paper |
2024 | Robo-advisors: A systematic literature review. (2024). Chiappini, Helen ; Cardillo, Giovanni. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001491. Full description at Econpapers || Download paper |
2024 | Independent directors’ duty performance and corporate green innovation. (2024). Wang, Xizhe ; Ye, Xinhai ; Liang, Jinma. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002617. Full description at Econpapers || Download paper |
2024 | Social trust, green finance, and enterprise innovation. (2024). Jiang, Kailin ; Ma, Jing ; Zan, Haocheng. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004161. Full description at Econpapers || Download paper |
2024 | Financial mismatch and corporate litigation risk. (2024). Li, Zhi ; Wang, Miao ; Zhang, Hua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008559. Full description at Econpapers || Download paper |
2024 | Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309. Full description at Econpapers || Download paper |
2024 | Social trust and household financial decision-making: An empirical study based on the usage of household financial technology. (2024). Yang, Xuelin ; Wang, Peng Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013230. Full description at Econpapers || Download paper |
2024 | Analysis of the alleviating effect of accounts receivable pledge financing on financing constraints. (2024). Pan, Xingchen ; Hou, Wenjia ; Duan, Mingchen ; Li, Chunyan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013400. Full description at Econpapers || Download paper |
2024 | Digital finance, financial flexibility and corporate green innovation. (2024). Gao, Lihui ; Liu, Shuai ; Chen, Mengzhu. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013424. Full description at Econpapers || Download paper |
2024 | The impact of experience on the agglomeration of cross-border investments within a region: The case of private equity in emerging markets. (2024). Morales, Francisco ; Mingo, Santiago ; Ciravegna, Luciano. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:2:s0969593123001312. Full description at Econpapers || Download paper |
2024 | More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19. Full description at Econpapers || Download paper |
2024 | Trade liberalization and entrepreneurship: Evidence from China’s WTO accession. (2024). Wang, Qin ; Qin, NI ; Kong, Dongmin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001426. Full description at Econpapers || Download paper |
2024 | Resourceful futures: Integrating responsible mining and green education for sustainable development in developing and emerging economies. (2024). Xiao, Zunlan ; Jia, Ruoya ; Josephine, Mary. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010887. Full description at Econpapers || Download paper |
2024 | Synergistic dynamics unveiled: Interplay between rare earth prices, clean energy innovations, and tech companies market resilience amidst the Covid-19 pandemic and Russia-Ukraine conflict. (2024). Islam, Md. Monirul ; Yang, Xiaoming ; Vasa, Laszlo ; Mentel, Grzegorz ; Ahmad, Ashfaq. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013260. Full description at Econpapers || Download paper |
2024 | Beyond closure: A literature review and research agenda for post-mining transitions. (2024). McKenzie, Fiona Haslam ; Brereton, David ; Williams, Caroline ; Maybee, Bryan ; Littleboy, Anna ; Measham, Thomas ; Samper, Agnes ; Rey, Rebecca ; Walker, Jim ; D'Urso, Jillian ; Kirby, Jason ; Boggs, Guy. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002265. Full description at Econpapers || Download paper |
2024 | Tail risks of energy transition metal prices for commodity prices. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004240. Full description at Econpapers || Download paper |
2024 | A relay race or an ironman? A systematic review of the literature on innovation in the mining sector. (2024). Halilem, Norrin ; Gagnon, Jonathan ; Bouchard, Jocelyn. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s030142072400730x. Full description at Econpapers || Download paper |
2024 | Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392. Full description at Econpapers || Download paper |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper |
2024 | Can geopolitical risks impact the long-run correlation between crude oil and clean energy markets? Evidence from a regime-switching analysis. (2024). Chen, Zhuoyi ; Liu, Yuanyuan ; Zhang, Hongwei. In: Renewable Energy. RePEc:eee:renene:v:229:y:2024:i:c:s0960148124008425. Full description at Econpapers || Download paper |
2024 | The bright side of social trust and entrepreneurial finance. (2024). Maung, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:778-795. Full description at Econpapers || Download paper |
2024 | Global evidence on the Russia–Ukraine conflict and energy stock returns. (2024). Zhu, Rong ; Onur, Ilke ; Kakhkharov, Jakhongir ; Yalcin, Erkan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:413-435. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Just, Magorzata ; Echaust, Krzysztof. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x. Full description at Econpapers || Download paper |
2024 | Does gender matter in financing SMEs in green industry?. (2024). Pisani, Raoul ; Arcuri, Maria Cristina ; di Tommaso, Caterina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400014x. Full description at Econpapers || Download paper |
2024 | Sustainability and bank credit access: New evidence from Italian SMEs. (2024). Labini, Stefania Sylos ; Galletta, Simona ; Dapolito, Elisabetta ; Iannuzzi, Antonia Patrizia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000345. Full description at Econpapers || Download paper |
2024 | US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Bai, Zhihong ; Pan, Zhigang ; Xing, Xiaochao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370. Full description at Econpapers || Download paper |
2024 | Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666. Full description at Econpapers || Download paper |
2024 | Beyond funding: The moderating role of firms R&D human capital on government support and venture capital for regional innovation in China. (2024). Edeh, Jude ; Prevot, Frederic. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001471. Full description at Econpapers || Download paper |
2024 | The impact of urban green business environment on FDI quality and its driving mechanism: Evidence from China. (2024). Li, Xiuqing ; Xiao, Liming. In: World Development. RePEc:eee:wdevel:v:175:y:2024:i:c:s0305750x23003121. Full description at Econpapers || Download paper |
2024 | Price Index: Agricultural Commodities in Ethiopia. (2024). Dinku, Tirngo. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:14:y:2024:i:4:p:99-118. Full description at Econpapers || Download paper |
2024 | The Role of Clean Coal Technologies in the Development of Renewable Energy Sources. (2024). Joostberens, Jarosaw ; Rybak, Aurelia. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2892-:d:1413781. Full description at Econpapers || Download paper |
2024 | Unveiling the Circular Behavior of Product Appreciation: An Exploratory Study. (2024). Choe, Pilsung. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:10063-:d:1523845. Full description at Econpapers || Download paper |
2024 | ASSESSING AND MITIGATING THE IMPACT OF GEOPOLITICAL RISK UNCERTAINTY ON THE INDIAN FINANCIAL SECTOR: A POLICY PERSPECTIVE. (2024). Kumar, Satish ; Rao, Amar. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3e:p:483-526. Full description at Econpapers || Download paper |
2024 | Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00408-4. Full description at Econpapers || Download paper |
2024 | Green management, access to credit, and firms’ vulnerability to the COVID-19 crisis. (2024). Aristei, David ; Gallo, Manuela. In: Small Business Economics. RePEc:kap:sbusec:v:62:y:2024:i:1:d:10.1007_s11187-023-00759-1. Full description at Econpapers || Download paper |
2025 | Volatility in the Turkish stock market: an analysis of influential events. (2025). Altinbas, Hazar. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00383-y. Full description at Econpapers || Download paper |
2024 | The Challenge of Productivity-Based Development: Innovation Gaps and Economic Structure in Latin America. (2024). Robinson, Mike ; Paus, Eva. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:36:y:2024:i:2:d:10.1057_s41287-023-00590-0. Full description at Econpapers || Download paper |
2024 | What determines household cooking fuel preferences? Empirical evidence from South Korea. (2024). Kang, Sung Hoon ; Ho, Jong ; Lee, Chan Hee. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:3:p:1270-1287. Full description at Econpapers || Download paper |
2024 | Idiosyncrasies of Intraday Risk in Emerging and Developed Markets: Efficacy of the MCS-GARCH Model and Extreme Value Theory. (2024). Paul, Samit ; Banerjee, Aditya. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2:p:468-490. Full description at Econpapers || Download paper |
2024 | How Do Female Directors Moderate the Effect of Family Control on Firm Value and Leverage? Evidence from Indonesia. (2024). Anita, Rizqa ; Zakaria, Nor Balkish ; Abdillah, Muhammad Rasyid ; Suseno, Giri. In: Indian Journal of Corporate Governance. RePEc:sae:ijcgvn:v:17:y:2024:i:1:p:102-129. Full description at Econpapers || Download paper |
2024 | From Banks or Venture Capitals? The Financing Choices of Chinese High-Tech Enterprises During the Start-Up Period. (2024). Yang, Guiying ; Guan, BO ; Fang, Yongmei. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241266021. Full description at Econpapers || Download paper |
2025 | Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?. (2025). Junttila, Juha ; Hasan, Md Bokhtiar ; Hossain, Md Naiem ; Rabbani, Mustafa Raza ; Uddin, Gazi Salah. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04876-0. Full description at Econpapers || Download paper |
2024 | A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data. (2024). Hasan, Fakhrul ; Al-Okaily, Manaf ; Choudhury, Tonmoy ; Kayani, Umar. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09734-0. Full description at Econpapers || Download paper |
2024 | Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach. (2024). Eita, Joel ; Tchuinkam, Charles Raoul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02482-y. Full description at Econpapers || Download paper |
2024 | Improved inference for interactive fixed effects model under cross-sectional dependence. (2024). Gong, Zhenhao ; Kim, Minseong. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02569-0. Full description at Econpapers || Download paper |
2024 | Front-end Innovation and Top Income Inequality: Evidence from Emerging Markets. (2024). Eyisi, Nwakego ; Ichoku, Hyacinth E ; Kanwal, Asma. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01105-2. Full description at Econpapers || Download paper |
2024 | Innovation and Firm Productivity in Central America. (2024). Anokye, Nana Adwoa ; Asiedu, Michael ; Arthur, Benedict. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01321-w. Full description at Econpapers || Download paper |
2024 | Commercial Credit, Financial Constraints, and Firm’s R&D Investment: Evidence from China. (2024). Zou, Zongsen ; Liu, Xindi ; Teng, Xiangyu ; Wang, Meng. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01416-4. Full description at Econpapers || Download paper |
2025 | The Gendered Impact of Social Norms on Financial Access and Capital Misallocation. (2025). Viollaz, Mariana ; Grover, Arti. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11041. Full description at Econpapers || Download paper |
2024 | Coupling men‐to‐women: Promoting innovation in emerging markets. (2024). Lemma, Tesfaye T ; Fakoussa, Rebecca ; Dsouli, Ouarda ; Machokoto, Michael ; Igudia, Eghosa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3656-3677. Full description at Econpapers || Download paper |
2024 | Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173. Full description at Econpapers || Download paper |
2024 | Liquidity‐adjusted value‐at‐risk using extreme value theory and copula approach. (2024). Paul, Samit ; Kamal, Harish. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1747-1769. Full description at Econpapers || Download paper |
2025 | The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets. (2025). Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:289-307. Full description at Econpapers || Download paper |
2024 | The impact of environmental, social, and governance ratings on corporate innovation: From the perspective of informal institutions. (2024). Wang, Lei ; Li, Weijian ; Zhu, Wei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:4:p:2000-2022. Full description at Econpapers || Download paper |
2024 | Do command‐and‐control environmental regulations realize the win‐win of “pollution reduction” and “efficiency improvement” for enterprises? Evidence from China. (2024). Li, Bowen ; Huang, Jierui. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:4:p:3271-3292. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Alternative Estimators of Long-Range Dependence In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
2005 | The International CAPM and a Wavelet-Based Decomposition of Value at Risk In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 51 |
2005 | The International CAPM and a wavelet-based decomposition of Value at Risk.(2005) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2005 | The 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 nother version. Agregated cites: 51 | paper | |
2006 | The International CAPM and a Wavelet-Based Decomposition of Value at Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2006 | Extremal dependence in European capital markets In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 1 |
2006 | Extremal Dependence in European Capital Markets.(2006) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2005 | Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case In: Proyecciones Financieras y Valoración. [Full Text][Citation analysis] | paper | 0 |
2005 | Adjustment 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2005 | Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | EXTREMAL DEPENDENCE IN EXCHANGE RATE MARKETS In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 0 |
2001 | A Liquidity Premium Puzzle?: Evidence from Chile In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2002 | What Drives Replacement of Durable Goods at the Micro Level? In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2002 | The Derivatives Markets in Latin America with an Emphasis on Chile In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 6 |
2002 | How Sensitive is Volatility to Exchange Rate Regimes? In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 2 |
2003 | Interest Rate Volatility and Nominalization In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2003 | Extreme Value Theory and Value at Risk In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 13 |
2003 | Extreme Value Theory and Value at Risk.(2003) In: Revista de Analisis Economico – Economic Analysis Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2003 | Extreme Value Theory: Value at Risk and Returns Dependence Around the World In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 3 |
2003 | Extremal Dependence in Exchange Markets In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2004 | The Credit Channel in an Emerging Economy In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 1 |
2004 | Time-Scale Decomposition of Price Transmission in International Markets In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 17 |
2005 | Time-Scale Decomposition of Price Transmission in International Markets.(2005) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2004 | Detection of Breakpoints in Volatility In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 5 |
2005 | What Drives Capital Structure? Evidence from Chilean Panel Data In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2005 | Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 8 |
2005 | Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA.(2005) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2005 | Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 19 |
2007 | Stock Market Turmoil: Worldwide Effects of Middle East Conflicts.(2007) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2006 | Portfolio management implications of volatility shifts: Evidence from simulated data In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 1 |
2006 | Portfolio 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 nother version. Agregated cites: 1 | paper | |
2006 | Copula-based measures of dependence structure in assets returns In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 16 |
2008 | Copula-based measures of dependence structure in assets returns.(2008) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2006 | Forecasting crude oil and natural gas spot prices by classification methods In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2007 | Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 18 |
2008 | Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement.(2008) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2007 | The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2008 | Emerging Markets Variance Shocks: Local or International in Origin? In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 2 |
2000 | Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 7 |
2000 | Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes.(2000) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2000 | Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación? In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 2 |
2000 | Estructura 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2001 | A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile In: Documentos de Trabajo. [Citation analysis] | paper | 3 |
2001 | A nonparametric approach to model the term structure of interest rates: The case of Chile.(2001) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2001 | Un análisis del mercado de cobertura de riesgo en Chile y el mundo In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2006 | The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11 In: Economic Systems. [Full Text][Citation analysis] | article | 22 |
2001 | Observable and unobservable determinants of replacement of home appliances In: Energy Economics. [Full Text][Citation analysis] | article | 30 |
2015 | Commodity price excess co-movement from a historical perspective: 1900–2010 In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2005 | Risk management under extreme events In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 25 |
2006 | The CAPM and value at risk at different time-scales In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 42 |
2008 | The war on terror and its impact on the long-term volatility of financial markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 34 |
2016 | Futures markets and fundamentals of base metals In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2017 | Some facts on the platinum-group elements In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2017 | The finance of innovation in Latin America In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2018 | Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 22 |
2018 | Mineral commodity consumption and intensity of use re-assessed In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2019 | Innovation and SME finance: Evidence from developing countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 41 |
2020 | Corruption and innovation in private firms: Does gender matter? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
2021 | The role of trust and social commitment in start-up financing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
2022 | Environmental assurance, gender, and access to finance: Evidence from SMEs In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
2023 | Family entrepreneurship around the world In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2019 | A readily computable commodity price index: 1900–2016 In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2019 | Strategic management in Latin America: Challenges in a changing world In: Journal of Business Research. [Full Text][Citation analysis] | article | 10 |
2014 | Stock volatility and pension funds under an individual capitalization-based system In: Journal of Business Research. [Full Text][Citation analysis] | article | 5 |
2003 | What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 5 |
2023 | Commodity prices under the threat of operational disruptions: Labor strikes at copper mines In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2007 | Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry In: Resources Policy. [Full Text][Citation analysis] | article | 11 |
2010 | Commodity futures and market efficiency: A fractional integrated approach In: Resources Policy. [Full Text][Citation analysis] | article | 19 |
2012 | Trends in real commodity prices: How real is real? In: Resources Policy. [Full Text][Citation analysis] | article | 12 |
2014 | Linear and non-linear causality between price indices and commodity prices In: Resources Policy. [Full Text][Citation analysis] | article | 21 |
2015 | Influence in commodity markets: Measuring co‐movement globally In: Resources Policy. [Full Text][Citation analysis] | article | 13 |
2016 | Further evidence on the relationship between spot and futures prices In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
2017 | A historical perspective of the informational content of commodity futures In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
2017 | Rare-earth elements market: A historical and financial perspective In: Resources Policy. [Full Text][Citation analysis] | article | 24 |
2018 | Price and income elasticity of demand for mineral commodities In: Resources Policy. [Full Text][Citation analysis] | article | 11 |
2019 | Assessing cycles of mine production and prices of industrial metals In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
2020 | The predictive power of convenience yields In: Resources Policy. [Full Text][Citation analysis] | article | 6 |
2020 | Innovation in the global mining sector and the case of Chile In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2021 | Copper mining in Chile and its regional employment linkages In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
2021 | Patenting trends in the mining industry In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
2021 | Are extractive ventures more socio-environmentally committed? In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2022 | Innovative intensity in the mining industry: Evidence from patent families In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2007 | Portfolio management under sudden changes in volatility and heterogeneous investment horizons In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
2007 | Extreme-value dependence: An application to exchange rate markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2007 | A postcard from the past: The behavior of U.S. stock markets during 1871–1938 In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2004 | Interest rate risk in an emerging economy In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2006 | Does domestic cooperation lead to business-cycle convergence and financial linkages? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2023 | Immigration and entrepreneurship: Is there a uniform relationship across countries? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2009 | The behavior of stock returns in the mining industry following the Iraq war In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2022 | Business perception of obstacles to innovate: Evidence from Chile with pseudo-panel data analysis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2024 | Micro-angel investments of men and women: The role of institutions In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Environmental management: Implications for business performance, innovation, and financing In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 8 |
2024 | Temporary employment and financial distress in times of crisis In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2005 | Structural Breakpoints in Volatility in International Markets In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
2007 | Spatial Linkages in International Financial Markets In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 44 |
2011 | Spatial linkages in international financial markets.(2011) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
1993 | Los 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] | article | 0 |
1999 | Estructura de Tasas de Interés en Chile: La Vía No Paramétrica In: Latin American Journal of Economics-formerly Cuadernos de Economía. [Full Text][Citation analysis] | article | 0 |
Los Costos de Despido: El Rol de las Indemnizaciones por A–os de Servicio In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 | |
La Estructura de Tasas de Interés, Crecimiento e Inflación: Un Análisis para Chile In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 | |
2008 | Traditional versus novel forecasting techniques: how much do we gain? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2005 | Monetary Policy and the Banking Sector in Chile In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2006 | Emerging Derivatives Markets: The Case of Chile In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
2011 | The Driving Factors of Firm Investment: Latin American Evidence In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2013 | Profitability of Chiles Defined-Contribution-Based Pension System During the Multifund Era In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2014 | Guest Editor’s Introduction In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2014 | Commodities and Macroeconomic Factors: Unconditional Volatility Measures In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2025 | Angel investments of small family business entrepreneurs: cross-country evidence In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2024 | Immigrants and the entrepreneurial process: cross-country evidence In: International Entrepreneurship and Management Journal. [Full Text][Citation analysis] | article | 0 |
2021 | Cross-country concentration and specialization of mining inventions In: Scientometrics. [Full Text][Citation analysis] | article | 2 |
2006 | Specification tests for a parsimonious random-effects model In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Spot and Futures Markets Linkages: Does Contango Differ from Backwardation? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
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