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Viviana Fernandez

Personal Details

First Name:Viviana
Middle Name:
Last Name:Fernandez
Suffix:
RePEc Short-ID:pfe103
[This author has chosen not to make the email address public]
Business School Universidad Adolfo Ibáñez Av. Diagonal Las Torres 2700 Office 512C Peñalolen 7941169 Chile
Terminal Degree: Department of Economics; University of California-Berkeley (from RePEc Genealogy)

Affiliation

Escuela de Negocios
Universidad Adolfo Ibáñez

Santiago, Chile
https://negocios.uai.cl/
RePEc:edi:enuaicl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Viviana Fernández & Brian M. Lucey, 2008. "Emerging Markets Variance Shocks: Local or International in Origin?," Documentos de Trabajo 251, Centro de Economía Aplicada, Universidad de Chile.
  2. Viviana Fernández, 2007. "Spatial Linkages in International Financial Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp234, IIIS.
  3. Viviana Fernández, 2007. "The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war," Documentos de Trabajo 243, Centro de Economía Aplicada, Universidad de Chile.
  4. Viviana Fernández, 2007. "Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement," Documentos de Trabajo 242, Centro de Economía Aplicada, Universidad de Chile.
  5. Viviana Fernandez & Brian M Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," Documentos de Trabajo 219, Centro de Economía Aplicada, Universidad de Chile.
  6. Viviana Fernandez, 2006. "Copula-based measures of dependence structure in assets returns," Documentos de Trabajo 228, Centro de Economía Aplicada, Universidad de Chile.
  7. Viviana Fernández, 2006. "Forecasting crude oil and natural gas spot prices by classification methods," Documentos de Trabajo 229, Centro de Economía Aplicada, Universidad de Chile.
  8. Viviana Fernández, 2005. "What Drives Capital Structure? Evidence from Chilean Panel Data," Documentos de Trabajo 200, Centro de Economía Aplicada, Universidad de Chile.
  9. Viviana Fernandez, 2005. "Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts," Documentos de Trabajo 215, Centro de Economía Aplicada, Universidad de Chile.
  10. Viviana Fernández, 2005. "The International CAPM and a wavelet-based decomposition of Value at Risk," Documentos de Trabajo 203, Centro de Economía Aplicada, Universidad de Chile.
  11. Ignacio Vélez-Pareja & Joseph Tham & Viviana Fernández, 2005. "Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case," Proyecciones Financieras y Valoración 1945, Master Consultores.
  12. Viviana Fernández & Ali M. Kutan, 2005. "Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta," Documentos de Trabajo 202, Centro de Economía Aplicada, Universidad de Chile.
  13. Viviana Fernandez, 2005. "Structural Breakpoints in Volatility in International Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp076, IIIS.
  14. Viviana Fernandez, 2004. "Extremal Dependence In Exchange Rate Markets," Econometric Society 2004 Latin American Meetings 13, Econometric Society.
  15. Viviana Fernandez, 2004. "Time-Scale Decomposition of Price Transmission in International Markets," Documentos de Trabajo 189, Centro de Economía Aplicada, Universidad de Chile.
  16. Viviana Fernandez, 2004. "Detection of Breakpoints in Volatility," Documentos de Trabajo 194, Centro de Economía Aplicada, Universidad de Chile.
  17. Viviana Fernández, 2004. "The Credit Channel in an Emerging Economy," Documentos de Trabajo 175, Centro de Economía Aplicada, Universidad de Chile.
  18. Viviana Fernández, 2003. "Interest Rate Volatility and Nominalization," Documentos de Trabajo 153, Centro de Economía Aplicada, Universidad de Chile.
  19. Viviana Fernández, 2003. "Extreme Value Theory and Value at Risk," Documentos de Trabajo 154, Centro de Economía Aplicada, Universidad de Chile.
  20. Viviana Fernández, 2003. "Extremal Dependence in Exchange Markets," Documentos de Trabajo 165, Centro de Economía Aplicada, Universidad de Chile.
  21. Viviana Fernández, 2003. "Extreme Value Theory: Value at Risk and Returns Dependence Around the World," Documentos de Trabajo 161, Centro de Economía Aplicada, Universidad de Chile.
  22. Viviana Fernández, 2002. "How Sensitive is Volatility to Exchange Rate Regimes?," Documentos de Trabajo 135, Centro de Economía Aplicada, Universidad de Chile.
  23. Viviana Fernández, 2002. "The Derivatives Markets in Latin America with an Emphasis on Chile," Documentos de Trabajo 128, Centro de Economía Aplicada, Universidad de Chile.
  24. Viviana Fernández, 2002. "What Drives Replacement of Durable Goods at the Micro Level?," Documentos de Trabajo 122, Centro de Economía Aplicada, Universidad de Chile.
  25. Viviana Fernández, 2001. "A Non-parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile," Documentos de Trabajo 97, Centro de Economía Aplicada, Universidad de Chile.
  26. Viviana Fernández, 2001. "A Liquidity Premium Puzzle?: Evidence from Chile," Documentos de Trabajo 105, Centro de Economía Aplicada, Universidad de Chile.
  27. Viviana Fernández, 2001. "Un análisis del mercado de cobertura de riesgo en Chile y el mundo," Documentos de Trabajo 99, Centro de Economía Aplicada, Universidad de Chile.
  28. Viviana Fernández, 2000. "Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación?," Documentos de Trabajo 89, Centro de Economía Aplicada, Universidad de Chile.
  29. Viviana Fernandez, 2000. "Decisions to Replace Consumer Durables Goods: An Econometric Application of Wiener and Renewal Processes," Documentos de Trabajo 87, Centro de Economía Aplicada, Universidad de Chile.
  30. Viviana Fernández, "undated". "La Estructura de Tasas de Interés, Crecimiento e Inflación: Un Análisis para Chile," Documentos de Trabajo 190, Instituto de Economia. Pontificia Universidad Católica de Chile..
  31. Fernando Coloma & Viviana Fernández, "undated". "Los Costos de Despido: El Rol de las Indemnizaciones por A–os de Servicio," Documentos de Trabajo 143, Instituto de Economia. Pontificia Universidad Católica de Chile..

Articles

  1. Fernandez, Viviana & Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Wagner, Rodrigo, 2023. "Commodity prices under the threat of operational disruptions: Labor strikes at copper mines," Journal of Commodity Markets, Elsevier, vol. 32(C).
  2. Fernandez, Viviana, 2023. "Family entrepreneurship around the world," International Review of Financial Analysis, Elsevier, vol. 89(C).
  3. Wellalage, Nirosha Hewa & Fernandez, Viviana & Bui, Trang, 2023. "Immigration and entrepreneurship: Is there a uniform relationship across countries?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 270-285.
  4. Zhang, Dengjun & Wellalage, Nirosha Hewa & Fernandez, Viviana, 2022. "Environmental assurance, gender, and access to finance: Evidence from SMEs," International Review of Financial Analysis, Elsevier, vol. 83(C).
  5. Fernandez, Viviana, 2022. "Innovative intensity in the mining industry: Evidence from patent families," Resources Policy, Elsevier, vol. 78(C).
  6. Ortiz, Rodrigo & Fernandez, Viviana, 2022. "Business perception of obstacles to innovate: Evidence from Chile with pseudo-panel data analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
  7. Fernandez, Viviana, 2022. "Environmental management: Implications for business performance, innovation, and financing," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
  8. Fernandez, Viviana, 2021. "Copper mining in Chile and its regional employment linkages," Resources Policy, Elsevier, vol. 70(C).
  9. Fernandez, Viviana, 2021. "Are extractive ventures more socio-environmentally committed?," Resources Policy, Elsevier, vol. 74(C).
  10. Fernandez, Viviana, 2021. "Patenting trends in the mining industry," Resources Policy, Elsevier, vol. 72(C).
  11. Viviana Fernandez, 2021. "Cross-country concentration and specialization of mining inventions," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(8), pages 6715-6759, August.
  12. Fernandez, Viviana, 2021. "The role of trust and social commitment in start-up financing," International Review of Financial Analysis, Elsevier, vol. 75(C).
  13. Fernandez, Viviana, 2020. "The predictive power of convenience yields," Resources Policy, Elsevier, vol. 65(C).
  14. Fernandez, Viviana, 2020. "Innovation in the global mining sector and the case of Chile," Resources Policy, Elsevier, vol. 68(C).
  15. Wellalage, Nirosha Hewa & Fernandez, Viviana & Thrikawala, Sujani, 2020. "Corruption and innovation in private firms: Does gender matter?," International Review of Financial Analysis, Elsevier, vol. 70(C).
  16. Fernandez, Viviana, 2019. "Assessing cycles of mine production and prices of industrial metals," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
  17. Wellalage, Nirosha Hewa & Fernandez, Viviana, 2019. "Innovation and SME finance: Evidence from developing countries," International Review of Financial Analysis, Elsevier, vol. 66(C).
  18. Bianchi, Constanza & Mingo, Santiago & Fernandez, Viviana, 2019. "Strategic management in Latin America: Challenges in a changing world," Journal of Business Research, Elsevier, vol. 105(C), pages 306-309.
  19. Fernandez, Viviana, 2019. "A readily computable commodity price index: 1900–2016," Finance Research Letters, Elsevier, vol. 31(C).
  20. Fernandez, Viviana, 2018. "Price and income elasticity of demand for mineral commodities," Resources Policy, Elsevier, vol. 59(C), pages 160-183.
  21. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
  22. Fernandez, Viviana, 2018. "Mineral commodity consumption and intensity of use re-assessed," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 1-18.
  23. Fernandez, Viviana, 2017. "The finance of innovation in Latin America," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 37-47.
  24. Fernandez, Viviana, 2017. "Some facts on the platinum-group elements," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 333-347.
  25. Fernandez, Viviana, 2017. "Rare-earth elements market: A historical and financial perspective," Resources Policy, Elsevier, vol. 53(C), pages 26-45.
  26. Fernandez, Viviana, 2017. "A historical perspective of the informational content of commodity futures," Resources Policy, Elsevier, vol. 51(C), pages 135-150.
  27. Viviana Fernandez, 2016. "Spot and Futures Markets Linkages: Does Contango Differ from Backwardation?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(4), pages 375-396, April.
  28. Fernandez, Viviana, 2016. "Further evidence on the relationship between spot and futures prices," Resources Policy, Elsevier, vol. 49(C), pages 368-371.
  29. Fernandez, Viviana, 2016. "Futures markets and fundamentals of base metals," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 215-229.
  30. Fernandez, Viviana, 2015. "Commodity price excess co-movement from a historical perspective: 1900–2010," Energy Economics, Elsevier, vol. 49(C), pages 698-710.
  31. Fernandez, Viviana, 2015. "Influence in commodity markets: Measuring co‐movement globally," Resources Policy, Elsevier, vol. 45(C), pages 151-164.
  32. Fernandez, Viviana, 2014. "Linear and non-linear causality between price indices and commodity prices," Resources Policy, Elsevier, vol. 41(C), pages 40-51.
  33. Fernandez, Viviana, 2014. "Stock volatility and pension funds under an individual capitalization-based system," Journal of Business Research, Elsevier, vol. 67(4), pages 536-541.
  34. Viviana Fernandez, 2014. "Commodities and Macroeconomic Factors: Unconditional Volatility Measures," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 87-109, September.
  35. Viviana Fernandez, 2014. "Guest Editor’s Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 4-5, September.
  36. Viviana Fernandez, 2013. "Profitability of Chile's Defined-Contribution-Based Pension System During the Multifund Era," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(5), pages 4-25, September.
  37. Fernandez, Viviana, 2012. "Trends in real commodity prices: How real is real?," Resources Policy, Elsevier, vol. 37(1), pages 30-47.
  38. Viviana Fernandez, 2011. "Spatial linkages in international financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 237-245.
  39. Fernandez Viviana, 2011. "Alternative Estimators of Long-Range Dependence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-37, March.
  40. Viviana Fernandez, 2011. "The Driving Factors of Firm Investment: Latin American Evidence," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(5), pages 4-26, September.
  41. Fernandez, Viviana, 2010. "Commodity futures and market efficiency: A fractional integrated approach," Resources Policy, Elsevier, vol. 35(4), pages 276-282, December.
  42. Fernandez, Viviana, 2009. "The behavior of stock returns in the mining industry following the Iraq war," Research in International Business and Finance, Elsevier, vol. 23(3), pages 274-292, September.
  43. Viviana Fernandez, 2008. "Traditional versus novel forecasting techniques: how much do we gain?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 637-648.
  44. Viviana Fernandez, 2008. "Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(2), pages 182-207, February.
  45. Fernandez, Viviana, 2008. "The war on terror and its impact on the long-term volatility of financial markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 1-26.
  46. Fernandez, Viviana, 2008. "Copula-based measures of dependence structure in assets returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3615-3628.
  47. Fernandez, Viviana, 2007. "Extreme-value dependence: An application to exchange rate markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(2), pages 583-589.
  48. Fernandez, Viviana, 2007. "A postcard from the past: The behavior of U.S. stock markets during 1871–1938," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(1), pages 267-282.
  49. Viviana Fernandez, 2007. "Stock Market Turmoil: Worldwide Effects of Middle East Conflicts," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(3), pages 58-102, June.
  50. Fernandez, Viviana, 2007. "Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry," Resources Policy, Elsevier, vol. 32(1-2), pages 80-89.
  51. Fernandez, Viviana & Lucey, Brian M., 2007. "Portfolio management under sudden changes in volatility and heterogeneous investment horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 612-624.
  52. Fernandez, Viviana, 2006. "The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11," Economic Systems, Elsevier, vol. 30(1), pages 79-97, March.
  53. Viviana Fernandez, 2006. "Specification tests for a parsimonious random-effects model," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 1009-1012.
  54. Viviana Fernandez, 2006. "Emerging Derivatives Markets: The Case of Chile," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 42(2), pages 63-92, April.
  55. Fernandez, Viviana, 2006. "The CAPM and value at risk at different time-scales," International Review of Financial Analysis, Elsevier, vol. 15(3), pages 203-219.
  56. Fernandez, Viviana, 2006. "Does domestic cooperation lead to business-cycle convergence and financial linkages?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 369-396, July.
  57. Viviana Fernández, 2006. "Extremal dependence in European capital markets," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 275-293, November.
  58. Viviana Fernandez, 2005. "Monetary Policy and the Banking Sector in Chile," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(3), pages 5-36, May.
  59. Fernandez, Viviana, 2005. "Risk management under extreme events," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 113-148.
  60. Viviana Fernandez, 2005. "Time-Scale Decomposition of Price Transmission in International Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(4), pages 57-90, August.
  61. Fernandez Viviana P, 2005. "The International CAPM and a Wavelet-Based Decomposition of Value at Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-37, December.
  62. Ignacio Vélez-Pareja & Joseph Tham & Viviana Fernández, 2005. "Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: The N-Period Case," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 4, pages 1-19, October.
  63. Fernandez, Viviana, 2004. "Interest rate risk in an emerging economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(5), pages 678-709, December.
  64. Viviana Fernandez, 2003. "Extreme Value Theory and Value at Risk," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 57-85, June.
  65. Fernandez, Viviana, 2003. "What determines market development?: Lessons from Latin American derivatives markets with an emphasis on Chile," Journal of Financial Intermediation, Elsevier, vol. 12(4), pages 390-421, October.
  66. Fernandez, Viviana, 2001. "A nonparametric approach to model the term structure of interest rates: The case of Chile," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 99-122.
  67. Fernandez, Viviana P., 2001. "Observable and unobservable determinants of replacement of home appliances," Energy Economics, Elsevier, vol. 23(3), pages 305-323, May.
  68. Viviana P. Fernandez, 2000. "Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes," The Review of Economics and Statistics, MIT Press, vol. 82(3), pages 452-461, August.
  69. Viviana Fernández, 2000. "Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(111), pages 373-404.
  70. Viviana Fernández, 1999. "Estructura de Tasas de Interés en Chile: La Vía No Paramétrica," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(109), pages 1005-1034.
  71. Fernando Coloma & Viviana Fernández, 1993. "Los Costos de Despido: el Efecto de las Indemnizaciones por Años de Servicio," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(89), pages 77-110.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Number of Authors
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. Number of Journal Pages
  6. Number of Journal Pages, Weighted by Number of Authors
  7. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  8. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (7) 2005-12-09 2006-01-24 2006-01-24 2006-05-20 2006-05-27 2006-09-16 2007-04-21. Author is listed
  2. NEP-FMK: Financial Markets (6) 2006-01-24 2006-01-24 2006-05-20 2006-05-27 2006-09-16 2007-04-21. Author is listed
  3. NEP-SEA: South East Asia (5) 2005-12-09 2005-12-09 2006-01-24 2006-05-20 2008-01-05. Author is listed
  4. NEP-CMP: Computational Economics (4) 2006-05-27 2006-09-16 2007-04-21 2007-04-21
  5. NEP-FIN: Finance (4) 2004-10-30 2006-05-20 2006-05-27 2006-09-16
  6. NEP-IFN: International Finance (3) 2002-05-03 2002-05-03 2004-10-30
  7. NEP-MAC: Macroeconomics (3) 2005-05-23 2005-12-09 2008-10-28
  8. NEP-CFN: Corporate Finance (2) 2005-12-09 2005-12-09
  9. NEP-ECM: Econometrics (2) 2007-04-21 2007-04-21
  10. NEP-ENE: Energy Economics (2) 2007-04-21 2008-01-05
  11. NEP-ACC: Accounting and Auditing (1) 2005-04-16
  12. NEP-CWA: Central and Western Asia (1) 2006-01-24
  13. NEP-ETS: Econometric Time Series (1) 2006-01-24
  14. NEP-FOR: Forecasting (1) 2007-04-21
  15. NEP-GEO: Economic Geography (1) 2007-12-08
  16. NEP-INT: International Trade (1) 2005-05-23
  17. NEP-LAB: Labour Economics (1) 2008-10-28
  18. NEP-LAM: Central and South America (1) 2005-12-09
  19. NEP-PBE: Public Economics (1) 2005-04-16
  20. NEP-URE: Urban and Real Estate Economics (1) 2007-12-08

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