Nicolas A. Eterovic

Central Bank of Chile

Publicaciones

Huerfanos 1185

Santiago

Chile

http://https://www.bcentral.cl/web/banco-central/investigadores/nicolas-eterovic

  • Central Bank of Chile

    • Email
    • Tel: 956452658
    • Fax: 7510138
SCHOLARLY PAPERS

4

DOWNLOADS

462

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Early Warning of Systemic Risk In Global Banking: Eigen-Pair R Number for Financial Contagion and Market Price-based Methods

Number of pages: 43 Posted: 17 Jan 2017 Last Revised: 22 Apr 2021
Sheri M. Markose, Simone Giansante, Nicolas A. Eterovic and Mateusz Gatkowski
University of Essex - Department of Economics, University of Palermo - Department of Economics, Business and Statistics, Central Bank of Chile and University of Essex - Centre for Computational Finance and Economic Agents
Downloads 309 (149,145)

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Global Financial Networks, Systemic Risk, Early Warning Signals, Eigen-Pair Analysis, Statistical Market Price-Based Risk Measures, Paradoxical Risk Measures.

2.

Political Competition vs. Political Participation: Effects on Government's Size

Economics of Governance volume 13, pages333–363 (2012)
Number of pages: 30 Posted: 22 Dec 2010 Last Revised: 24 Aug 2022
Dalibor S. Eterovic and Nicolas A. Eterovic
Columbia Business School and Central Bank of Chile
Downloads 84 (440,215)

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Political competition, political participation, compulsory voting, size of government

3.

Separating the Wheat from the Chaff: Understanding Portfolio Returns in an Emerging Market

Emerging Markets Review, Vol. 16, No. 1, 2013
Number of pages: 33 Posted: 15 Oct 2012 Last Revised: 23 Aug 2022
Nicolas A. Eterovic and Dalibor S. Eterovic
Central Bank of Chile and Columbia Business School
Downloads 68 (495,580)

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Random Matrix Theory, Portfolio Optimization, Financial Markets and the Macroeconomy

4.

Stocks, Bonds and the Us Dollar: Measuring Domestic and International Market Developments in an Emerging Market

Number of pages: 37 Posted: 27 Jan 2023
Nicolas A. Eterovic and Dalibor Eterovic
Central Bank of Chile and Columbia University
Downloads 1 (959,701)

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External spillovers, high frequency shocks, stock-bond comovement, risk Premia, central bank information effects, emerging markets.