Viviana Fernandez

Adolfo Ibanez University

Associate Professor

Diagonal Las Torres 2640

Pe├▒alolen

Santiago, 794-1169

Chile

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 30,097

SSRN RANKINGS

Top 30,097

in Total Papers Downloads

1,527

SSRN CITATIONS
Rank 21,291

SSRN RANKINGS

Top 21,291

in Total Papers Citations

1

CROSSREF CITATIONS

34

Ideas:
“  strategic metal commodities and financial funding of innovation in manufacturing firms.  ”

Scholarly Papers (10)

1.

Adjustment of the Wacc with Subsidized Debt in the Presence of Corporate Taxes: The N-Period Case

Estudios de Administraci├│n, Vol. 12, No. 2, pp. 45-66, 2005
Number of pages: 16 Posted: 31 Mar 2005 Last Revised: 01 Apr 2009
Ignacio Velez-Pareja, Joseph Tham and Viviana Fernandez
Grupo Consultor CAV Capital Advisory & Valuation, Duke University - Duke Center for International Development in the Sanford School of Public Policy and Adolfo Ibanez University
Downloads 539 (50,718)

Abstract:

Loading...

Adjusted Present Value, APV, weighted average cost of capital, discounted cash flow, DCF equity value, cost of equity, WACC, subsidized debt with taxes, valuation of cash flows, project evaluation, project appraisal, firm valuation, cost of capital, cash flows, free cash flow, capital cash flow

2.

Extreme Value Theory and Value at Risk

Revista de Analisis Economico, Vol. 18, No. 1, 2003
Number of pages: 29 Posted: 27 Aug 2008
Viviana Fernandez
Adolfo Ibanez University
Downloads 407 (71,878)

Abstract:

Loading...

risk, VAR, GARCH

3.

Portfolio Management Implications of Volatility Shifts: Evidence from Simulated Data

IIIS Discussion Paper No. 131
Number of pages: 18 Posted: 04 May 2006
Viviana Fernandez and Brian M. Lucey
Adolfo Ibanez University and Trinity Business School, Trinity College Dublin
Downloads 211 (145,296)

Abstract:

Loading...

volatility shifts, wavelets, value at risk

4.

Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from APEC and NAFTA

William Davidson Institute Working Paper No. 765
Number of pages: 37 Posted: 26 May 2005
Viviana Fernandez and Ali M. Kutan
Adolfo Ibanez University and Southern Illinois University at Edwardsville
Downloads 142 (205,792)
Citation 3

Abstract:

Loading...

Business-cycles convergence, wavelets, APEC, NAFTA

5.

Structural Breakpoints in Volatility in International Markets

IIIS Discussion Paper No. 76
Number of pages: 36 Posted: 07 Aug 2006
Viviana Fernandez
Adolfo Ibanez University
Downloads 118 (237,690)
Citation 2

Abstract:

Loading...

ICSS algorithm, wavelet analysis, volatility breakpoints

The International CAPM and a Wavelet-Based Decomposition of Value at Risk

IIIS Discussion Paper No. 75
Number of pages: 29 Posted: 07 Aug 2006
Viviana Fernandez
Adolfo Ibanez University
Downloads 81 (307,775)

Abstract:

Loading...

wavelets, ICAPM, value at risk

The International CAPM and a Wavelet-Based Decomposition of Value at Risk

NBER Working Paper No. w12233
Number of pages: 27 Posted: 04 Oct 2006 Last Revised: 03 Oct 2010
Viviana Fernandez
Adolfo Ibanez University
Downloads 29 (488,479)

Abstract:

Loading...

7.

What Drives Replacement of Durable Goods at the Micro Level?

Revista de Analisis Economico, Vol. 16, No. 2, 2001
Posted: 27 Aug 2008
Viviana Fernandez
Adolfo Ibanez University

Abstract:

Loading...

8.

Extremal Dependence in European Capital Markets

Journal of Applied Economics, Vol. 9, No. 2, pp. 275-293, November 2006
Posted: 08 Dec 2006
Viviana Fernandez
Adolfo Ibanez University

Abstract:

Loading...

extreme-value dependence, DVEC models

9.

The Impact of Major Global Events on Volatility Shifts: Evidence from the Asian Crisis and 9/11

Economic Systems, Vol. 30,. No. 1, pp. 79-97, March 2006
Posted: 11 Apr 2006
Viviana Fernandez
Adolfo Ibanez University

Abstract:

Loading...

ICSS algorithm, Wavelets, Volatility breakpoints

10.

What Determines Market Development?: Lessons from Latin American Derivatives Markets with an Emphasis on Chile

Journal of Financial Intermediation, Vol. 12, No. 4, pp. 390-421, December 2003
Posted: 20 Dec 2003
Viviana Fernandez
Adolfo Ibanez University

Abstract:

Loading...

Derivatives,market risk, volatility