Viviana Fernandez

Universidad Adolfo Ibañez

Avda, Diagonal Las Torres 2700

Office 512-C

Santiago

Chile

http://https://negocios.uai.cl/profesor/viviana-fernandez/

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 40,292

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1,783

SSRN CITATIONS
Rank 26,192

SSRN RANKINGS

Top 26,192

in Total Papers Citations

1

CROSSREF CITATIONS

34

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

Scholarly Papers (12)

1.

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

Estudios de Administración, 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, Educational Independent Consultant and Universidad Adolfo Ibañez
Downloads 561 (72,581)

Abstract:

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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
Universidad Adolfo Ibañez
Downloads 542 (75,763)

Abstract:

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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
Universidad Adolfo Ibañez and Trinity Business School, Trinity College Dublin
Downloads 222 (200,343)

Abstract:

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volatility shifts, wavelets, value at risk

4.

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

Number of pages: 37 Posted: 26 May 2005
Viviana Fernandez and Ali M. Kutan
Universidad Adolfo Ibañez and Southern Illinois University at Edwardsville
Downloads 166 (259,131)
Citation 3

Abstract:

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Business-cycles convergence, wavelets, APEC, NAFTA

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
Universidad Adolfo Ibañez
Downloads 94 (396,410)

Abstract:

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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: 30 May 2022
Viviana Fernandez
Universidad Adolfo Ibañez
Downloads 33 (655,115)

Abstract:

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6.

Structural Breakpoints in Volatility in International Markets

IIIS Discussion Paper No. 76
Number of pages: 36 Posted: 07 Aug 2006
Viviana Fernandez
Universidad Adolfo Ibañez
Downloads 127 (320,279)
Citation 3

Abstract:

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ICSS algorithm, wavelet analysis, volatility breakpoints

7.

Commodity Prices Under the Threat of Operational Disruptions: Labor Strikes at Copper Mines

Number of pages: 48 Posted: 29 Jun 2022
Universidad Adolfo Ibañez, University of Chile, University of Chile - Department of Business Administration and UAI Business School
Downloads 30 (658,600)

Abstract:

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Commodity currencies; Exchange Rates

8.

Environmental Assurance, Gender, and Access to Finance: Evidence from SMEs

International Review of Financial Analysis, Vol. 83, No. Oct, 2022
Number of pages: 39 Posted: 29 Aug 2022
Dengjun Zhang, Nirosha Hewa Wellalage and Viviana Fernandez
University of Stavanger, University of Waikato - Management School and Universidad Adolfo Ibañez
Downloads 8 (850,402)

Abstract:

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: Gender, Environmental Assurance, Access to finance, SME.

9.

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
Universidad Adolfo Ibañez

Abstract:

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10.

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
Universidad Adolfo Ibañez

Abstract:

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extreme-value dependence, DVEC models

11.

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
Universidad Adolfo Ibañez

Abstract:

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ICSS algorithm, Wavelets, Volatility breakpoints

Abstract:

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Derivatives,market risk, volatility