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The war on terror and its impact on the long-term volatility of financial markets
Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003765173
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Emerging markets variance shocks : local or international in origin?
Fernández, Viviana (contributor) - 2008
Persistent link: https://www.econbiz.de/10003765952
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Traditional versus novel forecasting techniques : how much do we gain?
Fernández, Viviana - In: Journal of forecasting 27 (2008) 7, pp. 637-648
Persistent link: https://www.econbiz.de/10003779617
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The international CAPM and a wavelet-based decomposition of value at risk
Fernández, Viviana - 2006
Persistent link: https://www.econbiz.de/10003326236
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Does domestic cooperation lead to business-cycle convergence and financial linkages?
Fernández, Viviana - In: The quarterly review of economics and finance : journal … 46 (2006) 3, pp. 369-396
Persistent link: https://www.econbiz.de/10003358631
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The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11
Fernández, Viviana - In: Economic systems 30 (2006) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10003314497
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Emerging derivatives markets : the case of Chile
Fernández, Viviana - In: Emerging markets finance & trade : a journal of the … 42 (2006) 2, pp. 63-92
Persistent link: https://www.econbiz.de/10003340688
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The CAPM and value at risk at different time-scales
Fernández, Viviana - In: International review of financial analysis 15 (2006) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10003348571
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Extremal dependence in European capital markets
Fernández, Viviana - In: Journal of applied economics 9 (2006) 2, pp. 275-293
Persistent link: https://www.econbiz.de/10003457194
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Multi-period hedge ratios for a multi-asset porfolio when accounting for returns comovement
Fernández, Viviana (contributor) - 2007
Persistent link: https://www.econbiz.de/10003582441