- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Corporate Finance and Governance
- Banking stability, regulation, efficiency
- Economic theories and models
- Global Financial Crisis and Policies
- Financial Markets and Investment Strategies
- Entrepreneurship Studies and Influences
- Energy, Environment, Economic Growth
- Extraction and Separation Processes
- Capital Investment and Risk Analysis
- Risk Management in Financial Firms
- Economic Theory and Policy
- Mining and Resource Management
- Insurance and Financial Risk Management
- Financial Reporting and Valuation Research
- Economic and Environmental Valuation
- Metal Extraction and Bioleaching
- Latin American Urban Studies
- Firm Innovation and Growth
- Global Energy and Sustainability Research
- Political Influence and Corporate Strategies
- Working Capital and Financial Performance
Adolfo Ibáñez University
2016-2025
Universidad de Ciencias Medicas
2018-2021
University of Chile
2003-2020
University of Cauca
2019
National University of the Littoral
2017
Universidad de Magallanes
2014
Colciencias
2014
Universidad Politécnica de Madrid
2014
Pontificia Universidad Católica de Chile
1998-2011
Trinity College Dublin
2006-2009
Abstract Recent literature has focused on the venture capital investments of large family firms made through their offices. However, evidence regarding informal provided to nascent entrepreneurs by small businesses is scant. I contribute modeling angel about 30,000 and non-family business across 49 countries, who contributed $64 million started other over a 3-year period. Based this sample, conclude that in countries with higher rates businesses, investors are likely fewer, amounts invested...
Abstract Spatial dependency has been studied in several research areas, such as environmental criminology, economic geography, sciences, and urban economics. However, it essentially overlooked other subfields of economics the field finance a whole. A key element at stake is definition contiguity. In context financial markets, defining metric distance not simple matter. this article, we explore notion spatial by formulating version capital asset pricing model (S-CAPM). Such specification...
This article proposes a predictive traffic regulation model for metro loop lines on the basis of optimization cost function along time horizon. The strategies typically compensate timetable and headway deviations modifying train run times. existing methods are based simplified models with analytical solutions or more realistic (usually non-linear) that have real-time computational limitations. A quadratic programming is proposed here, suitable to include in an efficient way main operation...
This paper analyzes the effect of recent political conflicts in Middle East on stock markets worldwide. In particular, it studies how instability—mainly due to war Iraq—has affected long-term volatility markets, using two approaches, Inclan and Tiao's (1994) iterative cumulative sum squares algorithm wavelet-based variance analysis, detect structural breakpoints volatility. Controlling for conditional heteroskedasticity serial correlation returns, finds that ongoing have had an primarily...
Abstract This study presents a model to select the optimal hedge ratios of portfolio composed an arbitrary number commodities. In particular, returns dependency and heterogeneous investment horizons are accounted for by copulas wavelets, respectively. A London Metal Exchange metals is analyzed period July 1993–December 2005, it concluded that neglecting cross correlations leads biased estimates degree effectiveness. Furthermore, when compared with multivariate‐GARCH specification, our...