1. “How Sensitive is Volatility to Exchange Rate Regimes?” International Finance Review Vol 5, special issue on Latin America Financial Markets: Developments in Financial Innovations. Chapter 5, pp. 65-99. Harvey Arbelaez and R. W. Click, editors. Elsevier book series, ISBN 0-7623-1163-0. Year 2004.

2. “Negative Liquidity Premia and the Shape of the Term Structure of Interest Rates”. International Finance Review Vol. 5, special issue on Latin America Financial Markets: Developments in Financial Innovations. Chapter 18, pp. 385-411. Harvey Arbelaez and R. W. Click, editors. Elsevier book series, ISBN 0-7623-1163-0. Year 2004.

3. “Value at risk under heterogeneous investment horizons and spatial relations.” The VaR Implementation Handbook. McGraw-Hill 2009, G.N. Gregoriou (ed.)

4. “Institutional factors behind capital structure: Evidence from Chilean firms”. G. N Gregoriou (ed) Financial innovations in emerging markets, Taylor and Francis Group 2009.

Selected articles in peer-reviewed journals

1. “Forecasting Home Appliances Sales: Incorporating Adoption and Replacement”, The Journal of International Consumer Marketing, Vol.12, No.2, 1999, pages 39-61.

2. “Decisions to Replace Consumer Durable Goods: An Econometric Application of Wiener and Renewal Processes”, in The Review of Economics and Statistics 82(3), August 2000, pages 452-461.

3. “Observable and Unobservable Determinants of Replacement of Home Appliances” Energy Economics, 2001, Vol. 23(3), pages 305-323.

4. “A Non-Parametric Approach to Model the Term Structure of Interest Rates: The Case of Chile”, International Review of Financial Analysis; May 2001, Vol. 10(2), pp 99-122.

5. “What determines Market Development?: Lessons from Latin American Derivatives Markets with an Emphasis on Chile.” The Journal of Financial Intermediation 12(4), October 2003, 391-422.

6. "Interdependence in Replacement Decisions", The International Journal of Operations and Quantitative Management, special issue on Operations and Quantitative Management in the Globalize New Economy. Volume 9, Number 3. September 2003, 1-15.

7. “Extreme Value Theory and Value at Risk”, en Revista de Análisis Económico 18(1), June 2003, 57-85.

8. “Detection of Breakpoints in Volatility”. Estudios de Administracion 11(1), 2004, 1-38.

9. “Interest Rate Risk in an Emerging Economy”. Quarterly Review of Economics and Finance 44(5), December 2004, special issue on managing uncertainty and risk, 678-709.

10. “Determinants of Firm Leverage in Chile: Evidence from Panel Data”. Estudios de Administracion 12(1), 2005, 41-85.

11. "Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: The Finite-Horizon Case" (Joint work with Ignacio Vélez-Pareja and Joseph Tham). Estudios de Administracion 12( 2), 2005, 45-66.

12. “Monetary Policy and the Banking sector in Chile”. Emerging Markets Finance and Trade 41(3), May-June 2005, 5-36.

13. “Risk Management under Extreme Events”. International Review of Financial Analysis 14(2), 113-148 (2005). Special issue on Quantitative Issues in Finance edited by J. Batten.

14. "Time-Scale Decomposition of Price Transmission in International Markets". Emerging Markets Finance and Trade 41(4), July-August 2005, 57-90.

15. “Emerging Derivatives Markets: The Case of Chile”. Emerging Markets Finance and Trade 42(2), March-April 2006, 65-94.

16. "The CAPM and Value at Risk at Different Time Scales”. International Review of Financial Analysis 15(3), 2006, 203-219.

17. “The International CAPM and a wavelet-based decomposition of Value at Risk”. Studies of Nonlinear Dynamics & Econometrics 9(4), 2005, article 4. (NBER WP# 12233, May 2006).

18. "The Impact of Major Global Events on Volatility Shifts: Evidence from the Asian crisis and 9/11". Economic Systems 30(1), 79-97 (March 2006)

19. "Does Domestic Cooperation Lead to Business-Cycle Convergence and Financial Linkages?" The Quarterly Review of Economics and Finance 46(3), 369-396. Special issue on Real and financial aspects of financial integration.

20. “Extremal Dependence in European Capital Markets”. Journal of Applied Economics 9(2), November 2006, 275-293.

21. “Specification tests for a parsimonious random-effects model” Applied Economics Letters 13(15), 1009-1012 (December 2006).

22. “Portfolio management under sudden changes in volatility and heterogeneous investment horizons.” Physica A: Statistical Mechanics and its Applications.375 (2007), 612-624 (Joint work with Brian Lucey, Trinity College Dublin).

23. “Extreme-value dependence: An application to exchange rate markets.” Physica A: Statistical Mechanics and its Applications 377 (2007), 583–589.

24. “Stock markets turmoil: Worldwide effects of Middle East conflicts”. Emerging Markets Finance and Trade 43(3), May–June 2007, 61-105.

25. Wavelet-and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry". Resources Policy 32(1-2), March-June 2007, 80-89.

26. "A postcard from the past: The behavior of U.S. stock markets during 1871–1938". Physica A: Statistical Mechanics and its Applications 386(1), December 2007, 267-282.

27. “The war on terror and its impact on the long–term volatility of financial markets.” International Review of Financial Analysis 17, 2008, 1-17. Special issue in honor of Thomas Fetherston.

28. “Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement”. The Journal of Futures Markets 28(2), February 2008, 182-207.

29. “Copula-based measures of dependence structure in assets returns.” Physica A: Statistical Mechanics and its Applications 387(14), 2008, 3615–3628.

30. “Traditional versus novel forecasting techniques: How much do we gain?” Journal of Forecasting 27(7), 637-648.

31. "The behavior of stock returns in the mining industry following the Iraq war". Forthcoming in Research in International Business and Finance.