Access Statistics for Alejandro Bernales

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Blue-Collar Crime and Finance 0 0 0 31 1 2 18 203
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 1 482 0 8 29 1,205
Dark trading and alternative execution priority rules 0 0 1 6 1 4 34 45
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 1 8 27 5 29 104 146
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 0 4 16 285
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 0 882 0 4 11 2,478
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 0 3 12 32
The Dynamics of the Short-Term Interest Rate in the UK 0 1 3 409 2 12 74 1,684
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 2 7 98
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 0 2 9 436
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 2 13 68
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 0 15 1 1 8 76
Total Working Papers 0 2 13 2,096 10 73 335 6,756

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 10 1 5 14 62
Blue-Collar Crime and Finance 0 0 0 4 0 6 13 51
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 1 7 1 5 17 77
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 0 89 4 11 23 374
Do investors follow the herd in option markets? 0 0 1 10 1 5 11 73
Informational Economic Transmission between Countries 0 0 0 0 0 4 20 20
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 0 2 7 69
La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012 1 1 1 47 2 4 9 156
Learning and Index Option Returns 0 0 0 5 1 5 8 27
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 0 3 11 75
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 3 10 115
Make-take decisions under high-frequency trading competition 0 0 1 10 0 4 13 64
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 0 1 9 1 2 22 58
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 0 4 10 42
The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012 0 0 0 35 0 4 8 104
The success of option listings 0 0 0 10 1 4 9 61
Thinly traded securities and risk management 0 0 1 9 0 3 13 111
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 0 2 0 1 10 17
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 0 0 4 44 2 3 19 161
What do we know about individual equity options? 0 0 1 10 0 2 36 161
Total Journal Articles 1 1 12 373 14 80 283 1,878

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
50 Years of Money and Finance: Lessons and Challenges 0 0 6 204 0 7 34 740
Total Books 0 0 6 204 0 7 34 740

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps 0 0 1 99 0 6 14 464
Total Chapters 0 0 1 99 0 6 14 464

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Statistics updated 2026-06-04