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 0 8 17 201
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 2 482 2 9 24 1,199
Dark trading and alternative execution priority rules 0 1 1 6 2 17 32 43
Effects of Information Overload on Financial Markets: How Much Is Too Much? 1 3 8 27 12 37 90 129
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 2 9 14 283
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 0 882 1 4 8 2,475
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 0 5 9 29
The Dynamics of the Short-Term Interest Rate in the UK 0 0 4 408 1 15 76 1,673
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 3 5 96
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 1 4 8 435
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 10 11 66
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 0 15 0 6 7 75
Total Working Papers 1 4 15 2,095 21 127 301 6,704

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 1 2 10 2 7 12 59
Blue-Collar Crime and Finance 0 0 0 4 0 1 8 45
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 1 7 2 6 15 74
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 0 89 3 8 17 366
Do investors follow the herd in option markets? 0 0 1 10 2 5 9 70
Informational Economic Transmission between Countries 0 0 0 0 3 10 19 19
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 0 4 5 67
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 0 0 1 46 1 5 8 153
Learning and Index Option Returns 0 0 0 5 0 1 3 22
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 0 3 9 72
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 1 5 8 113
Make-take decisions under high-frequency trading competition 0 0 1 10 0 4 9 60
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 0 1 9 0 6 22 56
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 0 2 6 38
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 2 4 6 102
The success of option listings 0 0 0 10 2 2 7 59
Thinly traded securities and risk management 0 0 1 9 0 6 11 108
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 0 2 1 8 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 5 44 0 4 18 158
What do we know about individual equity options? 0 1 1 10 0 12 34 159
Total Journal Articles 0 2 14 372 19 103 236 1,817

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 2 6 204 1 10 29 734
Total Books 0 2 6 204 1 10 29 734

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 1 1 99 1 4 10 459
Total Chapters 0 1 1 99 1 4 10 459

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Statistics updated 2026-04-09