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 0 13 203
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 1 482 0 4 30 1,209
Dark trading and alternative execution priority rules 0 0 1 6 1 3 36 48
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 0 5 27 4 9 106 164
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 2 3 18 288
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 0 882 1 2 12 2,480
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 0 1 12 34
The Dynamics of the Short-Term Interest Rate in the UK 0 0 2 410 3 6 54 1,696
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 0 7 99
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 1 2 12 439
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 1 14 69
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 0 15 0 0 7 76
Total Working Papers 0 0 9 2,097 12 31 321 6,805

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 1 15 64
Blue-Collar Crime and Finance 0 0 0 4 0 3 13 54
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 1 7 0 1 14 78
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 1 1 2 91 2 7 32 385
Do investors follow the herd in option markets? 0 0 0 10 0 0 10 73
Informational Economic Transmission between Countries 0 0 0 0 0 0 22 23
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 0 0 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 0 0 1 47 0 0 9 157
Learning and Index Option Returns 0 0 0 5 0 0 8 27
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 0 1 11 76
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 1 1 10 117
Make-take decisions under high-frequency trading competition 0 0 1 10 1 1 14 65
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 0 0 9 1 2 18 61
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 0 0 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 1 8 105
The success of option listings 0 0 0 10 0 1 9 62
Thinly traded securities and risk management 0 0 0 9 0 0 11 111
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 0 2 0 1 11 18
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 1 1 4 45 1 1 17 163
What do we know about individual equity options? 0 0 1 10 0 0 33 161
Total Journal Articles 2 2 11 376 7 21 282 1,911

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 3 204 2 2 28 746
Total Books 0 0 3 204 2 2 28 746

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 1 2 16 466
Total Chapters 0 0 1 99 1 2 16 466

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Statistics updated 2026-10-11