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
A tale of one exchange and two order books: Effects of fragmentation in the absence of competition 0 0 0 11 0 1 17 29
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 2 12 450 3 7 36 1,105
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 1 2 11 96 2 4 22 235
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 1 0 0 6 7
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 6 1 1 6 74
The Effects of Information Asymmetries on the Success of Stock Option Listings 1 2 7 109 4 12 70 413
The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending 0 1 1 27 0 3 12 78
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 1 2 12 26
Total Working Papers 2 7 31 700 11 30 181 1,967


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 5 0 1 16 32
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 0 5 0 0 2 44
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 1 3 7 58 5 9 27 187
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 1 11 0 0 17 54
Learning and forecasts about option returns through the volatility risk premium 0 0 1 11 0 1 7 53
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 7 38 0 1 14 86
The success of option listings 0 0 0 6 0 1 8 31
Thinly traded securities and risk management 0 0 1 7 4 7 16 83
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 0 2 6 23 1 5 29 81
Total Journal Articles 1 5 24 164 10 25 136 651


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 3 30 145 5 21 119 531
Total Books 0 3 30 145 5 21 119 531


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 2 3 7 76 3 9 31 348
Total Chapters 2 3 7 76 3 9 31 348


Statistics updated 2020-09-04