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 5 7 15 198
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 1 2 482 5 13 20 1,195
Dark trading and alternative execution priority rules 1 1 1 6 15 28 31 41
Effects of Information Overload on Financial Markets: How Much Is Too Much? 1 3 6 25 12 42 67 104
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 7 11 12 281
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 0 882 2 4 6 2,473
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 3 5 7 27
The Dynamics of the Short-Term Interest Rate in the UK 0 0 4 408 8 19 83 1,666
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 3 4 6 96
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 3 7 7 434
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 10 11 11 66
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 0 15 5 5 6 74
Total Working Papers 2 5 13 2,093 78 156 271 6,655

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 9 3 5 8 55
Blue-Collar Crime and Finance 0 0 1 4 1 3 10 45
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 0 1 7 2 4 14 70
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 0 89 3 8 13 361
Do investors follow the herd in option markets? 0 0 2 10 2 4 8 67
Informational Economic Transmission between Countries 0 0 0 0 6 14 15 15
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 2 3 3 65
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 4 4 7 152
Learning and Index Option Returns 0 0 0 5 0 1 2 21
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 3 6 9 72
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 4 5 8 112
Make-take decisions under high-frequency trading competition 0 1 1 10 3 6 9 59
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 0 3 9 4 7 24 54
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 2 6 8 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 3 4 100
The success of option listings 0 0 0 10 0 4 5 57
Thinly traded securities and risk management 0 0 1 9 6 8 11 108
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 0 2 7 8 9 16
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 5 44 3 9 17 157
What do we know about individual equity options? 1 1 1 10 2 12 24 149
Total Journal Articles 1 4 17 371 59 120 208 1,773

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 1 6 202 6 9 30 730
Total Books 0 1 6 202 6 9 30 730

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 0 98 1 6 8 456
Total Chapters 0 0 0 98 1 6 8 456

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Statistics updated 2026-02-12