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 2 3 10 193
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 1 2 482 5 11 17 1,190
Dark trading and alternative execution priority rules 0 0 0 5 10 14 18 26
Effects of Information Overload on Financial Markets: How Much Is Too Much? 1 2 6 24 21 34 57 92
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 1 4 5 274
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 0 882 2 3 5 2,471
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 2 2 4 24
The Dynamics of the Short-Term Interest Rate in the UK 0 0 4 408 5 16 83 1,658
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 1 1 3 93
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 2 4 4 431
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 1 1 56
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 0 15 0 0 2 69
Total Working Papers 1 3 12 2,091 51 93 209 6,577

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 2 9 1 3 6 52
Blue-Collar Crime and Finance 0 0 1 4 2 3 11 44
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 0 1 1 7 2 4 12 68
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 0 89 5 5 11 358
Do investors follow the herd in option markets? 0 0 2 10 1 2 7 65
Informational Economic Transmission between Countries 0 0 0 0 5 8 9 9
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 1 1 1 63
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 0 0 4 148
Learning and Index Option Returns 0 0 0 5 0 2 2 21
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 2 4 6 69
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 1 4 108
Make-take decisions under high-frequency trading competition 0 1 1 10 2 5 6 56
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 0 3 9 1 7 21 50
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 0 4 7 36
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 1 1 2 98
The success of option listings 0 0 0 10 1 4 5 57
Thinly traded securities and risk management 0 0 1 9 2 2 5 102
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 0 2 0 2 3 9
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 0 3 5 44 2 8 16 154
What do we know about individual equity options? 0 0 0 9 4 19 23 147
Total Journal Articles 0 5 17 370 32 85 161 1,714

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 1 1 8 202 2 6 29 724
Total Books 1 1 8 202 2 6 29 724

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 5 9 455
Total Chapters 0 0 0 98 1 5 9 455

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Statistics updated 2026-01-09