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 14 203
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 1 482 1 4 30 1,209
Dark trading and alternative execution priority rules 0 0 1 6 2 2 35 47
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 0 6 27 2 14 106 160
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 1 1 17 286
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 0 882 0 1 12 2,479
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 0 2 12 34
The Dynamics of the Short-Term Interest Rate in the UK 0 1 2 410 1 9 56 1,693
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 1 7 99
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 1 2 11 438
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 1 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 1 10 2,097 9 37 321 6,793

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 0 1 14 63
Blue-Collar Crime and Finance 0 0 0 4 2 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 16 78
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 1 1 90 3 9 30 383
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 3 23 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 1 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 1 1 11 76
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 1 9 116
Make-take decisions under high-frequency trading competition 0 0 1 10 0 0 13 64
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 0 0 9 0 2 18 60
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 1 1 9 62
Thinly traded securities and risk management 0 0 1 9 0 0 12 111
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 0 2 1 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 0 0 4 44 0 1 18 162
What do we know about individual equity options? 0 0 1 10 0 0 35 161
Total Journal Articles 0 1 11 374 8 26 284 1,904

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 0 4 30 744
Total Books 0 0 3 204 0 4 30 744

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 1 15 465
Total Chapters 0 0 1 99 1 1 15 465

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Statistics updated 2026-09-10