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 1 2 18 191
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 1 481 3 4 11 1,182
Dark trading and alternative execution priority rules 0 0 0 5 1 1 7 13
Effects of Information Overload on Financial Markets: How Much Is Too Much? 0 1 4 22 4 12 30 62
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 0 1 1 270
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading 0 0 0 882 1 2 4 2,469
Risk Management with Thinly Traded Securities: Methodology and Implementation 0 0 0 3 0 1 2 22
The Dynamics of the Short-Term Interest Rate in the UK 0 1 4 408 5 19 75 1,647
The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings 0 0 0 10 0 0 2 92
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 0 0 0 427
The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps 0 0 0 0 0 0 0 55
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 0 0 0 15 0 0 2 69
Total Working Papers 0 2 9 2,088 15 42 152 6,499

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 2 6 50
Blue-Collar Crime and Finance 0 0 1 4 1 1 12 42
CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation 1 1 1 7 2 6 10 66
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 0 1 89 0 0 8 353
Do investors follow the herd in option markets? 0 1 2 10 0 1 6 63
Informational Economic Transmission between Countries 0 0 0 0 0 1 1 1
International workshop on algorithmic and high-frequency trading:a brief summary 0 0 0 14 0 0 0 62
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 1 1 1 20
Learning and forecasts about option returns through the volatility risk premium 0 0 0 11 1 1 3 66
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 2 4 107
Make-take decisions under high-frequency trading competition 0 0 0 9 2 2 3 53
Speculative bubbles under supply constraints, background risk and investment fraud in the art market 0 1 3 9 4 7 21 47
The effect of environmental policies on risk reductions in energy generation 0 0 0 5 0 0 4 32
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 1 97
The success of option listings 0 0 0 10 0 0 1 53
Thinly traded securities and risk management 0 1 1 9 0 1 3 100
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk 0 0 0 2 1 1 3 8
Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 1 2 3 42 2 4 12 148
What do we know about individual equity options? 0 0 0 9 9 11 14 137
Total Journal Articles 2 6 15 367 24 42 117 1,653

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 7 201 3 8 27 721
Total Books 0 1 7 201 3 8 27 721

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 98 0 0 9 450
Total Chapters 0 0 1 98 0 0 9 450

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Statistics updated 2025-11-08