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Details about Alejandro Bernales

E-mail:
Homepage:http://www.alejandrobernales.com/
Postal address:www.alejandrobernales.com
Workplace:Centro de Economía Aplicada (Center of Applied Economics), Universidad de Chile (University of Chile), (more information at EDIRC)

Access statistics for papers by Alejandro Bernales.

Last updated 2019-03-14. Update your information in the RePEc Author Service.

Short-id: pbe583


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Working Papers

2020

  1. Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (1)

2016

  1. The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending
    Working papers, Banque de France Downloads

2015

  1. Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (8)
    See also Journal Article in Journal of Financial Markets (2015)

2014

  1. The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings
    Working papers, Banque de France Downloads

2013

  1. Risk Management with Thinly Traded Securities: Methodology and Implementation
    IDB Publications (Working Papers), Inter-American Development Bank Downloads
  2. The Effects of Information Asymmetries on the Success of Stock Option Listings
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  3. The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps
    Post-Print, HAL

2012

  1. Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2014)

Journal Articles

2018

  1. Bid–ask spread and liquidity searching behaviour of informed investors in option markets
    Finance Research Letters, 2018, 25, (C), 96-102 Downloads View citations (1)

2017

  1. Learning and forecasts about option returns through the volatility risk premium
    Journal of Economic Dynamics and Control, 2017, 82, (C), 312-330 Downloads View citations (1)
  2. The success of option listings
    Journal of Empirical Finance, 2017, 40, (C), 139-161 Downloads View citations (2)

2016

  1. CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation
    Energy Economics, 2016, 59, (C), 104-117 Downloads View citations (8)

2015

  1. Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
    Journal of Financial Markets, 2015, 26, (C), 1-37 Downloads View citations (7)
    See also Working Paper (2015)

2014

  1. Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
    Journal of Banking & Finance, 2014, 46, (C), 326-342 Downloads View citations (12)
    See also Working Paper (2012)
  2. International workshop on algorithmic and high-frequency trading:a brief summary
    Quarterly selection of articles - Bulletin de la Banque de France, 2014, (33), 39-42 Downloads
  3. Thinly traded securities and risk management
    Estudios de Economia, 2014, 41, (1 Year 2014), 5-48 Downloads
  4. Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013
    Bulletin de la Banque de France, 2014, (195), 45-47 Downloads

Books

2013

  1. 50 Years of Money and Finance: Lessons and Challenges
    SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum Downloads View citations (11)

Chapters

2013

  1. The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps
    SUERF - The European Money and Finance Forum Downloads
 
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