Alejandro Bernales

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Affiliations

• Universidad de Chile / Facultad de Economía y Negocios
  • EDIRC entry
  • location:

Research profile

author of:

• The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings (RePEc:bfr:banfra:495)
  by Alejandro Bernales
• 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 (RePEc:bfr:bullbf:2012:188:02)
  by BERNALES, A. & Jean-Paul Renne
• Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 (RePEc:bfr:bullbf:2014:195:05)
  by Bernales, A. & Dugast, J.
• 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 (RePEc:bfr:quarte:2012:25:06)
  by A. Bernales. & J-P. Renne.
• International workshop on algorithmic and high-frequency trading:a brief summary (RePEc:bfr:quarte:2014:33:03)
  by A. Bernales. & J. Dugast.
• Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk (RePEc:cup:jfinqa:v:59:y:2024:i:1:p:221-248_8)
  by Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian
• Speculative bubbles under supply constraints, background risk and investment fraud in the art market (RePEc:eee:corfin:v:77:y:2022:i:c:s0929119920301905)
  by Bernales, Alejandro & Reus, Lorenzo & Valdenegro, Víctor
• The effect of environmental policies on risk reductions in energy generation (RePEc:eee:dyncon:v:126:y:2021:i:c:s0165188920301950)
  by Acevedo, Giancarlo & Bernales, Alejandro & Flores, Andrés & Inzunza, Andrés & Moreno, Rodrigo
• Learning and forecasts about option returns through the volatility risk premium (RePEc:eee:dyncon:v:82:y:2017:i:c:p:312-330)
  by Bernales, Alejandro & Chen, Louisa & Valenzuela, Marcela
• The success of option listings (RePEc:eee:empfin:v:40:y:2017:i:c:p:139-161)
  by Bernales, Alejandro
• CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation (RePEc:eee:eneeco:v:59:y:2016:i:c:p:104-117)
  by Inzunza, Andrés & Moreno, Rodrigo & Bernales, Alejandro & Rudnick, Hugh
• Bid–ask spread and liquidity searching behaviour of informed investors in option markets (RePEc:eee:finlet:v:25:y:2018:i:c:p:96-102)
  by Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos
• Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? (RePEc:eee:finmar:v:26:y:2015:i:c:p:1-37)
  by Bernales, Alejandro & Guidolin, Massimo
• Make-take decisions under high-frequency trading competition (RePEc:eee:finmar:v:45:y:2019:i:c:p:1-18)
  by Bernales, Alejandro
• Blue-Collar Crime and Finance (RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002049)
  by Bernales, Alejandro & Beuermann, Diether W. & Cumming, Douglas & Olid, Christian
• Do investors follow the herd in option markets? (RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406)
  by Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos
• Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests (RePEc:eee:jbfina:v:46:y:2014:i:c:p:326-342)
  by Bernales, Alejandro & Guidolin, Massimo
• Dark trading and alternative execution priority rules (RePEc:ehl:lserod:118866)
  by Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela
• 50 Years of Money and Finance: Lessons and Challenges (RePEc:erf:erffft:1)
  by Niels C. Thygesen & Robert N. McCauley & Guonan Ma & William R. White & Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae & Ernest Gnan & Morten Balling & Paul
• The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps (RePEc:erf:erfftc:1-13)
  by William Arrata & Alejandro Bernales & Virginie Coudert
• Effects of Information Overload on Financial Markets: How Much Is Too Much? (RePEc:fip:fedgif:1372)
  by Alejandro Bernales & Marcela Valenzuela & Ilknur Zer
• The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps (RePEc:hal:journl:hal-01410748)
  by William Arrata & Alejandro Bernales & Virginie Coudert
• Risk Management with Thinly Traded Securities: Methodology and Implementation (RePEc:idb:brikps:4647)
  by Cortazar, Gonzalo & Beuermann, Diether & Bernales, Alejandro
• Blue-Collar Crime and Finance (RePEc:idb:brikps:9678)
  by Bernales, Alejandro & Beuermann, Diether & Cumming, Douglas & Olid, Christian
• Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests (RePEc:igi:igierp:456)
  by Alejandro Bernales & Massimo Guidolin
• The Effects of Information Asymmetries on the Success of Stock Option Listings (RePEc:igi:igierp:484)
  by Alejandro Bernales & Massimo Guidolin
• Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? (RePEc:igi:igierp:565)
  by Alejandro Bernales & Massimo Guidolin
• Informational Economic Transmission between Countries (RePEc:red:issued:24-151)
  by Alejandro Bernales & Hriday Karnani & Paula Margaretic
• Learning and Index Option Returns (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:327-339)
  by Alejandro Bernales & Gonzalo Cortazar & Luka Salamunic & George Skiadopoulos
• Thinly traded securities and risk management (RePEc:udc:esteco:v:41:y:2014:i:1:p:5-48)
  by Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar
• What do we know about individual equity options? (RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91)
  by Alejandro Bernales & Thanos Verousis & Nikolaos Voukelatos & Mengyu Zhang
• The Dynamics of the Short-Term Interest Rate in the UK (RePEc:wpa:wuwpfi:0512029)
  by Diether Beuermann & Antonios Antoniou & Alejandro Bernales
• Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading (RePEc:wpa:wuwpfi:0512030)
  by Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann
• Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk (RePEc:zbw:safewp:234)
  by Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian