Research
Recent publications and working papers (with Revise-and-Resubmit and Reject-and-Resubmit) in ISI (WoS) Journals:
Best Paper Award - Asian Finance Association.
Learning and Index Option Returns, 2020, Journal of Business & Economic Statistics 38, 327-339.
Working papers:
Work in Progress
Understanding Collateral Chains (with Carlos Canon).
Diffusion of the Option Adoption (with Thanos Verousis and David Diaz).
Dynamics in multi-markets: Quality and financial technological changes (with Marcela Valenzuela and Olga Lebedeva).
Overlapping effects in multi-markets (with Marcela Valenzuela, Sean Foley and Nicolas Garrido).
Book Chapter
The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps. Book: 50 Years of Money and Finance -Lessons and Challenges. Edited by Morten Balling and Ernest Gnan. Published by Larcier and SUERF Studies.
Main Research Grants
2024: Fondecyt Regular - Chilean Government research grant #1240312 (Co-Researcher: US$ 150,000 aprox., 4 years).
2023: Fondecyt Regular - Chilean Government research grant #1231660 (Research Leader: US$ 165,000 aprox., 4 years).
2023: Fondecyt Regular - Chilean Government research grant Fondecyt #1231630 (Co-Researcher: US$ 160,000 aprox., 4 years).
2023: Research grant, FEN University of Chile grant #R156 (Research Leader: US$ 8,000 aprox., 1 year).
2019: Fondecyt Regular - Chilean Government research grant # 1190162 (Research Leader: US$ 140,000 aprox., 4 years).
2019: Fondecyt Regular - Chilean Government research grant Fondecyt # 1190477 (Co-Researcher: US$ 143,000 aprox., 4 years).
2018: ENLACE grant # ENL13/18 (Research Leader: US$ 12,000 aprox., 1 year).
2015: Millennium Initiative - Institute for Research in Market Imperfections and Public Policy between 2015-2020 (Researcher, US$ 2,500,000 aprox., 5 years).
2014: Fondecyt Inic. - Chilean Government research grant #11140628 (Research Leader: US$ 135,000 aprox., 3 years).
2014: IFABS Fellowship grant.
2014: Visiting Scholars grant 2014 at Banque de France.
2011: Marie Curie Fellowship Grant (4 years) - European Commission.
2010: PhD travel grant to the International Institute of Forecasters to attend the 30th International Symposium on Forecasting 2010 in San Diego-USA.
2009: PhD travel grant American Finance Association (AFA) to attend the Annual Meeting in San Francisco-USA.
2008: PhD travel grant to attend The Nobel Laureate Meeting in Lindau-Germany (meeting with all the Nobel Laureates in Economics).