Research

Publications and working papers (with R&R) in ISI Journals:

Working papers:

Work in Progress
  • Investment Planning under Environmental Policy Risk (with Eduardo Schwartz, Ronald Fischer and Giancarlo Acevedo).
  • International Capital flows and Money Market Reaction (with Anusha Chari and Carlos Canon).
  • Understanding the Interbank Network Structure under Interactions between Unsecured and Collateralized  Money Markets (with C. Cañon and N. Garrido).
  • Understanding Collateral Chains (with Paula Margaretic and 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).
  • Multi-market Dynamics: dark pools and lit markets (with Dan Ladley Marcela Valenzuela, Rodrigo Orellana).
  • Designated Market Making in limit order markets (Olga Lebedeva and Mykhailo Saienko).
  • News and Crises (Marcela Valenzuela and Maricel Vargas).

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.