Publications and working papers (with R&R) in ISI Journals:
Nominated as best conference paper at the FMA (2015).
Lead article in Journal of Financial Markets 2019.
Nominated as best conference paper at the EFMA (2013).
Nominated as best conference paper at the EFMA (2014).
Nominated as best conference paper at the FMA (2012).
Work in Progress
International Capital flows and Money Market Reaction (with Anuar Bechara 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 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).
Information flows and price impact in Option Markets (with R. Holowczak, F. Asencio, and T. Verousis).
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
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).