Research

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

Working papers:

Work in Progress
  • 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).
  • Designated Market Making in limit order markets (Olga Lebedeva and Mykhailo Saienko).
  • News and Crises (M. Valenzuela, M. Vargas, I. Zer).
  • Information flows and price impact in Option Markets (with R. Holowczak, F. Asencio, and T. Verousis).

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
  • 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).