Access Statistics for Pedro Santa-Clara

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability 0 0 1 397 0 0 5 1,010
Bond Pricing with Default Risk 0 0 0 28 0 0 2 164
Bond Pricing with Default Risk 0 0 1 24 0 1 4 104
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 1 8 112
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 0 0 1 65
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 0 0 4 547
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 1 6 0 0 1 41
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 0 1 1,043
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 2 202 1 2 19 671
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 10 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 170 0 0 1 698
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 0 0 106
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 1 2 679
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 0 0 42
Optimal Option Portfolio Strategies 1 1 5 39 1 3 10 295
Option Strategies: Good Deals and Margin Calls 0 0 1 13 0 0 2 154
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 2 34 0 1 3 111
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 1 5 14 908
Political Cycles and the Stock Market 0 0 1 11 0 0 3 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 1 1 2 339 1 1 4 828
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 1 11 688
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 1 1 1 111
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 0 0 0 40
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 1 199 0 0 2 634
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 0 0 0 127
The MIDAS Touch: Mixed Data Sampling Regression Models 4 14 58 1,661 14 55 272 5,077
The MIDAS Touch: Mixed Data Sampling Regression Models 2 7 28 243 7 25 83 880
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 0 0 7 0 0 0 59
There is a Risk-Return Tradeoff After All 0 0 0 186 1 1 3 763
There is a Risk-Return Tradeoff After All 0 0 1 130 0 0 2 627
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 3 691
Two Trees 0 0 1 16 0 0 2 86
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 0 0 0 534
Total Working Papers 8 23 106 5,478 27 99 473 18,038

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability 0 0 6 183 0 1 16 584
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 5 52 0 0 7 170
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 10 146 1 1 23 368
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 1 1 3 32 1 1 7 94
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 63 0 0 1 237
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 1 268 0 0 1 692
Forecasting stock market returns: The sum of the parts is more than the whole 1 1 6 155 2 10 39 662
International risk sharing is better than you think, or exchange rates are too smooth 0 0 4 171 0 1 16 434
Momentum has its moments 3 20 46 393 5 37 130 1,344
Multifactor models and their consistency with the ICAPM 2 4 14 279 2 10 43 854
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 0 0 72
Option strategies: Good deals and margin calls 0 2 4 79 0 6 15 347
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 4 5 16 267 6 13 41 906
Predicting volatility: getting the most out of return data sampled at different frequencies 0 3 9 364 5 9 36 1,001
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 5 54 0 1 8 195
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 0 0 630
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 1 2 57
There is a risk-return trade-off after all 0 1 20 359 4 10 46 1,063
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 2 6 181 0 2 14 446
Two Trees 0 1 2 46 1 4 16 191
Total Journal Articles 11 40 157 3,115 28 107 461 10,347

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Statistics updated 2025-03-03