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 0 385 3 5 10 973
Bond Pricing with Default Risk 0 0 4 20 2 7 34 124
Bond Pricing with Default Risk 0 0 1 16 1 2 7 72
Does Institutional Ownership Matter for International Stock Return Comovement? 0 1 2 13 2 5 9 80
Dynamic Portfolio Selection by Augmenting the Asset Space 1 1 1 160 3 4 9 529
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 4 0 1 5 50
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 1 4 0 0 7 33
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 1 501 0 2 10 1,026
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 1 1 5 182 6 9 33 580
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 1 5 1 1 6 60
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 170 2 2 8 687
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 15 1 1 6 104
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 2 7 34
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 1 2 257 0 2 10 669
Optimal Option Portfolio Strategies 0 4 7 26 2 12 47 150
Option Strategies: Good Deals and Margin Calls 0 0 1 10 1 5 22 89
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 226 2 3 10 875
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 2 3 25 1 6 13 87
Political Cycles and the Stock Market 0 0 0 10 1 1 5 56
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 182 2 4 11 641
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 2 3 321 2 5 17 768
Relative Pricing of Options with Stochastic Volatility 0 0 0 25 1 5 8 93
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 7 0 0 4 37
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 195 1 2 7 618
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 1 32 0 0 1 123
The MIDAS Touch: Mixed Data Sampling Regression Models 24 67 185 1,271 54 146 454 3,601
The MIDAS Touch: Mixed Data Sampling Regression Models 5 17 40 141 12 34 103 442
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 0 0 5 1 2 3 47
There is a Risk-Return Tradeoff After All 0 0 5 165 0 0 27 620
There is a Risk-Return Tradeoff After All 0 0 1 126 0 0 17 593
There is a Risk-Return Tradeoff After All 0 0 2 183 2 6 26 686
Two Trees 0 0 3 13 0 1 13 68
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 1 2 129 0 1 3 522
Total Working Papers 31 97 274 4,829 103 276 952 15,137

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 1 2 144 5 10 23 475
Beyond the Carry Trade: Optimal Currency Portfolios 0 3 4 36 1 6 13 115
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 1 3 117 1 4 16 305
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 0 0 22 0 0 7 65
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 2 55 4 5 22 201
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 4 260 1 5 29 675
Forecasting stock market returns: The sum of the parts is more than the whole 3 3 12 72 10 21 75 391
International risk sharing is better than you think, or exchange rates are too smooth 1 1 26 149 5 10 56 362
Momentum has its moments 3 17 73 186 14 48 209 698
Multifactor models and their consistency with the ICAPM 2 6 22 214 10 23 73 621
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 0 0 71
Option strategies: Good deals and margin calls 0 0 0 63 0 1 5 274
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 4 13 37 165 13 38 148 599
Predicting volatility: getting the most out of return data sampled at different frequencies 1 7 36 256 6 23 91 696
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 2 44 0 1 11 156
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 1 8 622
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 19 0 1 1 50
There is a risk-return trade-off after all 2 5 42 237 9 29 137 706
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 0 171 0 1 7 419
Two Trees 0 0 0 39 0 3 10 149
Total Journal Articles 16 57 265 2,251 79 230 941 7,650

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Statistics updated 2021-01-03