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 1 1 1 398 3 5 17 1,028
Bond Pricing with Default Risk 0 0 0 29 1 8 22 190
Bond Pricing with Default Risk 0 0 0 24 2 2 3 107
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 2 6 15 127
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 3 6 14 79
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 3 7 21 568
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 1 7 17 58
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 2 2 9 1,052
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 0 203 1 4 14 686
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 3 83
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 0 6 112
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 5 6 14 713
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 5 10 20 699
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 1 5 47
Optimal Option Portfolio Strategies 1 4 8 48 11 20 37 333
Option Strategies: Good Deals and Margin Calls 0 1 2 17 2 8 13 169
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 2 3 231 6 18 31 939
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 2 36 0 4 10 122
Political Cycles and the Stock Market 0 0 0 11 1 3 9 72
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 3 9 23 712
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 2 5 13 842
Relative Pricing of Options with Stochastic Volatility 0 1 1 31 1 3 5 116
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 0 1 2 42
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 3 6 12 646
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 5 7 13 140
The MIDAS Touch: Mixed Data Sampling Regression Models 6 24 81 1,752 32 121 383 5,497
The MIDAS Touch: Mixed Data Sampling Regression Models 1 3 10 256 6 22 60 950
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 1 1 8 4 7 7 66
There is a Risk-Return Tradeoff After All 0 0 0 182 0 0 17 709
There is a Risk-Return Tradeoff After All 0 0 0 130 5 6 11 639
There is a Risk-Return Tradeoff After All 0 0 1 187 3 5 17 781
Two Trees 0 0 0 16 5 9 13 99
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 6 9 22 556
Total Working Papers 9 37 110 5,607 123 327 878 18,979

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 1 184 1 3 27 611
Beyond the Carry Trade: Optimal Currency Portfolios 0 1 1 53 5 6 17 189
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 2 4 151 2 5 16 386
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 1 2 5 37 2 6 15 111
Dynamic Portfolio Selection by Augmenting the Asset Space 0 1 1 65 3 7 14 253
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 4 7 17 709
Forecasting stock market returns: The sum of the parts is more than the whole 1 1 6 162 4 8 38 706
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 1 2 9 445
Momentum has its moments 11 42 105 506 55 162 399 1,756
Multifactor models and their consistency with the ICAPM 0 2 11 291 3 13 37 894
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 1 3 75
Option strategies: Good deals and margin calls 0 0 2 81 3 9 37 385
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 5 12 284 7 17 63 977
Predicting volatility: getting the most out of return data sampled at different frequencies 1 2 6 371 5 13 51 1,056
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 2 57 1 2 13 210
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 4 4 17 647
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 2 4 61
There is a risk-return trade-off after all 0 2 7 367 6 13 48 1,114
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 0 181 2 4 12 460
Two Trees 0 0 0 46 1 3 13 204
Total Journal Articles 16 60 164 3,299 109 287 850 11,249

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Statistics updated 2026-05-06