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 1 1 4 1,012
Bond Pricing with Default Risk 0 0 1 29 1 2 7 170
Bond Pricing with Default Risk 0 0 1 24 0 0 3 104
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 0 3 112
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 0 1 3 548
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 1 1 1 66
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 1 203 2 2 10 674
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 5 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 1 1 107
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 0 0 1 699
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 1 1 4 681
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 2 2 3 45
Optimal Option Portfolio Strategies 0 0 3 40 1 3 10 301
Option Strategies: Good Deals and Margin Calls 0 0 3 16 0 0 4 158
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 1 4 13 912
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 1 35 0 1 3 113
Political Cycles and the Stock Market 0 0 1 11 0 0 1 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 3 5 692
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 0 1 4 830
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 1 1 2 112
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 0 199 0 0 0 634
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 2 2 2 129
The MIDAS Touch: Mixed Data Sampling Regression Models 3 15 60 1,696 24 75 253 5,213
The MIDAS Touch: Mixed Data Sampling Regression Models 1 2 26 251 3 9 84 913
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 0 0 3 764
There is a Risk-Return Tradeoff After All 0 0 0 182 1 3 5 695
There is a Risk-Return Tradeoff After All 0 0 1 130 0 0 2 628
Two Trees 0 0 0 16 0 1 1 87
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 0 0 0 534
Total Working Papers 4 18 103 5,529 42 114 439 18,259

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 2 183 1 1 6 585
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 1 52 0 0 4 172
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 7 148 1 4 19 376
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 1 1 3 33 1 1 7 97
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 64 0 0 3 240
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 0 0 0 692
Forecasting stock market returns: The sum of the parts is more than the whole 0 0 3 157 1 3 24 672
International risk sharing is better than you think, or exchange rates are too smooth 0 1 1 172 2 3 7 439
Momentum has its moments 3 17 63 428 24 71 172 1,452
Multifactor models and their consistency with the ICAPM 0 3 11 283 0 8 36 867
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 1 1 3 80 1 2 14 352
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 0 3 17 275 4 12 41 927
Predicting volatility: getting the most out of return data sampled at different frequencies 0 4 8 369 0 10 31 1,020
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 1 1 3 56 1 1 5 198
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 2 2 3 633
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 0 1 57
There is a risk-return trade-off after all 2 3 10 363 3 12 38 1,081
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 3 181 3 4 12 453
Two Trees 0 0 1 46 0 1 14 192
Total Journal Articles 8 34 137 3,181 44 135 437 10,577

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Statistics updated 2025-09-05