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 1 3 1,011
Bond Pricing with Default Risk 0 0 1 24 0 0 3 104
Bond Pricing with Default Risk 0 1 1 29 0 4 5 168
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 0 6 112
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 0 0 3 547
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 0 0 0 65
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 1 2 203 0 1 14 672
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 1 1 171 0 1 2 699
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 1 1 3 680
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 1 1 43
Optimal Option Portfolio Strategies 0 1 5 40 2 3 11 298
Option Strategies: Good Deals and Margin Calls 1 3 3 16 2 4 5 158
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 0 0 11 908
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 34 0 1 3 112
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 0 0 0 187 0 1 7 689
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 2 339 0 1 4 829
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 0 0 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 0 199 0 0 1 634
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 3 6 28 249 14 24 84 904
The MIDAS Touch: Mixed Data Sampling Regression Models 10 20 60 1,681 24 61 250 5,138
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 1 130 0 1 2 628
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 2 692
There is a Risk-Return Tradeoff After All 0 0 0 186 0 1 3 764
Two Trees 0 0 1 16 0 0 1 86
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 0 0 0 534
Total Working Papers 14 33 110 5,511 44 107 440 18,145

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 0 0 7 584
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 3 52 0 2 7 172
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 1 2 10 148 2 4 21 372
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 0 2 32 0 2 6 96
Dynamic Portfolio Selection by Augmenting the Asset Space 0 1 1 64 1 3 3 240
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 2 6 157 1 7 31 669
International risk sharing is better than you think, or exchange rates are too smooth 0 0 2 171 0 2 9 436
Momentum has its moments 10 18 50 411 24 37 121 1,381
Multifactor models and their consistency with the ICAPM 0 1 10 280 2 5 36 859
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 0 3 79 2 3 15 350
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 0 5 18 272 1 9 41 915
Predicting volatility: getting the most out of return data sampled at different frequencies 0 1 7 365 5 9 30 1,010
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 1 4 55 0 2 7 197
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 1 1 1 631
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 0 2 57
There is a risk-return trade-off after all 0 1 11 360 3 6 35 1,069
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 5 181 1 3 10 449
Two Trees 0 0 2 46 0 0 15 191
Total Journal Articles 12 32 137 3,147 43 95 398 10,442

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Statistics updated 2025-06-06