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 0 397 2 7 9 1,019
Bond Pricing with Default Risk 0 0 0 24 0 1 1 105
Bond Pricing with Default Risk 0 0 1 29 6 6 16 180
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 4 7 7 119
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 3 3 4 69
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 1 3 4 551
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 4 4 4 45
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 3 4 4 1,047
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 1 203 1 5 9 679
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 0 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 1 2 108
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 0 2 3 701
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 1 4 46
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 1 3 5 684
Optimal Option Portfolio Strategies 0 2 5 43 2 8 17 311
Option Strategies: Good Deals and Margin Calls 0 0 3 16 2 2 6 160
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 229 1 4 14 917
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 35 1 1 4 114
Political Cycles and the Stock Market 0 0 0 11 3 3 3 66
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 2 7 694
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 0 4 7 834
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 0 0 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 2 5 5 639
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 0 0 2 129
The MIDAS Touch: Mixed Data Sampling Regression Models 1 1 13 252 6 6 51 920
The MIDAS Touch: Mixed Data Sampling Regression Models 9 23 70 1,724 50 112 307 5,352
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 1 1 187 2 7 9 771
There is a Risk-Return Tradeoff After All 0 0 0 182 3 7 13 703
There is a Risk-Return Tradeoff After All 0 0 0 130 0 1 2 629
Two Trees 0 0 0 16 0 0 1 87
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 3 9 10 544
Total Working Papers 10 27 98 5,563 102 218 532 18,514

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 1 1 1 184 5 17 18 602
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 0 52 2 3 7 177
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 2 148 0 2 11 378
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 2 4 35 1 4 8 101
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 64 0 3 6 243
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 4 6 6 698
Forecasting stock market returns: The sum of the parts is more than the whole 1 3 7 161 6 18 37 692
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 0 1 7 440
Momentum has its moments 12 25 74 460 31 87 228 1,562
Multifactor models and their consistency with the ICAPM 1 3 11 287 3 6 28 876
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 2 2 74
Option strategies: Good deals and margin calls 0 0 3 81 9 14 24 367
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 3 16 278 10 23 60 954
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 6 369 3 12 43 1,037
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 1 3 57 3 6 10 205
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 3 4 7 637
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 0 2 58
There is a risk-return trade-off after all 0 1 7 365 7 10 39 1,094
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 0 181 0 0 7 453
Two Trees 0 0 0 46 1 5 7 197
Total Journal Articles 16 39 136 3,231 88 223 557 10,845

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Statistics updated 2026-01-09