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 1 398 1 2 20 1,032
Bond Pricing with Default Risk 0 0 0 24 0 0 3 107
Bond Pricing with Default Risk 0 0 0 29 0 1 17 191
Does Institutional Ownership Matter for International Stock Return Comovement? 1 1 1 18 1 1 17 129
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 0 2 16 82
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 0 2 24 572
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 0 2 20 61
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 0 10 1,053
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 0 203 1 2 17 691
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 4 84
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 2 8 115
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 1 1 19 718
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 1 2 21 702
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 1 3 48
Optimal Option Portfolio Strategies 0 0 8 49 2 2 37 340
Option Strategies: Good Deals and Margin Calls 0 1 2 18 0 2 16 174
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 3 232 1 3 36 949
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 2 4 14 127
Political Cycles and the Stock Market 0 0 0 11 0 0 10 73
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 2 2 341 1 4 16 846
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 1 1 1 188 2 7 28 720
Relative Pricing of Options with Stochastic Volatility 0 0 1 31 0 0 6 118
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 0 0 3 43
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 0 2 15 649
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 0 1 12 141
The MIDAS Touch: Mixed Data Sampling Regression Models 4 22 84 1,785 16 77 400 5,640
The MIDAS Touch: Mixed Data Sampling Regression Models 0 2 10 261 1 9 56 970
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 0 1 8 0 0 9 68
There is a Risk-Return Tradeoff After All 0 0 0 182 1 1 15 711
There is a Risk-Return Tradeoff After All 0 0 2 188 1 2 21 785
There is a Risk-Return Tradeoff After All 0 1 2 132 0 3 16 644
Two Trees 0 0 0 16 2 2 15 102
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 3 135 0 0 25 560
Total Working Papers 6 30 122 5,658 35 137 949 19,245

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 0 1 28 613
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 4 56 3 4 26 200
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 5 153 1 3 17 393
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 1 2 6 39 2 4 24 121
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 65 0 0 15 255
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 0 0 19 711
Forecasting stock market returns: The sum of the parts is more than the whole 1 1 6 164 7 8 44 718
International risk sharing is better than you think, or exchange rates are too smooth 0 0 0 172 0 0 10 449
Momentum has its moments 12 31 114 549 97 246 619 2,094
Multifactor models and their consistency with the ICAPM 0 0 7 291 2 5 32 902
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 1 5 77
Option strategies: Good deals and margin calls 0 4 4 85 5 23 62 415
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 6 19 294 10 20 80 1,011
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 3 372 3 11 52 1,077
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 1 57 2 5 18 217
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 2 17 650
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 1 4 62
There is a risk-return trade-off after all 0 1 5 369 4 9 49 1,133
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 2 183 1 3 12 465
Two Trees 0 0 0 46 1 3 15 207
Total Journal Articles 16 45 178 3,370 139 349 1,148 11,770

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Statistics updated 2026-10-11