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 1 5 7 1,017
Bond Pricing with Default Risk 0 0 1 29 0 4 10 174
Bond Pricing with Default Risk 0 0 0 24 1 1 2 105
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 2 3 4 115
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 0 2 3 550
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 0 0 1 66
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 0 0 0 41
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 1 1 1 1,044
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 1 203 2 4 9 678
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 1 171 1 2 3 701
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 1 1 2 108
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 0 3 45
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 2 5 683
Optimal Option Portfolio Strategies 2 3 5 43 3 8 17 309
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 35 0 0 3 113
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 1 229 1 4 13 916
Political Cycles and the Stock Market 0 0 0 11 0 0 0 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 1 4 7 834
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 1 6 693
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 3 3 3 637
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 7 19 68 1,715 36 89 280 5,302
The MIDAS Touch: Mixed Data Sampling Regression Models 0 0 15 251 0 1 59 914
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 0 182 2 5 10 700
There is a Risk-Return Tradeoff After All 1 1 1 187 5 5 7 769
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 1 7 7 541
Total Working Papers 10 24 98 5,553 62 153 473 18,412

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 0 183 2 12 14 597
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 0 52 1 3 5 175
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 0 2 148 1 2 11 378
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 1 2 4 35 2 3 7 100
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 2 2 2 694
Forecasting stock market returns: The sum of the parts is more than the whole 1 3 6 160 6 14 34 686
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 6 20 75 448 26 79 224 1,531
Multifactor models and their consistency with the ICAPM 0 3 11 286 1 6 29 873
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 2 2 2 74
Option strategies: Good deals and margin calls 0 1 4 81 5 6 17 358
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 2 15 277 11 17 51 944
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 8 369 7 14 42 1,034
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 1 3 57 2 4 8 202
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 1 4 634
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 1 2 58
There is a risk-return trade-off after all 1 2 7 365 3 6 34 1,087
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 2 181 0 0 9 453
Two Trees 0 0 1 46 1 4 9 196
Total Journal Articles 11 34 140 3,215 72 180 517 10,757

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Statistics updated 2025-12-06