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 1 1 398 2 5 19 1,030
Bond Pricing with Default Risk 0 0 0 29 0 1 21 190
Bond Pricing with Default Risk 0 0 0 24 0 2 3 107
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 3 16 128
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 1 5 23 570
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 0 4 15 80
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 0 2 18 59
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 3 10 1,053
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 0 203 0 4 17 689
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 1 1 4 84
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 1 7 113
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 3 9 18 717
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 6 20 700
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 0 4 47
Optimal Option Portfolio Strategies 1 2 9 49 1 16 39 338
Option Strategies: Good Deals and Margin Calls 0 0 1 17 1 5 14 172
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 1 1 10 123
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 4 232 5 13 37 946
Political Cycles and the Stock Market 0 0 0 11 1 2 10 73
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 4 23 713
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 0 2 13 842
Relative Pricing of Options with Stochastic Volatility 0 0 1 31 1 3 7 118
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 0 1 3 43
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 1 4 13 647
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 0 5 13 140
The MIDAS Touch: Mixed Data Sampling Regression Models 1 4 9 259 4 17 54 961
The MIDAS Touch: Mixed Data Sampling Regression Models 3 17 77 1,763 32 98 402 5,563
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 0 1 8 0 6 9 68
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 16 710
There is a Risk-Return Tradeoff After All 1 1 2 188 1 5 19 783
There is a Risk-Return Tradeoff After All 0 1 1 131 1 7 13 641
Two Trees 0 0 0 16 0 6 13 100
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 3 3 135 0 10 26 560
Total Working Papers 6 30 110 5,628 56 252 929 19,108

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 1 2 28 612
Beyond the Carry Trade: Optimal Currency Portfolios 1 3 4 56 2 12 24 196
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 1 2 5 153 2 6 17 390
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 1 5 37 4 8 21 117
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 65 2 5 15 255
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 1 6 19 711
Forecasting stock market returns: The sum of the parts is more than the whole 1 2 6 163 3 8 39 710
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 3 5 13 449
Momentum has its moments 12 23 102 518 72 147 452 1,848
Multifactor models and their consistency with the ICAPM 0 0 10 291 0 6 34 897
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 1 4 76
Option strategies: Good deals and margin calls 0 0 2 81 5 10 42 392
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 6 14 288 10 21 71 991
Predicting volatility: getting the most out of return data sampled at different frequencies 0 2 4 372 1 15 49 1,066
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 2 57 1 3 15 212
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 1 5 17 648
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 0 4 61
There is a risk-return trade-off after all 1 1 7 368 4 16 51 1,124
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 1 2 2 183 1 4 12 462
Two Trees 0 0 0 46 0 1 12 204
Total Journal Articles 18 42 166 3,325 113 281 939 11,421

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Statistics updated 2026-07-10