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 0 4 17 1,028
Bond Pricing with Default Risk 0 0 0 24 0 2 3 107
Bond Pricing with Default Risk 0 0 0 29 0 1 22 190
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 1 6 16 128
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 1 5 22 569
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 1 5 15 80
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 1 2 18 59
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 1 3 10 1,053
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 0 203 3 5 17 689
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 3 83
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 1 1 7 113
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 1 6 15 714
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 1 8 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 0 3 8 48 4 19 39 337
Option Strategies: Good Deals and Margin Calls 0 1 1 17 2 7 13 171
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 2 36 0 2 10 122
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 2 4 232 2 16 33 941
Political Cycles and the Stock Market 0 0 0 11 0 2 9 72
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 0 3 13 842
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 6 24 713
Relative Pricing of Options with Stochastic Volatility 0 1 1 31 1 3 6 117
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 1 2 3 43
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 0 4 12 646
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 0 6 13 140
The MIDAS Touch: Mixed Data Sampling Regression Models 2 5 9 258 7 22 53 957
The MIDAS Touch: Mixed Data Sampling Regression Models 8 22 79 1,760 34 117 393 5,531
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 1 1 8 2 8 9 68
There is a Risk-Return Tradeoff After All 0 0 0 182 1 1 18 710
There is a Risk-Return Tradeoff After All 0 0 1 187 1 4 18 782
There is a Risk-Return Tradeoff After All 1 1 1 131 1 7 12 640
Two Trees 0 0 0 16 1 6 14 100
Two Trees: Asset Price Dynamics Induced by Market Clearing 3 3 3 135 4 12 26 560
Total Working Papers 15 40 111 5,622 73 295 907 19,052

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 2 27 611
Beyond the Carry Trade: Optimal Currency Portfolios 2 3 3 55 5 11 22 194
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 1 1 4 152 2 5 16 388
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 1 5 37 2 4 17 113
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 65 0 5 13 253
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 1 7 18 710
Forecasting stock market returns: The sum of the parts is more than the whole 0 1 5 162 1 8 38 707
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 1 3 10 446
Momentum has its moments 0 28 95 506 20 137 395 1,776
Multifactor models and their consistency with the ICAPM 0 1 11 291 3 11 38 897
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 1 1 4 76
Option strategies: Good deals and margin calls 0 0 2 81 2 7 37 387
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 3 7 15 287 4 17 66 981
Predicting volatility: getting the most out of return data sampled at different frequencies 1 3 7 372 9 18 55 1,065
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 2 57 1 3 14 211
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 4 16 647
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 1 4 61
There is a risk-return trade-off after all 0 0 7 367 6 16 51 1,120
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 1 1 1 182 1 5 12 461
Two Trees 0 0 0 46 0 2 13 204
Total Journal Articles 8 46 160 3,307 59 267 866 11,308

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Statistics updated 2026-06-04