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 4 7 13 1,023
Bond Pricing with Default Risk 0 0 1 29 2 8 18 182
Bond Pricing with Default Risk 0 0 0 24 0 1 1 105
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 2 8 9 121
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 4 7 8 73
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 10 11 14 561
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 6 10 10 51
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 3 7 7 1,050
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 1 203 3 6 12 682
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 3 3 3 83
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 4 5 6 112
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 6 7 9 707
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 5 6 10 689
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 1 4 46
Optimal Option Portfolio Strategies 1 3 6 44 2 7 19 313
Option Strategies: Good Deals and Margin Calls 0 0 3 16 1 3 7 161
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 1 2 36 4 5 7 118
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 229 4 6 14 921
Political Cycles and the Stock Market 0 0 0 11 3 6 6 69
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 3 4 10 837
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 9 11 15 703
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 1 1 3 113
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 1 1 1 41
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 1 6 6 640
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 4 4 6 133
The MIDAS Touch: Mixed Data Sampling Regression Models 4 20 71 1,728 24 110 313 5,376
The MIDAS Touch: Mixed Data Sampling Regression Models 1 2 12 253 8 14 55 928
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 5 12 14 776
There is a Risk-Return Tradeoff After All 0 0 0 130 4 4 6 633
There is a Risk-Return Tradeoff After All 0 0 0 182 6 11 18 709
Two Trees 0 0 0 16 3 3 4 90
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 3 7 13 547
Total Working Papers 7 27 100 5,570 138 302 641 18,652

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 1 1 184 6 13 24 608
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 0 52 6 9 13 183
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 1 1 3 149 3 4 14 381
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 1 4 35 4 7 12 105
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 64 3 3 9 246
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 4 10 10 702
Forecasting stock market returns: The sum of the parts is more than the whole 0 2 7 161 6 18 38 698
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 3 3 9 443
Momentum has its moments 4 22 74 464 32 89 255 1,594
Multifactor models and their consistency with the ICAPM 2 3 12 289 5 9 29 881
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 2 81 9 23 29 376
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 4 16 279 6 27 60 960
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 5 369 6 16 47 1,043
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 3 57 3 8 13 208
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 6 9 13 643
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 1 3 59
There is a risk-return trade-off after all 0 1 6 365 7 17 42 1,101
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 0 181 3 3 10 456
Two Trees 0 0 0 46 4 6 11 201
Total Journal Articles 8 35 135 3,239 117 277 643 10,962

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Statistics updated 2026-02-12