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 1 397 0 0 3 1,011
Bond Pricing with Default Risk 0 0 1 29 0 1 6 169
Bond Pricing with Default Risk 0 0 1 24 0 0 3 104
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 0 3 112
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 0 0 0 65
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 1 1 3 548
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 1 6 0 0 1 41
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 0 1 1,043
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 2 203 0 0 11 672
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 6 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 0 0 1 699
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 1 1 1 107
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 1 1 43
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 1 3 680
Optimal Option Portfolio Strategies 0 0 3 40 1 4 10 300
Option Strategies: Good Deals and Margin Calls 0 1 3 16 0 2 5 158
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 2 3 13 911
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 2 35 0 1 4 113
Political Cycles and the Stock Market 0 0 1 11 0 0 3 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 1 1 4 830
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 2 5 691
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 0 0 1 111
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 0 0 0 634
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 0 0 0 127
The MIDAS Touch: Mixed Data Sampling Regression Models 0 4 27 250 3 20 84 910
The MIDAS Touch: Mixed Data Sampling Regression Models 7 22 63 1,693 28 75 251 5,189
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 0 186 0 0 3 764
There is a Risk-Return Tradeoff After All 0 0 1 130 0 0 2 628
There is a Risk-Return Tradeoff After All 0 0 0 182 0 2 4 694
Two Trees 0 0 0 16 0 1 1 87
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 0 0 0 534
Total Working Papers 7 28 109 5,525 38 116 433 18,217

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 2 183 0 0 6 584
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 1 52 0 0 4 172
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 1 8 148 2 5 20 375
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 0 2 32 0 0 6 96
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 64 0 1 3 240
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 0 0 0 692
Forecasting stock market returns: The sum of the parts is more than the whole 0 1 4 157 0 3 27 671
International risk sharing is better than you think, or exchange rates are too smooth 1 1 1 172 1 1 5 437
Momentum has its moments 9 24 61 425 32 71 150 1,428
Multifactor models and their consistency with the ICAPM 2 3 11 283 4 10 40 867
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 0 0 72
Option strategies: Good deals and margin calls 0 0 2 79 1 3 15 351
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 3 18 275 3 9 39 923
Predicting volatility: getting the most out of return data sampled at different frequencies 1 4 9 369 3 15 34 1,020
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 3 55 0 0 5 197
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 1 1 631
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 0 2 57
There is a risk-return trade-off after all 0 1 9 361 5 12 39 1,078
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 3 181 0 2 9 450
Two Trees 0 0 1 46 0 1 14 192
Total Journal Articles 14 38 136 3,173 51 134 419 10,533

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Statistics updated 2025-08-05