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 7 14 1,024
Bond Pricing with Default Risk 0 0 0 24 0 0 1 105
Bond Pricing with Default Risk 0 0 1 29 7 15 25 189
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 1 7 10 122
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 2 9 10 75
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 3 14 17 564
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 6 16 16 57
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 6 7 1,050
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 1 203 2 6 13 684
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 3 3 83
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 1 7 10 708
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 4 6 112
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 1 2 5 47
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 3 9 13 692
Optimal Option Portfolio Strategies 1 2 6 45 5 9 23 318
Option Strategies: Good Deals and Margin Calls 0 0 3 16 3 6 10 164
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 1 2 230 4 9 17 925
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 2 36 2 7 9 120
Political Cycles and the Stock Market 0 0 0 11 1 7 7 70
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 4 14 19 707
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 2 5 11 839
Relative Pricing of Options with Stochastic Volatility 0 0 0 30 1 2 3 114
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 0 1 1 41
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 2 5 8 642
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 1 5 7 134
The MIDAS Touch: Mixed Data Sampling Regression Models 0 2 10 253 7 21 55 935
The MIDAS Touch: Mixed Data Sampling Regression Models 10 23 77 1,738 38 112 337 5,414
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 0 0 7 1 1 1 60
There is a Risk-Return Tradeoff After All 0 0 0 130 0 4 6 633
There is a Risk-Return Tradeoff After All 0 0 0 182 0 9 18 709
There is a Risk-Return Tradeoff After All 0 0 1 187 2 9 15 778
Two Trees 0 0 0 16 4 7 8 94
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 1 7 14 548
Total Working Papers 12 29 104 5,582 105 345 719 18,757

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 1 12 25 609
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 0 52 0 8 13 183
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 2 3 5 151 2 5 15 383
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 1 1 4 36 4 9 15 109
Dynamic Portfolio Selection by Augmenting the Asset Space 1 1 2 65 2 5 11 248
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 1 9 11 703
Forecasting stock market returns: The sum of the parts is more than the whole 0 1 6 161 1 13 37 699
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 0 3 9 443
Momentum has its moments 14 30 85 478 45 108 295 1,639
Multifactor models and their consistency with the ICAPM 1 4 11 290 5 13 32 886
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 1 1 3 75
Option strategies: Good deals and margin calls 0 0 2 81 4 22 33 380
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 3 13 280 4 20 58 964
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 5 369 4 13 46 1,047
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 3 57 0 6 13 208
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 9 13 643
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 2 3 60
There is a risk-return trade-off after all 2 2 8 367 3 17 41 1,104
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 0 181 0 3 10 456
Two Trees 0 0 0 46 1 6 11 202
Total Journal Articles 22 46 146 3,261 79 284 694 11,041

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Statistics updated 2026-03-04