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 1 3 1,011
Bond Pricing with Default Risk 0 0 1 24 0 0 3 104
Bond Pricing with Default Risk 0 1 1 29 1 5 6 169
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 0 4 112
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 0 0 3 547
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 13 672
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 9 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 0 0 106
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 1 1 171 0 1 2 699
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
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
Optimal Option Portfolio Strategies 0 0 3 40 1 3 10 299
Option Strategies: Good Deals and Margin Calls 0 3 3 16 0 4 5 158
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 1 1 11 909
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 1 2 35 1 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 0 0 3 829
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 1 4 690
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 1 634
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 5 24 59 1,686 23 72 243 5,161
The MIDAS Touch: Mixed Data Sampling Regression Models 1 5 29 250 3 24 86 907
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 1 130 0 0 2 628
There is a Risk-Return Tradeoff After All 0 0 0 182 2 2 4 694
There is a Risk-Return Tradeoff After All 0 0 0 186 0 0 3 764
Two Trees 0 0 0 16 1 1 1 87
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 0 0 0 534
Total Working Papers 7 35 107 5,518 34 118 430 18,179

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 7 584
Beyond the Carry Trade: Optimal Currency Portfolios 0 0 2 52 0 1 5 172
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 2 9 148 1 5 20 373
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 0 2 32 0 1 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 2 5 157 2 8 32 671
International risk sharing is better than you think, or exchange rates are too smooth 0 0 0 171 0 2 4 436
Momentum has its moments 5 19 53 416 15 47 128 1,396
Multifactor models and their consistency with the ICAPM 1 1 11 281 4 7 38 863
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 0 3 14 350
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 6 17 274 5 12 38 920
Predicting volatility: getting the most out of return data sampled at different frequencies 3 4 9 368 7 15 34 1,017
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 3 55 0 0 6 197
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 1 2 10 361 4 8 36 1,073
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 5 181 1 2 11 450
Two Trees 0 0 1 46 1 1 14 192
Total Journal Articles 12 36 132 3,159 40 114 399 10,482

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Statistics updated 2025-07-04