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 1 398 0 2 19 1,030
Bond Pricing with Default Risk 0 0 0 24 0 0 3 107
Bond Pricing with Default Risk 0 0 0 29 0 0 21 190
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 1 16 128
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 0 2 22 570
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 0 1 15 80
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 0 1 18 59
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 1 10 1,053
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 0 203 0 3 17 689
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 1 4 84
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 1 6 113
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 0 4 18 717
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
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 0 1 20 700
Optimal Option Portfolio Strategies 0 1 9 49 0 5 38 338
Option Strategies: Good Deals and Margin Calls 0 0 1 17 1 4 15 173
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 1 2 11 124
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 4 232 0 7 35 946
Political Cycles and the Stock Market 0 0 0 11 0 1 10 73
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 1 1 13 843
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 1 22 713
Relative Pricing of Options with Stochastic Volatility 0 0 1 31 0 2 7 118
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 0 1 3 43
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 0 1 13 647
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 0 0 13 140
The MIDAS Touch: Mixed Data Sampling Regression Models 6 17 76 1,769 31 97 405 5,594
The MIDAS Touch: Mixed Data Sampling Regression Models 1 4 10 260 4 15 55 965
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 0 1 8 0 2 9 68
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 16 710
There is a Risk-Return Tradeoff After All 0 1 1 131 0 2 13 641
There is a Risk-Return Tradeoff After All 0 1 2 188 1 3 20 784
Two Trees 0 0 0 16 0 1 13 100
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 3 3 135 0 4 26 560
Total Working Papers 7 28 110 5,635 39 168 930 19,147

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 1 2 29 613
Beyond the Carry Trade: Optimal Currency Portfolios 0 3 4 56 1 8 25 197
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 2 5 153 1 5 16 391
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 1 1 6 38 2 8 23 119
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 1 65 0 2 15 255
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 0 2 19 711
Forecasting stock market returns: The sum of the parts is more than the whole 0 1 6 163 0 4 39 710
International risk sharing is better than you think, or exchange rates are too smooth 0 0 0 172 0 4 12 449
Momentum has its moments 12 24 105 530 78 170 498 1,926
Multifactor models and their consistency with the ICAPM 0 0 8 291 0 3 30 897
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 1 2 5 77
Option strategies: Good deals and margin calls 0 0 2 81 5 12 46 397
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 3 7 16 291 6 20 74 997
Predicting volatility: getting the most out of return data sampled at different frequencies 0 1 3 372 3 13 49 1,069
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 2 57 3 5 18 215
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 2 3 19 650
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 0 4 61
There is a risk-return trade-off after all 1 2 8 369 3 13 49 1,127
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 2 2 183 1 3 13 463
Two Trees 0 0 0 46 1 1 13 205
Total Journal Articles 17 43 169 3,342 108 280 996 11,529

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Statistics updated 2026-08-07