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 1 3 19 1,031
Bond Pricing with Default Risk 0 0 0 24 0 0 3 107
Bond Pricing with Default Risk 0 0 0 29 1 1 21 191
Does Institutional Ownership Matter for International Stock Return Comovement? 0 0 0 17 0 0 16 128
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 9 2 2 16 82
Dynamic Portfolio Selection by Augmenting the Asset Space 0 0 0 161 2 3 24 572
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 2 2 20 61
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 0 10 1,053
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole 0 0 0 203 1 1 16 690
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 2 2 8 115
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 0 3 18 717
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 259 1 1 20 701
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options 0 0 0 5 0 0 2 47
Optimal Option Portfolio Strategies 0 1 9 49 0 1 37 338
Option Strategies: Good Deals and Margin Calls 1 1 2 18 1 3 16 174
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 4 232 2 7 36 948
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 1 3 12 125
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 0 187 5 5 26 718
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 2 2 2 341 2 3 15 845
Relative Pricing of Options with Stochastic Volatility 0 0 1 31 0 1 6 118
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate 0 0 0 8 0 0 3 43
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets 0 0 0 199 2 3 15 649
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 32 1 1 12 141
The MIDAS Touch: Mixed Data Sampling Regression Models 12 21 85 1,781 30 93 411 5,624
The MIDAS Touch: Mixed Data Sampling Regression Models 1 3 10 261 4 12 56 969
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence 0 0 1 8 0 0 9 68
There is a Risk-Return Tradeoff After All 0 1 2 188 0 2 20 784
There is a Risk-Return Tradeoff After All 0 0 0 182 0 0 15 710
There is a Risk-Return Tradeoff After All 1 1 2 132 3 4 16 644
Two Trees 0 0 0 16 0 0 13 100
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 3 135 0 0 26 560
Total Working Papers 17 30 123 5,652 63 158 951 19,210

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 0 2 28 613
Beyond the Carry Trade: Optimal Currency Portfolios 0 1 4 56 0 3 25 197
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 0 1 5 153 1 4 16 392
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 0 1 5 38 0 6 22 119
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 1 19 711
Forecasting stock market returns: The sum of the parts is more than the whole 0 1 6 163 1 4 39 711
International risk sharing is better than you think, or exchange rates are too smooth 0 0 0 172 0 3 10 449
Momentum has its moments 7 31 109 537 71 221 545 1,997
Multifactor models and their consistency with the ICAPM 0 0 8 291 3 3 33 900
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 1 5 77
Option strategies: Good deals and margin calls 4 4 5 85 13 23 58 410
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 5 17 292 4 20 74 1,001
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 3 372 5 9 54 1,074
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets 0 0 1 57 0 4 17 215
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks 0 0 0 2 0 3 17 650
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 0 2 6 369 2 9 48 1,129
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 1 2 183 1 3 11 464
Two Trees 0 0 0 46 1 2 14 206
Total Journal Articles 12 47 173 3,354 102 323 1,054 11,631

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Statistics updated 2026-09-10