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Santa-Clara, Pedro
33
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Working paper / National Bureau of Economic Research, Inc
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6
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Risk : managing risk in the world's financial markets
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PROFESSOR ZIPF GOES TO WALL STREET
Malevergne, Yannick
;
Santa-Clara, Pedro
;
Sornette, Didier
-
2009
Persistent link: https://www.econbiz.de/10008308787
Saved in:
2
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-186
Persistent link: https://www.econbiz.de/10007045671
Saved in:
3
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
Jong, Frank de
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 131
Persistent link: https://www.econbiz.de/10006699714
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4
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 59-96
Persistent link: https://www.econbiz.de/10006747798
Saved in:
5
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10006500590
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6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10006510507
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7
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10006511919
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8
The Presidential Puzzle: Political Cycles and the Stock Market
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 1841-1872
Persistent link: https://www.econbiz.de/10006554368
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9
Idiosyncratic Risk Matters!
Goyal, Amit
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 975-1008
Persistent link: https://www.econbiz.de/10006555544
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10
ARTICLES - The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2110
Persistent link: https://www.econbiz.de/10006562084
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