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Santa-Clara, Pedro
33
Brandt, Michael W.
12
Valkanov, Rossen
6
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5
Longstaff, Francis A.
5
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4
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4
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3
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2
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Working paper / National Bureau of Economic Research, Inc
10
The review of financial studies
6
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
4
The review of economics and statistics
2
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1
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1
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OLC EcoSci
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ECONIS (ZBW)
223
USB Cologne (EcoSocSci)
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1
On the Timing and Pricing of Dividends
van Binsbergen, Jules
;
Brandt, Michael
;
Koijen, Ralph
- In:
The American economic review
102
(
2012
)
4
,
pp. 1596-1619
Persistent link: https://www.econbiz.de/10009994019
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2
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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3
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
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4
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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5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets
Ledoit, Olivier
;
Santa-Clara, Pedro
;
Wolf, Michael
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 735-747
Persistent link: https://www.econbiz.de/10006369256
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