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266
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189
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67
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40
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39
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26
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41
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/10001608810
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42
Idiosyncratic risk matters!
Goyal, Amit
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 975-1007
Persistent link: https://www.econbiz.de/10001762577
Saved in:
43
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/10001797754
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44
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/10001791792
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45
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. 131-157
Persistent link: https://www.econbiz.de/10001436356
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46
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. 149-185
Persistent link: https://www.econbiz.de/10001543111
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47
Professor Zipf goes to Wall Street
Malevergne, Yannick
;
Santa-Clara, Pedro
;
Sornette, Didier
-
2009
Persistent link: https://www.econbiz.de/10003878228
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48
Capital market integration and consumption risk sharing over the long run
Rangvid, Jesper
;
Santa-Clara, Pedro
;
Schmeling, Maik
- In:
Journal of international economics
103
(
2016
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011655888
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49
Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 277-303
Persistent link: https://www.econbiz.de/10011667735
Saved in:
50
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
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