Instituição

Nome:
UCLA
Artigos 43:

Understanding the Solar Home Price Premium: Electricity Generation and `Green` Social Status
Samuel R. Dastrup, Joshua Graff Zivin, Matthew E. Kahn, Dora L. Costa
European Economic Review, vol. 56, 2012, p. 961-973.

Understanding the Solar Home Price Premium: Electricity Generation and `Green` Social Status
Samuel R. Dastrup, Joshua Graff Zivin, Matthew E. Kahn, Dora L. Costa
European Economic Review, vol. 56, 2012, p. 961-973.

Using Mean Reversion as a Measure of Persistence
Daniel Dias, Carlos Robalo Marques
Economic Modelling, vol. 27, 2010, p. 262-273.

Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Michael Brandt, Pedro Santa Clara, Rossen Valkanov
Review Of Financial Studies, vol. 22, 2009, p. 3411-3447.

Stylised features of consumer price setting behaviour in Portugal: 1992–2001
Mónica Costa Dias, Daniel Dias, Pedro Neves
Portuguese Economic Journal, vol. 7, 2008, p. 75-99.

Two Trees
John Cochrane, Francis Longstaff, Pedro Santa Clara
Review Of Financial Studies, vol. 21, 2008, p. 347-385.

Two Trees
John Cochrane, Francis Longstaff, Pedro Santa Clara
Review Of Financial Studies, vol. 21, 2008, p. 347-385.

A Note on Measuring the Importance of the Uniform Nonsynchronization Hypothesis
Daniel Dias, Carlos Robalo Marques, João Santos Silva
Economics Bulletin, vol. 4, 2007, p. 1-8.

Episodic Liquidity Crises: Cooperative and Predatory Trading
Bruce Carlin, Miguel Sousa Lobo, S. Viswanathan
Journal of Finance, vol. 62, 2007, p. 2235-2274.

Modeling Exchange Rate Passthrough after Large Devaluations
Ariel Burstein, Martin Eichenbaum, Sergio Rebelo
Journal of Monetary Economics, vol. 54, 2007, p. 346-368.

Time- or State-Dependent Price Setting Rules? Evidence from Micro Data
Daniel Dias, Carlos Robalo Marques, João Santos Silva
European Economic Review, vol. 51, 2007, p. 1589-1613.

Benchmarking for Productivity Improvement: A Health-Care Application
Daniel Ackerberg, Matilde Machado, Michael Riordan
International Economic Review, vol. 47, 2006, p. 161-201.

Dynamic Portfolio Selection by Augmenting the Asset Space
Michael Brandt, Pedro Santa Clara
Journal of Finance, vol. 61, 2006, p. 2187-2217.

International Risk Sharing Is Better Than You Think, or Exchange Rates Are Too Smooth
Michael Brandt, John Cochrane, Pedro Santa Clara
Journal of Monetary Economics, vol. 53, 2006, p. 671-698.

Predicting Volatility: Getting the Most Out of Return Data Sampled at Different Frequencies
Eric Ghysels, Pedro Santa Clara, Rossen Valkanov
Journal of Econometrics, vol. 131, 2006, p. 59-95.

Predicting Volatility: Getting the Most Out of Return Data Sampled at Different Frequencies
Eric Ghysels, Pedro Santa Clara, Rossen Valkanov
Journal of Econometrics, vol. 131, 2006, p. 59-95.

The Importance of Nontradable Goods´ Prices in Cyclical Real Exchange Rate Fluctuations
Ariel Burstein, Martin Eichenbaum, Sergio Rebelo
Japan And The World Economy, vol. 18, 2006, p. 247-253.

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability
Michael Brandt, Amit Goyal, Pedro Santa Clara, Jonathan Stroud
Review Of Financial Studies, vol. 18, 2005, p. 831-873.

Exchange Rates and Fiscal Adjustments: Evidence from the OECD and Implications for the EMU
Luisa Lambertini, José Tavares
B.E. Journal of Macroeconomics: Contributions, vol. 5, 2005, p. 1-28.

Large Devaluations and the Real Exchange Rate
Ariel Burstein, Martin Eichenbaum, Sergio Rebelo
Journal of Political Economy, vol. 113, 2005, p. 742-748.

There Is a Risk-Return Trade-Off after All
Eric Ghysels, Pedro Santa Clara, Rossen Valkanov
Journal of Financial Economics, vol. 76, 2005, p. 509-548.

There Is a Risk-Return Trade-Off after All
Eric Ghysels, Pedro Santa Clara, Rossen Valkanov
Journal of Financial Economics, vol. 76, 2005, p. 509-548.

Investment Prices and Exchange Rates: Some Basic Facts
Ariel Burstein, João César das Neves, Sergio Rebelo
Journal Of The European Economic Association, vol. 2, 2004, p. 302-309.

Distribution Costs and Real Exchange Rate Dynamics during Exchange-Rate-Based Stabilizations
Ariel Burstein, João César das Neves, Sergio Rebelo
Journal of Monetary Economics, vol. 50, 2003, p. 1189-1214.

Flexible Multivariate Garch Modeling with an Application to International Stock Markets
Olivier Ledoit, Pedro Santa Clara, Michael Wolf
Review of Economics and Statistics, vol. 85, 2003, p. 735-747.

Idiosyncratic Risk Matters!
Amit Goyal, Pedro Santa Clara
Journal of Finance, vol. 58, 2003, p. 975-1007.

The Presidential Puzzle: Political Cycles and the Stock Market
Pedro Santa Clara, Rossen Valkanov
Journal of Finance, vol. 58, 2003, p. 1841-1872.

The Presidential Puzzle: Political Cycles and the Stock Market
Pedro Santa Clara, Rossen Valkanov
Journal of Finance, vol. 58, 2003, p. 1841-1872.

A Note on Foreign Bank Investment in the USA
José Paulo Esperança, Mohamed Azzim Gulamhussen
Applied Financial Economics, vol. 12, 2002, p. 39-46.

Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
Michael Brandt, Pedro Santa Clara
Journal of Financial Economics, vol. 63, 2002, p. 161-210.

Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
Michael Brandt, Pedro Santa Clara
Journal of Financial Economics, vol. 63, 2002, p. 161-210.

How Democracy Affects Growth
José Tavares, Romain Wacziarg
European Economic Review, vol. 45, 2001, p. 1341-1378.

The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
Pedro Santa Clara, Didier Sornette
Review Of Financial Studies, vol. 14, 2001, p. 149-185.

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Finance, vol. 56, 2001, p. 2067-2109.

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Finance, vol. 56, 2001, p. 2067-2109.

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Finance, vol. 56, 2001, p. 2067-2109.

Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions Market
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Financial Economics, vol. 62, 2001, p. 39-66.

Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions Market
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Financial Economics, vol. 62, 2001, p. 39-66.

Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions Market
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Financial Economics, vol. 62, 2001, p. 39-66.

Renegotiation and Collusion in Organizations
Leonardo Felli, Miguel Villas-Boas
Journal of Economics and Management Strategy, vol. 9, 2000, p. 453-483.

The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
Frank de Jong, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 34, 1999, p. 131-157.

The Optimality of Consumer Stockpiling Strategies
Robert Meyer, João Borges de Assunção
Marketing Science, vol. 9, 1990, p. 18-41.

The Optimality of Consumer Stockpiling Strategies
Robert Meyer, João Borges de Assunção
Marketing Science, vol. 9, 1990, p. 18-41.

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