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2.5. Adjusted prices are given by P̄3 = P3 = $5.40,
D3
P̄2 = 1− P2 = P2 = $4.80
P2

and
D2 D3 0.40
P̄1 = 1− 1− P1 = 1− 4.00 = $3.60.
P1 P2 4.00

7
8 2 Solutions for Chapter 2

2.6. (a) The single-period return at time t is given by

P + Dt P + αPt−1 Pt
Rt = t −1= t −1= − 1 + α.
Pt−1 Pt−1 Pt−1

(b) Let P̄t , t = 0, 1, 2, . . . , T denote the sequence of adjusted prices. Then P̄T = PT ,
DT
P̄T −1 = 1 − PT −1 = (1 − α) PT −1 ,
PT −1

DT DT−1 2
P̄T −2 = 1− 1− PT −2 = (1 − α) PT −2
PT −1 PT −2

and so on. The general relationship is

P̄T −k = (1 − α)k PT −k .

2.7. Consider

Cov(Yt + Xt , Ys + Xs ) = Cov(Yt , Ys ) + Cov(Xt , Xs ) + Cov(Yt , Xs ) + Cov(Ys , Xt ).

Let γY denote the covariance function of {Yt : t = 1, 2, . . .} and let γX denote the covariance
function of {Xt : t = 1, 2, . . .}. Since these processes are both weakly stationary,

Cov(Yt + Xt , Ys + Xs ) = γY (|t − s|) + γX (|t − s|) + Cov(Yt , Xs ) + Cov(Ys , Xt ).

However, since we do not know anything about the covariance of Yt and Xs , it does not follow
that the process Y1 + X1 , . . . is weakly stationary. For instance, if Yt and Xs are uncorrelated
for all t, s, then it is weakly stationary. However, if the correlation of Yt and Xs is 1/2 if
t = s = 1 and 0 otherwise, then the process is not weakly stationary.

2.8. (a) The mean function is given by

E(Yt ) = E(Xt − Xt−1 ) = E(Xt ) − E(Xt−1 ) = 0

and the variance function is given by

Var(Yt ) = Var(Xt − Xt−1 ) = Var(Xt ) + Var(Xt−1 ) − 2Cov(Xt , Xt−1 ) = 2
− 2γ(1).
2σ

(b) The covariance function is given by

Cov(Yt , Ys ) = Cov(Xt − Xt−1 , Xs − Xs−1 )

= Cov(Xt , Xs ) + Cov(Xt−1 , Xs−1 ) − Cov(Xt−1 , Xs ) − Cov(Xt , Xs−1 )
= 2γ(|t − s|) − γ(|t − s − 1|) − γ(|t − s + 1|).
2 Solutions for Chapter 2 9

(c) The mean and variance functions of the process are constant. Consider the term in the
covariance function
γ(|t − s − 1|) + γ(|t − s + 1|).
If t = s this is 2γ(|1|) = 2γ(|t − s| + 1). If t ≥ s + 1, then

γ(|t − s − 1|) + γ(|t − s + 1|) = γ(t − s − 1) + γ(t − s + 1) = γ(|t − s| − 1) + γ(|t − s| + 1).

Similarly, if t ≤ s − 1,

γ(|t − s − 1|) + γ(|t − s + 1|) = γ(s + 1 − t) + γ(s − 1 − t) = γ(|t − s| + 1) + γ(|t − s| − 1).

It follows that the covariance of Yt , Ys is a function of |t − s| and, hence, the process is

weakly stationary.

2.9. (a) E(Xt ) = E(ZZt ) = E(Z)E(Zt ) = 0; hence, the mean function is 0. Let µ = E(Zt )
and σ 2 = Var(Zt ). Since E(X 2t) = E(Z 2 Z 2t) = E(Z 2 )E(Zt2 ) = (σ 2 + µ2 ), the variance
function of the process is σ 2 + µ2 .
(b) Since E(Xt ) = 0 for all t,

Cov(Xt , Xs ) = E(Xt Xs ) = E(Z 2 Zt Zs ) = E(Z 2 )E(Zt Zs ) = 0.

(c) Since the mean and variance functions are constant and the X1 , X2 , . . . are uncorrelated,
it follows that {Xt : t = 1, 2, . . .} is a white noise process. Hence, it is also weakly
stationary.

2.10. Since E(rt ) does not depend on t, clearly E(r̃t ) does not depend on t. Let σ 2 = Var(rt )
and consider Var(r̃t ). Using the fomula for the variance of a sum,
X
Var(r̃t ) = 21σ 2 + 2 Cov(r̃21(t −1)+i , r̃21(t−1)+j )
i<j

where the sum in this expression is over all i, j from 1 to 21 such that i < j. Note that, since
{rt : t = 1, 2, . . .} is weakly stationary,

Cov(r̃21(t−1)+i , r̃21(t−1)+j ) = γ(|i − j|)

where γ(·) is the autocovariance function of {rt : t = 1, 2, . . .}. It follows that Var(r̃t ) does
not depend on t.
Now consider Cov(r̃t , r̃s ) for t = s. Note that
21 X
X 21
Cov(r̃t , r̃s ) = Cov(r21(t −1)+j , r21(s−1)+i ).

j=1 i=1

Since, for any i, j,

Cov(r21(t−1)+j , r21(s−1)+i ) = γ(|21(t − s) + j − i|)

10 2 Solutions for Chapter 2

for any j = 1, 2, . . . , 21,

21 X
X 21
Cov(r̃t , r̃s ) = γ(|21(t − s) + j − i|),
j=1 i=1

which clearly depends on t, s only through t − s. By symmetry of the covariance operator,

21 21 21 21
XX XX
γ(|21(t − s) + j − i|) = γ(|21(s − t) + j − i|)
j=1 i=1 j=1 i=1

so that Cov(r̃t , r̃s ) depends on t, s only through |t − s|. It follows that {r̃t : t = 1, 2, . . .} is
weakly stationary.

2.11. Since E(Xj ) = µ, j = 1, . . . , n,

k+w
1 X 1
E(Yk ) = E(Xj ) = wµ = µ, k = 1, . . . , n − w.
w j=k+1 w

Since X1 , . . . , Xn are independent with Var(Xj ) = σ 2 , j = 1, . . . , n,

k+w
1 X 1 12
Var(Yk ) = 2
Var(Xj ) = 2 wσ = σ , k =2 1, . . . , n − w.
w j=k+1 w w

Consider Cov(Yi , Yk ), where i < k. If k > i + w, then Yi and Yk have no terms in common so
that Cov(Yi , Yk ) = 0. Otherwise, the sums
Xi+w X
k+w
Xj and X`
j=i+1 `=k+1

have terms Xk+1 , . . . , Xi+w in common so that

i−k+ w 2
Cov(Yi , Yk ) = σ .
w2

Since E(Yk ) and Var(Yk ) are constant and Cov(Yi , Yk ) depends only on k − i, it follows that
the process Y1 , . . . , Yn−w is weakly stationary with mean function µ and variance function
σ 2 /w.
The correlation of Yi and Yk is
((i−k+ w)/w 2 )σ 2 k−i
= 1−
σ /w
2
w
so that the correlation function of the process is
 |h|
ρ(h) = 1 − , h = 1, 2, . . . .
w
2 Solutions for Chapter 2 11
2.12. (a) Let µX = E(Xt ), σ 2X = Var(Xt ), µY = E(Yt ), and σ 2Y = Var(Yt ). Then

E(Xt + Yt ) = E(Xt ) + E(Yt ) = µX + µY , t = 1, 2, . . . ,

Var(Xt + Yt ) = Var(Xt ) + Var(Yt ) = σ 2 + σ 2 , t = 1, 2, . . .
X Y
and for t = s,

Cov(Xt + Yt , Xs + Ys ) = Cov(Xt , Xs ) + Cov(Xt , Ys ) + Cov(Yt , Xs ) + Cov(Yt , Ys ) = 0.

It follows that {Xt + Yt : t = 1, 2, . . .} is a weak white noise process.

(b) Using the same notation as in part (a),

E(Xt Yt ) = E(Xt )E(Yt ) = µX µY , t = 1, 2, . . . ;

note that
E{(Xt Yt )2 } = E(X 2 )E(Y 2 ) = (µ2 + σ 2 )(µ2 + σ 2 )
t t X X Y Y

so that
Var(Xt Yt ) = (µ2 + σ 2 )(µ2 + σ 2 ) − µ2 µ2 , t = 1, 2, . . . .
X X Y Y X Y

Similarly, for t = s,
E(Xt Yt Xs Ys ) = µX µY µX µY = µ2X µ2Y
so that
Cov(Xt Yt , Xs Ys ) = µ2 µ2 − (µX µY )2 = 0.
X Y

It follows that {Xt Yt : t = 1, 2, . . .} is a weak white noise process.

2.13. (a) The following R commands may be used to download the necessary price data.

> library(tseries)
> x<-get.hist.quote(instrument="PZZA", start="2012-12-31", end="2015-12-31",
+ quote="AdjClose", compression="d")
> pzza0<-as.vector(x)

(b) The returns corresponding to the prices downloaded in part (a) may be calculated using
the commands

> length(pzza0)
[1] 757
> pzza<-(pzza0[-1]-pzza0[-757])/pzza0[-757]

(c) The summary statistics for the returns are

> summary(pzza)
 Min. 1st Qu. Median Mean 3rd Qu. Max.
-0.1210 -0.0074 0.0010 0.0011 0.0097 0.0804
12 2 Solutions for Chapter 2

Time Series Plot of Daily Returns on Papa John's Stock

0.05
0.00
Daily Return

−0.05
−0.10

0 200 400 600

Time

FIGURE 2.1
Plot in Exercise 2.13

(d) The time series plot of the returns may be constructed using the commands

> plot(pzza, type="l", xlab="Time", ylab="Daily Return")

> title(main="Time Series Plot of Daily Returns on Papa John’s Stock")

The plot is given in Figure 2.1.

2.14. (a) The following R commands may be used to download the necessary price data.

> library(tseries)
> x<-get.hist.quote(instrument="PZZA", start="2010-12-31", end="2015-12-31",
+ quote="AdjClose", compression="m")
> pzza0<-as.vector(x)

(b) The returns corresponding to the prices downloaded in part (a) may be calculated using
the commands

> length(pzza0)
[1] 61
> pzza.m<-(pzza0[-1]-pzza0[-61])/pzza0[-61]

(c) The summary statistics are

2 Solutions for Chapter 2 13

> summary(pzza.m)
Min. 1st Qu. Median Mean 3rd Qu. Max.
-0.1780 -0.0072 0.0216 0.0265 0.0696 0.1890

(d) The time series plot of the returns may be constructed using the commands

> plot(pzza.m, type="l", xlab="Time", ylab="Monthly Return")

> title(main="Time Series Plot of Monthly Returns on Papa John’s Stock")

The plot is given in Figure 2.2.

Time Series Plot of Monthly Returns on Papa John's Stock

0.2
0.1
Monthly Return

0.0
−0.1

0 10 20 30 40 50 60

Time

FIGURE 2.2
Plot in Exercise 2.14

2.15. The running means may be calculated and the plot constructed using the following
commands.

> library(gtools)
> pzza.rmean<-running(pzza.m, fun=mean, width=12)
> mean(pzza.m) + 2*sd(pzza.m)/(12^.5)
[1] 0.0677
> mean(pzza.m) - 2*sd(pzza.m)/(12^.5)
[1] -0.0147
> plot(pzza.rmean, type="l", ylim=c(-.02, .07), xlab="Time", ylab="Return")
14 2 Solutions for Chapter 2

> title(main="Running Means for Monthly Returns on Papa John’s Stock")

> lines(1:49, rep(0.0677,49), lty=2)
> lines(1:49, rep(-0.0147,49), lty=2)
The plot is given in Figure 2.3. According to this plot, there is no evidence of non-
stationarity in the returns.

Running Means for Monthly Returns on Papa John's Stock

0.06
0.04
Return

0.02
0.00
−0.02

0 10 20 30 40 50

Time

FIGURE 2.3
Plot in Exercise 2.15

2.16. The running standard deviations may be calculated and the plot may be constructed
using the following commands.
> pzza.rsd<-running(pzza.m, fun=sd, width=12)
> log(sd(pzza.m)) + (2/11)^.5
[1] -2.21
> log(sd(pzza.m)) - (2/11)^.5
[1] -3.07
> plot(log(pzza.rsd), type="l", ylim=c(-3.6, -2), ylab="log of running sd",
+ xlab="time")
> title(main="Log of Running SDs of Returns on Papa John’s Stock")
> lines(1:49, rep(-2.21, 49), lty=2)
> lines(1:49, rep(-3.07, 49), lty=2)
The plot is given in Figure 2.4. According to this plot, there is some evidence of non-
stationarity of the returns. There is a relatively long period of relatively small variability, as
well as brief periods of relatively large variability.
2 Solutions for Chapter 2 15

Log of Running SDs of Returns on Papa John's Stock

−2.0
−2.5
log of running sd

−3.0
−3.5

0 10 20 30 40 50

time

FIGURE 2.4
Plot in Exercise 2.16

2.17. The autocorrelation function based on the daily returns may be calculated using the
command
> print(acf(pzza, lag.max=20))

Autocorrelations of series pzza, by lag

0 1 2 3 4 5 6 7 8 9 10
1.000 -0.011 -0.013 0.050 -0.013 -0.061 0.005 -0.036 0.062 0.052 -0.007
11 12 13 14 15 16 17 18 19 20
-0.027 0.044 -0.016 -0.023 0.027 0.029 -0.018 0.032 0.008 -0.028
The plot is given in Figure 2.5.
The estimated autocorrelation function based on the monthly returns is given by
> print(acf(pzza.m, lag.max=12))

Autocorrelations of series pzza.m, by lag

0 1 2 3 4 5 6 7 8 9 10
1.000 0.167 -0.009 -0.061 -0.057 -0.179 -0.146 -0.053 0.103 -0.218 -0.064
11 12
0.049 0.015
16 2 Solutions for Chapter 2
Series pzza

1.0
0.8
0.6
ACF

0.4
0.2
0.0

0 5 10 15 20

Lag

FIGURE 2.5
ACF for Daily Returns in Exercise 2.17

The plot is given in Figure 2.6. The autocorrelations are all small and, hence, the results
are consistent with the assumption that the returns are uncorrelated random variables.
Series
pzza.m
1.0
0.8
0.6
0.4
ACF

0.2
0.0
−0.2

0 2 4 6 8 10 12

Lag

FIGURE 2.6
ACF for Monthly Returns in Exercise 2.17
2 Solutions for Chapter 2 17

2.18. The daily returns on Papa John’s stock are stored in the R variable pzza. To construct
a normal probability plot of these data, we may use the commands

> qqnorm(pzza)
> abline(a=mean(pzza), b=sd(pzza))

The plot is given in Figure 2.7. The plot is very similar to the one in Figure 2.11 in the
text; it suggests that the distribution of the daily returns on Papa John’s stock is long-tailed
relative to a normal distribution.

Normal Q−Q
Plot

●
0.05

● ●
●
●●
●●
●●
●●
●●
●●
●
●
●●
● ●
●
●●
●
●●●
● ●
●
●●●
●●●
●
●●●●
●●●●
●●●
●●
●●
● ●●
●●●
●●●●
●●
●●
0.00

●
●
●●●●
●●
●●●
●
●
●●
Sample Quantiles

●
●●
●
●
●●●
● ●●
●●●
●
●●
● ●●
●●●
●● ●●●
●●
●●●
●●●●●
●
●
●
●
●●●●
●
●●●●
●
●●●
●
●●
●●
●●
●
●●
●
●
●●●
●
−0.05

●
●●
●

●
−0.10

−3 −2 −1 0 1 2 3

Theoretical Quantiles

FIGURE 2.7
Q-Q Plot for Daily Returns in Exercise 2.18

The monthly returns on Papa John’s stock are stored in the R variable pzza.m. To
construct a normal probability plot of these data, we may use the commands

> qqnorm(pzza.m)
> abline(a=mean(pzza.m), b=sd(pzza.m))
The plot is given in Figure 2.8. The plot suggests that the distribution of the monthly
returns on Papa John’s stock is more nearly normal than is the distribution of daily returns,
although there is some evidence of asymmetry, with a slightly-long left tail.
18 2 Solutions for Chapter 2

Normal Q−Q
Plot
0.2

●
●

●
●
●● ●
0.1

●
●●

●●
●●●
●●●
Sample Quantiles

●●●
●●
●●●●●●●
●●●●●
●●●
0.0

●●●●
●●●●
●
●●
●
●
●●
●
●
●
−0.1

−2 −1 0 1 2

Theoretical Quantiles

FIGURE 2.8
Q-Q Plot for Monthly Returns in Exercise 2.18
Other documents randomly have
different content
The Project Gutenberg eBook of The Story of
Don John of Austria
 This ebook is for the use of anyone anywhere in the United
States and most other parts of the world at no cost and with
almost no restrictions whatsoever. You may copy it, give it away
or re-use it under the terms of the Project Gutenberg License
included with this ebook or online at www.gutenberg.org. If you
are not located in the United States, you will have to check the
laws of the country where you are located before using this
eBook.

Title: The Story of Don John of Austria

Author: Luis Coloma

Translator: Lady Moreton

Release date: October 27, 2016 [eBook #53383]

Most recently updated: October 23, 2024

Language: English

Credits: Produced by Josep Cols Canals, readbueno and the

Online
Distributed Proofreading Team at http://www.pgdp.net
(This
file was produced from images generously made
available
by The Internet Archive/Canadian Libraries)

*** START OF THE PROJECT GUTENBERG EBOOK THE STORY OF

DON JOHN OF AUSTRIA ***
THE STORY OF

DON JOHN

OF AUSTRIA
Photo Anderson.
 Don John of Austria.

Flemish School in Prado Gallery, Madrid.

 THE STORY OF

DON JOHN

OF AUSTRIA

TOLD BY PADRE LUIS COLOMA, S.J.

OF THE REAL ACADEMIA ESPAÑOLA
TRANSLATED BY LADY MORETON

LONDON: JOHN LANE, THE BODLEY HEAD

NEW YORK: JOHN LANE COMPANY
TORONTO: BELL & COCKBURN. MCMXII
WILLIAM BRENDON AND SON, LTD. PRINTERS, PLYMOUTH
 PREFACE

In one of the addresses delivered at the time of Padre Coloma's

admission to the Real Academia Española there is a reference to
Jeromín, as this Story of Don John of Austria is called in Spanish,
which says that it awakes great interest in the reader by
inaugurating a new type of book, half novel and half history. This
seems too true a description of it not to be quoted here.
In his preface the author states that he does not propose to delve
into any deep problems, or to put forward unknown facts about
personages already judged at the bar of history. All the same, I think
that much in this book will be fresh to English readers, notably,
perhaps, the fact that an "auto da fe" consisted in hearing the
sentences pronounced on the prisoners of the Inquisition, not in
witnessing their execution, and that in most cases the condemned
were garrotted before being burnt.
Many of the illustrations will also be new to most people. Through
the kindness of the Duke of Berwick and Alba the two pictures of the
"Gran Duque" in his palace at Madrid are reproduced with their
history. I am indebted to Colonel Coloma for the picture of Antonio
Pérez and the one of Luis Quijada, photographed specially for this
book. Señor de Osma was good enough to send me the autograph
of Don John's mother, which proves her to have been a woman of at
least some education. From him, too, comes a most interesting
specimen of Don John's writing—the postscript to the dispatch
announcing the battle of Lepanto.
Of the more familiar illustrations it can surely weary no one to be
reminded of how Jeromín pictured his father to himself, or how Philip
II, "Reyna Ysovel," Prince Carlos, and others appeared to the blue
eyes of the hero of Lepanto.
I disclaim all responsibility for the views, historical or otherwise,
expressed in this book, but if I have failed to reproduce a vivid
picture of life in old Spain, it is solely the fault of my prentice hand.
As on the walls of some tapestried chamber the author displays
the Story of Don John of Austria from his engaging childhood to his
saintly death. The light as it shines on this Prince Charming, also
falls on those great ones of his time who were his friends or foes,
and on the multitude of their servants and followers, lingering most
lovingly on beautiful Doña Magdalena de Ulloa, as it glints on the
golden texture of her unselfish life. In the woof of the background
the author has woven many homely touches, which seem to make
the figures live again, and, shaking off the dust of more than three
centuries, to leave the arras as in some Pavillon d'Armide.
Has the turning of the hangings broken the spell? As I cannot but
remember that Cervantes, shrewdest of observers, has said that
translating from one language to another is "like one looking on the
wrong side of Flemish tapestry; although the figures are seen they
are full of threads which blur them, and the smoothness and bloom
of the surface are not seen; not for this" he, however, adds
encouragingly, "do I wish to say that this exercise of translating is
not praiseworthy, because a man may spend his time in other and
worse ways." Ojalá! that any possible reader of this book may not
have cause to doubt the truth of this last axiom.
My best thanks are due to Padre Coloma for his courtesy in
allowing me to translate this work, to Colonel Coloma for the trouble
he has taken for its welfare, to Señor de Osma for all his kindness,
to Doctor de Alcázar y Polanco and Mr. Medd, and last, but not least,
to my husband for all his help.
A. M. M.
 CONTENTS

PAGE

BOOK I 3

BOOK II 105

BOOK III 233

BOOK IV 315
 ILLUSTRATIONS

Don John of Austria

Frontispiece
Sir William Stirling Maxwell describes this picture as "perhaps the most
satisfactory existing portrait on canvas as he appeared in his prime. It is not
impossible that it may be the work of Stradamus." "He wears a small rapier, the
Order of the Fleece and a steel cuirass, slightly enriched with gold, with sleeves of
chain armour, a band of red velvet being on the right arm and a pair of trunk
breeches of some dark parti-coloured stuff, over which is a casing of crimson
perpendicular bars (resembling velvet). That this outer covering or cage is
detached from the lining is made evident by his dagger hanging between the
lining and the cage. His hose and shoes are of light crimson, approaching to pink
... a helmet with a blue plume."
Flemish School. In the Prado Gallery, Madrid.

Philip II as a Young Man

12
Born 1527. Died 1598.
Son of the Emperor Charles V and Isabel of Portugal.
Married 1. Maria of Portugal. 2. Mary Tudor, Queen of England. 3. Elizabeth of
Valois (Isabel of the Peace). 4. Anne of Austria (his niece).
Portrait by Titian (1477-1576) is in the Prado Gallery, Madrid.

Luis Quijada, Lord of Villagarcia

37
Died 1570.
Specially photographed for this book from a picture in the possession of the
Conde de Santa Coloma.
 A replica of this picture exists in Seville in the Palace of the Marqués de la
Motilla, of which Don Emilio M. de Torres y Gonzalez-Arnao kindly sent a specially
taken photograph.

Emperor Charles V. Charles I of Spain, 1500-58.

45
Son of Philip the Handsome, of Burgundy, and Joan the Mad.
Began to reign 1516. Elected Holy Roman Emperor 1519.
Abdicated 1555. Married Isabel of Portugal.
This portrait by Titian represents the Emperor at the battle of Muhlberg (1546),
where, an historian says, "he looked a warrior; he rode an Andalusian horse
covered with a crimson silk cloth with a gold fringe. His armour was brilliant, the
helmet and cuirass garnished with gold. He wore the red sash with golden stripes
of the general of the house of Burgundy."
This armour still exists in the Royal Armoury at Madrid, and has been
reconstructed according to the portrait with the most life-like results. The picture
itself is in the Prado.

Doña Leonor de Mascareñas

81
As governess to Philip II and his son, D. Carlos, she exercised, by reason of her
virtues and great discretion, much influence at the Court of the Emperor Charles V,
who held her in great esteem. She was also the friend of St. Theresa, and founded
the Convent of Our Lady of the Angels in Madrid, to which she retired.
This photograph is from the portrait by Sir Antonio More, belonging to the
Marqués de la Vega-Inclán, which until recently remained in the Convent she had
founded. The photograph is the first ever taken of the picture, and was kindly sent
by Don Emilio M. de Torres y Gonzalez-Arnao.

Infanta Juana of Spain

87
Daughter of the Emperor Charles V and Isabel of Portugal. Married D. Juan,
Prince of Portugal, and was mother of the luck-less King Sebastian. As a widow
she returned to rule Spain during the years that Philip spent in England as
husband of Queen Mary Tudor.
 Don Juan Valera says, "Beautiful and passionate as we cannot doubt her to have
been, since she inspired so ardent a devotion in the Prince her husband that he
preferred to die rather than leave her ... yet she was so austere and shy that she
never consented to show her face," and was heavily veiled when she gave
audiences. If any doubted whether they were really addressing her, she would lift
her covering, and directly her visitor was satisfied, drop it again. Señor Valera
quotes this as a proof that none of the descendants of Joan the Mad were entirely
free from the taint of insanity.
Portrait by Sir Antonio More (1512-82) is in the Prado Gallery, Madrid.

Alexander Farnese, Prince of Parma

109
Died 1592, aged forty-eight.
Son of Margaret, Duchess of Parma, half-sister to Don John, after whose death
Alexander Farnese took command of the troops in Flanders. Married the Princess
Maria of Portugal.
The portrait in the Museo Nazionale, Naples, is ascribed to F. M. Mazzola (called
Parmigiano) (1503-40), but dates would seem to make this impossible.

Don Carlos, Prince of the Asturias

123
Died 1568.
Son of Philip II and Maria of Portugal.
Picture by Sanchez Coello (died 1590) is in Prado Gallery, Madrid.
Elizabeth de Valois. Isabel de la Paz
141
Died 1558, aged twenty-three.
Daughter of Henry II of France and Catherine de Medici.
Third wife of Philip II of Spain.
Brantôme writes of her: "Those who saw her thus in a painted portrait admired
her, and I will leave you to guess the delight it was to see her face to face with her
sweetness and grace."
This picture is alluded to by Sir William Stirling Maxwell in his "Annals of the
Artists of Spain"; he says that her eyes and hair are dark and her complexion
brilliant, "The head is full of beauty and life; the dress of black velvet, though
closed at the throat, is becoming ... a small ruff encircles the neck, and the robe is
garnished with a profusion of gold chains and jewellery, all admirably designed
and painted. Unless there be some mistake in the date of the painter's birth, this
portrait was probably copied from one by his master (Sanchez Coello), as Queen
Isabella died in 1568, when Pantoja was only seventeen years of age."
This portrait is by Juan Pantoja de la Cruz (1551 circa 1609), and is in the Prado
Gallery, Madrid.

Don Fernando Alvarez de Toledo. 3rd Duque de Alba, called the "Gran
Duque," 1507-82
164
Married Maria Enriquez, daughter of the Conde de Alba de Lesten. Captain-
General of the Kingdoms of Castille and Aragon, of the Spanish troops in Italy, and
of the army in Portugal. Governor of Milan and Viceroy of Naples. Governor of
Flanders. Councillor of State and War to Charles V and Philip II, whose tutor he
was. He acted as Proxy for the King at Philip II's third and fourth marriages.
Recalled from Flanders in 1573, he fell into disgrace with Philip II, and was
imprisoned in the Castle of Uceda. He was liberated in order that he might pacify
the Portuguese rebellion. In 1580 he won the battles which gained this Kingdom
for Spain. He died at Lisbon.
This portrait by Titian represents the Duke at about the age of forty. He wears
black armour wrought with gold and a red sash, and the balustrade on which he
leans is cushioned with red velvet. It may very possibly have belonged to the Duke
himself; it certainly was in the possession of the celebrated Conde Duque de
Olivares, as it was amongst those entailed by him with the Carpio estate. With this
property it passed to the Alba family, and from thence was brought to its present
place in the Palacio de Liria in Madrid.

Portrait of the same by Gulliermo Key (1520-68)

166
Painted in Flanders when the Duke was sixty-one.
There is an improbable legend about this picture that it cost the artist his life,
from the shock of hearing the Duke let drop in Spanish that the two Counts, Horn
and Egmont, were sentenced to death.

Don John of Austria

203
 From a picture attributed to Sir Antonio More in the possession of Don Fernande
Fernandez de Velasco.

Cardinal de Granvelle
261
Born 1517. Died 1586.
Antoine Perrenot. Bishop of Arras. Primate of the Netherlands.
A well-known statesman during the reigns of Charles V and Philip II. Chief
Councillor to the Duchess of Parma when Governess of the Netherlands. He
became so unpopular that in 1564 Philip II was compelled to advise him to retire
to his estates in Burgundy. The Cardinal left vowing that he would not cut his
beard until he returned to Brussels. Three years later he went to Rome, where he
assisted in the negotiations of the Holy League. He subsequently became Viceroy
of Naples.
From his picture by Scipione Pulzone called Gaetano in Municipal Museum,
Besançon.

Sebastian Veniero. Doge of Venice

279
Died 1578.
Son of Moise Venier.
Married Cecilia di Nadalin Contarini.
After being constantly employed in many important posts at home and abroad,
including that of Procuratore di San Marco, he became General del Mar, and
commanded the left wing at the battle of Lepanto, where he was wounded in the
knee by an arrow. Padre Coloma says that he was seventy at this time, which
would place his birth in 1501. He was elected Doge June 11, 1577, and died eight
months later.
Portrait by Titian in the Prado Gallery, Madrid.
Dispatch announcing the Victory of Lepanto, dated Petala, October 9,
1571. Postscript in Don John's Writing
302
There are several known copies of the dispatch, the postscripts varying from
one to two lines, according to the importance of the person addressed. This one
was almost certainly sent to the President of the Council of Castille, Cardinal
Espinosa, though, from the outer sheet being torn, the address is wanting.
 It is in three lines:
"Doy a V.M. el parabien desta vitoria que Nrõ Señor ha sido servido darnos,
como a quien holgara de tan felice nueva lo es justo."
"I congratulate Your Grace on the victory that Our Lord has been pleased to give
us, as is due to one who will rejoice over such happy news."
From the collection of the Conde de Valencia de D. Juan. Photographed specially
for this book.

Postscript in D. John of Austria's writing from the collection of the

Conde de Valencia de D. Juan.
303

Philip II and his son, Don Fernando

309
Sir William Stirling Maxwell says that tradition has connected this picture with
Lepanto. Philip II is represented holding up to Heaven his short-lived son, by Anne
of Austria, Don Fernando, who was born December 4, 1571, shortly after the news
of the victory reached Spain. It is stated that the picture was painted by Titian
(1477-1576) "at the age of ninety-four at least."
It is in the Prado Gallery, Madrid.

Statue of Don John of Austria at Messina

319
This statue by Andrea Calamech is still in existence (June, 1912). Sir William
Stirling Maxwell is "disposed to consider it the most interesting and important"
portrait which has come down to us. He says, "The head, which was considered an
excellent likeness, is very noble and graceful." "Although the gilding with which it
once shone resplendent has disappeared it is still one of the most effective
monuments of sixteenth-century art."
"The statue stood in the small Piazza between the Palace and the Church of Our
Lady of the Pillar until 1853 when it was removed to the Piazza of the Annunziata."
Don John of Austria
347
From a print sent by Colonel Coloma.
 Antonio Pérez
383
Died 1611.
Illegitimate son of Gonzalo Pérez.
Married Doña Juana de Coello Bozmediano. Secretary and favourite of Philip II.
Fell into disgrace and was tried and tortured in 1582. Contrived to escape, first to
Aragon, afterwards to France and England, but was sent back to Portugal and died
in Paris.
In his exile he wrote his "Memorial" to prove his own innocence and his master's
guilt. Major Martin Hume thinks that "the moral portrait of the King (Philip II), still
current in foreign countries, owes much to the literary talent with which Antonio
Pérez presented his subtle sophistries."
(Españoles é ingleses en el siglo XVI.)
The picture by Sir Antonio More is in Paris.

Autograph of Barbara Blombergh

405
Mother of Don John of Austria by the Emperor Charles V.
Afterwards married to Jerome Kegel.
Died 1598.
From the collection of the Conde de Valencia de D. Juan.
Photographed specially for this book.

Princesa de Évoli
427
Born 1540.
Daughter of the Count de Melito. Married in 1553 Ruy Gomez de Silva,
afterwards Prince of Évoli, who died 1573.
She was a great heiress, and her family accused Antonio Pérez of squandering
her fortune. There now seems little doubt that anger at the discovery of her
intrigue with him was the chief reason of the assassination of the Secretary
Escovedo.
Philip II caused her to be arrested suddenly in 1579, and imprisoned first in the
tower of Pinto, and then exiled to her own house at Pastrana for the rest of her
life.
 The picture from which the print used is taken is by Sanchez Coello, in the
possession of her descendant, the Duque de Pastrana.
Philip II as an Old Man
437
"This picture is well worthy of note, as it shows how the crowned monk of the
Escorial looked when on the brink of the grave. In Pantoja's worn, sickly, sour old
man, with lack-lustre, restless eyes, protruding under-lip and
'pallid cheeks and ashy hue
in which sad death his portraiture hath writ',

(Spenser)
wearing a rusty sugar-loaf hat and holding in his hand a common brown rosary,
we see the last stage of the sumptuous Prince whose youthful bearing has been
made immortal by the pencil of Titian."
(Sir William Stirling Maxwell.)
By Juan Pantoja de la Cruz in the Prado Gallery, Madrid.

Don John of Austria's Place of Burial

471
View of the Escorial and surrounding country. Present day.
To quote Señor Baros, "The victory of St. Quentin was gained on the Feast of St.
Laurence and Don Philip wished to raise an edifice in honour of the saint which
should be a convent, a royal mausoleum and a palace. When the Emperor took
leave of his son he had charged him to erect a worthy sepulchre for his own
remains and those of the Empress. The King caused the Spanish architect Juan
Bautista de Toledo to come from Naples, who designed the Escorial in the shape of
a gridiron. The first stone was laid in 1563. This superb monument was finished by
Juan de Herrera, 1584."
These short notes are mostly culled from the works of Sir William Stirling
Maxwell, Major Martin Hume and Señor Baros. Those on the Duque de Alba are
taken from the catalogue made for the present Duke by Don Angel de Barcia, of
which a portion was specially reprinted for this book.
BOOK I
DON JOHN OF AUSTRIA
 CHAPTER I

L ike a flock of frightened sparrows the children of Leganés arrived

that afternoon at Ana de Medina's door, just as the bells were
ringing for vespers. Ana's son Jeromín was the first to get there,
with his big blue eyes staring and his beautiful golden hair thrown
back. But there was good cause for all this, and twenty shrill voices
hastened to explain it to Ana, who, startled, came to the door distaff
in hand, and a scolding on her lips.
There was no school in Getafe that afternoon; the sun had
stricken down Sancha Apelza, the master's wife, while working on
the farm of the Comunero, and she was to receive the last
sacraments that night. The children from Leganés were coming back
to the village, playing as usual by the way at Moors and Christians.
Jeromín always insisted on this, and never would play at Comuneros,
or at being Padilla, Adelentado or Bishop Acuña, all recent and
popular heroes. He said it was enough for him to be Jeromín and to
pretend to cut off the heads of Moors. He entrenched himself in the
Canon's well as if it were a castle on a rock, and Pedro Verde
defended the orchard of Maricuernos opposite, declaring it to be the
Vega of Granada. Jeromín gave the word "Santiago," and from both
sides, like bullets from an arquebus, came lumps of soft earth. At
this inopportune moment, while the battle was raging along the road
from Madrid bordering the orchard of Maricuernos, four mules
appeared, harnessed in pairs with long traces to what seemed to be
a little wooden house, with two tiny windows and four big wheels. A
man was riding the foremost mule on the off side, and another was
seated on the roof of the house, guiding the mules with a long stick.
Through one of the windows a very fat man with grey moustaches
and a pointed beard, could be seen, sitting inside. Four well-armed
horsemen and two baggage-mules escorted the unwieldy vehicle.
The children were frightened at the sight of this extraordinary
machine, such as they had never seen before, but curiosity
overcame their fear and they all grouped themselves, very silent, in
the orchard of Maricuernos to see it pass closer. The boys' terror
increased when they realised that the heavy machine was halting in
front of them, and the fat gentleman, putting his head out of
window, was asking them very politely whether the Emperor's
former guitar-player, Francis Massy, who had married Ana de
Medina, a native of the village, still lived there.
The boys began to giggle and look at each other, not daring to
answer, stir or even take off their caps as a mark of respect. The fat
man repeated the question two or three times very politely and
kindly, till at last Pedro Verde, who was eleven years old, and had
been twice to Pinto, and had seen the cavalcade of Ruy Gómez de
Silva from afar, made up his mind to answer, his mouth dry with fear
and keeping his cap on, that the musician Francisquin, as they called
him, had died some years previously, but that his widow Ana de
Medina still lived there and that her son Jeromín, was one of those
present. This Pedro demonstrated by seizing Jeromín by the neck of
his doublet and pulling him forward. For the fat man to hear this,
look at Jeromín and stretch his arms out of the window as if to seize
him and drag him into the coach was only the work of a second. But
it took the children, terrified at the old man's behaviour, even less
time to scamper up the hill towards the village as if they had legions
of devils at their heels. The gentleman called to them to stop. The
escort also called out. But the children, spurred on by fright, ran
harder and harder up the hill like hunted hares, until they stopped at
the threshold of Ana de Medina where we met them.
The widow's face fell when she heard all this, and she drew
Jeromín towards her as if she wished to hide him in her woollen
skirt. She asked the boys several questions, but they all answered
together, and all she could make out was that a fat gentleman had
wished to carry off Jeromín in a little house on wheels.
Ana, worried, went back into her house and sent a message by
Pedro Verde to ask the priest to come and see her, the cleric Bautista
Vela, who served the parish for D. Alonso de Rojas, chaplain to His
Majesty in the Royal Chapel at Granada at that time. Bautista Vela
tarried too long; by the time he arrived at Ana's house he could no
longer be there alone. Round the corner of the street came the
whole population of the village, surrounding with wonder the vehicle
in which the fat man came. He sat smiling, greeting some and of
others asking the way to Ana's house, which a hundred hands
pointed out to him, while he continued to look out of the window as
if this house was the goal of his journey.
The hubbub made Ana come to her door, with Jeromín clinging to
her skirts. The coach, the like of which was never seen before,
stopped in front of her; the gentleman greeted her politely, and the
widow could not therefore do otherwise than offer him hospitality in
a peasant's homely way.
The gentleman then got out, and Ana conducted him to her
parlour, which was also her kitchen, clean certainly and with room
for twenty people in the chimney corner on the rough stone seats
placed on either side.
Invited by the widow, who seemed to be afraid to be alone with
the stranger, Bautista Vela entered also, followed by Jeromín,
recovered from his fear, but still full of wonder and looking the visitor
up and down as if he were the bearer of good or evil fortune. The
fat man was about sixty, but his extraordinary corpulency neither
destroyed the activity of his limbs nor the charm of his manners. He
spoke with a soft, low, kindly voice with a marked Flemish accent,
and not like the haughty man of war so common at that time.
Everything in him betokened the obsequious courtier, accustomed to
the yoke of powerful masters. Very courteously he told the widow
who he was, the object of his visit, and what he hoped and wished
from her. His name was Charles Prevost, a servant of the Emperor,
who had come to Castille on his own business, but had also brought
a special and secret message for her from Adrian du Bois, valet to
the Emperor, and therefore his fellow-servant.
Here the courteous Fleming made a pause and, slightly raising his
voice and accentuating his words, added that this business had been
urgently recommended to him by the very high and mighty
gentleman Luis Méndez Quijada, Steward to the invincible Cæsar
Charles V.
Hearing the name of Cæsar all bowed their heads in token of
respect, and on hearing that of Quijada the cleric and the widow
exchanged a rapid glance of fear and suspicion. Jeromín, calmer
than the rest, sat on a high stool, swinging his legs and never taking
his eyes off the stranger, as if he were trying to decipher in that
round red face some problem which he was turning over and over in
his baby mind.
Charles Prevost pointed to the child as if its presence were an
obstacle, so the widow took Jeromín by the arm and shut him up in
a room, telling him to wait there. Meanwhile Prevost had produced a
paper carefully wrapped up in two covers of linen, which he held out
to the widow folded in four. As she could not read, shrugging her
shoulders she passed it in her turn to Bautista Vela, who, very much
astonished, unfolded the letter and slowly and solemnly read as
follows:
"I, Francis Massy, musician to His Majesty, and Ana de
Medina, my wife, know and confess that we have taken and
received a son of Señor Adrian de Bois, valet to His Majesty,
which we did by his wish, and he prayed us to take and bring
him up like our own son, and not to tell anyone whose son
he was, as Señor Adrian did not wish that by this means his
wife or anyone else should know or hear of him. For this
reason I, Francis Massy, and Ana de Medina, my wife, and
our son Diego de Medina, swear and promise to the said
Señor Adrian not to tell or declare to any living person whose
this child is, but to say that it is mine, until Señor Adrian
sends someone with this letter or the said Señor Adrian
comes in person.
"And because Señor Adrian wishes to keep the matter
secret, he has begged me to do him the favour of taking
charge of this child, which my wife and I willingly do and
acknowledge to have received from the said Señor Adrian
100 crowns which he gave me for the journey, for taking the
 child, for a horse and clothes, and keep for one year that is
to say that the year is counted from the 1st day of August of
this present year 1550. For which I hold myself content and
paid for this year, as it is the truth. I sign my name to it, I
and my wife, but as she cannot write I begged Oger Bodarce
to sign her name for her. And the said Señor Adrian shall
give me 50 ducats each year for the keep of the child. Dated,
Brussels, 13th of June, 1550."
A long silence followed the reading of this letter; and when Ana de
Medina understood that the hour had arrived for giving up the child
she had looked upon as her son, she burst into tears and between
her sobs said that she perfectly recognised this document to be
genuine from end to end. She had done as she had sworn, and
would act in the same way in the future, and give up the child to
whoever was sent to fetch him; but for God's sake and Our Lady's
and a multitude of saints, let him stay until seed-time, so that there
should be time to make him some new clothes and render him more
presentable. Bautista Vela seemed also touched, and timidly added
his entreaties to those of the widow.
But the Fleming, with roundabout reasonings and kindly,
comforting words, showed all the same his absolute determination to
leave the next day at daybreak, taking Jeromín with him. Then, in a
long talk and by clever questions, he let the widow and the priest
know how very displeased the powerful Luis Quijada would be when
he found the state of absolute mental neglect in which the boy had
lived all these years, as he was healthy in body and appeared to be
so also in mind; but it was clear that he knew nothing except how to
run about the country shooting at birds with his crossbow and
arrows, nor had he had other lessons than those of the sacristan
Francis Fernandez, and those just lately in the school in Getafe. The
blame for this fell on Bautista Vela, because he had written from
time to time to Luis Quijada that he was seeing that the boy's
education was cared for and that it was not that of a little peasant.
At this the priest and the widow were silent, knowing they were in
the wrong, the more so as more than once the idea had occurred to
them that Jeromín was not the son of Adrian de Bois, from whose
hands they had received the child, but of Luis Quijada, Steward to
Cæsar and one of his greatest lords. And their idea, which no doubt
Prevost also shared, was confirmed when the supper-hour arrived
and he ordered that the table should be set with the silver and
service he had brought in his baggage, and, seating Jeromín in the
place of honour, himself served the meal and waited.
Jeromín let himself be waited on without showing any diffidence
or surprise, as if all his life he had been used to such attentions. But
when he saw Ana de Medina remaining by the fire and helping to
pass the plates, without daring to come to the table, he said,
without looking at anyone, in a tone which might be a question, or a
request or an order, "Isn't she going to have any supper?" This made
the widow burst again into sobs and lamentations, and the boy bit
his lips to restrain the tears which filled his eyes. We cannot be
certain whether Jeromín slept that night or not, but it is certain that
no one had to rouse him the next morning, and the first light of
dawn found him already awake, dressed in his best clothes, with his
fair hair covered by the picturesque "monterilla." He twice kissed
Ana de Medina at the door, and then turned back and kissed her a
third and fourth time. But he did not shed a tear or say a word, nor
did his face change, though it was paler than usual.
The whole village was at the door, the children in the front row,
Christians and Moors all mixed up, filled with awe and envy at seeing
him in the seat of honour in the little house on wheels which had
frightened them so much the day before.
Then Jeromín asked the widow for his crossbow, so she brought
the roughly made plaything with which he had acquired such
wonderful dexterity, and he gave it to his enemy of the battles,
Pedro Verde, saying shortly, "Keep it."
All the neighbours accompanied the coach to the outskirts of the
village, and the children much farther, also Ana de Medina, crying
out and begging that they would not take away her Jeromín, but
would give her back her son.
 He did not stir inside the coach, or put out his head, but remained
so quiet with his eyes shut that the Fleming began to think he was
asleep. But at the last turn, passing the orchard of Maricuernos, at
the place where the Hermitage de los Angeles was afterwards
erected, Jeromín's little hand could be seen out of the window,
making last signs to his playfellows and to the humble woman who
had brought him up.
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