NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Ravi Bansal

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

September 2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
with Ivan Shaliastovich: w18357
August 2012Risks For the Long Run: Estimation with Time Aggregation
with Dana Kiku, Amir Yaron: w18305
May 2012Volatility, the Macroeconomy and Asset Prices
with Dana Kiku, Ivan Shaliastovich, Amir Yaron: w18104

Volatility, the Macroeconomy and Asset Prices” (Dana Kiku, Ivan Shaliastovich, and Amir Yaron) Forthcoming, Journal of Finance

November 2011Welfare Costs of Long-Run Temperature Shifts
with Marcelo Ochoa: w17574
Temperature, Aggregate Risk, and Expected Returns
with Marcelo Ochoa: w17575
November 2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
with Dana Kiku, Amir Yaron: w15504

Published: "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices", (Dana Kiku and Amir Yaron) Critical Finance Review 2012: Vol. 1:No 1, pp 183-221.

March 2009Learning and Asset-Price Jumps
with Ivan Shaliastovich: w14814

Published: Rev. Financ. Stud. (2011) 24 (8): 2738-2780. doi: 10.1093/rfs/hhr023 First published online: April 2, 2011

Confidence Risk and Asset Prices
with Ivan Shaliastovich: w14815

Published: Ravi Bansal & Ivan Shaliastovich, 2010. "Confidence Risk and Asset Prices," American Economic Review, American Economic Association, vol. 100(2), pages 537-41, May. citation courtesy of

June 2007Long-Run Risks and Financial Markets
w13196

Published: Ravi Bansal, 2007. "Long-run risks and financial markets," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 283-300. citation courtesy of

May 2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models
with A. Ronald Gallant, George Tauchen: w13107

Published: Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," Review of Economic Studies, Blackwell Publishing, vol. 74(4), pages 1005-1033, October. citation courtesy of

Cointegration and Consumption Risks in Asset Returns
with Robert Dittmar, Dana Kiku: w13108

Published: Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(3), pages 1343-1375, March. citation courtesy of

October 2004Dynamic Trading Strategies and Portfolio Choice
with Magnus Dahlquist, Campbell R. Harvey: w10820
December 2002Interpretable Asset Markets?
with Varoujan Khatachtrian, Amir Yaron: w9383

Published: Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005. "Interpretable asset markets?," European Economic Review, Elsevier, vol. 49(3), pages 531-560, April. citation courtesy of

December 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
with Amir Yaron: w8059

Published: Bansal, Ravi and Amir Yaron. "Risks For The Long Run: A Potential Resolution Of Asset Pricing Puzzles," Journal of Finance, 2004, v59(4,Aug), 1481-1509. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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