NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Volatility, the Macroeconomy and Asset Prices

Ravi Bansal, Dana Kiku, Ivan Shaliastovich, Amir Yaron

NBER Working Paper No. 18104
Issued in May 2012

---- Acknowledgements -----

We thank seminar participants at NBER Spring 2012 Asset-Pricing Meeting, AFA 2012, SED 2011, Arizona State University, Duke University, London School of Economics, NYU-Five Star conference, The Wharton School, Vanderbilt University, University of British Columbia, University of New South Wales, University of Sydney, and University of Technology Sydney for their comments. Shaliastovich and Yaron thank the Rodney White Center for financial support The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us