NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Ravi Bansal

Fuqua School of Business
Duke University
1 Towerview Drive
Durham, NC 27708
Tel: 919/660-7758
Fax: 919/660-8038

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

December 2016Climate Change and Growth Risks
with Marcelo Ochoa, Dana Kiku: w23009
August 2016Risk Preferences and The Macro Announcement Premium
with Hengjie Ai: w22527
Price of Long-Run Temperature Shifts in Capital Markets
with Dana Kiku, Marcelo Ochoa: w22529
September 2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
with Ivan Shaliastovich: w18357

Published: Ravi Bansal & Ivan Shaliastovich, 2013. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," Review of Financial Studies, vol 26(1), pages 1-33.

August 2012Risks For the Long Run: Estimation with Time Aggregation
with Dana Kiku, Amir Yaron: w18305

Published: Ravi Bansal & Dana Kiku & Amir Yaron, 2016. "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, vol 82, pages 52-69.

May 2012Volatility, the Macroeconomy and Asset Prices
with Dana Kiku, Ivan Shaliastovich, Amir Yaron: w18104

Published: “Volatility, the Macroeconomy and Asset Prices” (Dana Kiku, Ivan Shaliastovich, and Amir Yaron) Journal of Finance, Volume 69, Issue 6, December 2014, Pages 2471–2511

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

 
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