Wisconsin School of Business
University of Wisconsin
53706 Madison, WI
Tel: (608) 890-2595
Institutional Affiliation: University of Wisconsin
NBER Working Papers and Publications
|November 2018||Volatility Risk Pass-through|
with Riccardo Colacito, Mariano Max Croce, Yang Liu: w25276
|September 2012||A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets|
with Ravi Bansal: 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.
|May 2012||Volatility, the Macroeconomy and Asset Prices|
with Ravi Bansal, Dana Kiku, 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
|March 2009||Learning and Asset-Price Jumps|
with Ravi Bansal: w14814
Published: Ravi Bansal & Ivan Shaliastovich, 2011. "Learning and Asset-price Jumps," Review of Financial Studies, vol 24(8), pages 2738-2780.
|Confidence Risk and Asset Prices|
with Ravi Bansal: 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.
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