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Ravi Bansal
Ravi Bansal
J B Fuqua Professor, Duke University
Bestätigte E-Mail-Adresse bei duke.edu
Titel
Zitiert von
Zitiert von
Jahr
Risks for the long run: A potential resolution of asset pricing puzzles
R Bansal, A Yaron
The journal of Finance 59 (4), 1481-1509, 2004
47302004
A long-run risks explanation of predictability puzzles in bond and currency markets
R Bansal, I Shaliastovich
The Review of Financial Studies 26 (1), 1-33, 2013
6942013
Consumption, dividends, and the cross section of equity returns
R Bansal, RF Dittmar, CT Lundblad
The Journal of Finance 60 (4), 1639-1672, 2005
6892005
The forward premium puzzle: different tales from developed and emerging economies
R Bansal, M Dahlquist
Journal of international Economics 51 (1), 115-144, 2000
6642000
Term structure of interest rates with regime shifts
R Bansal, H Zhou
The Journal of Finance 57 (5), 1997-2043, 2002
6192002
An empirical evaluation of the long-run risks model for asset prices
R Bansal, D Kiku, A Yaron
National Bureau of Economic Research, 2009
5522009
Volatility, the macroeconomy, and asset prices
R Bansal, D Kiku, I Shaliastovich, A Yaron
The Journal of Finance 69 (6), 2471-2511, 2014
4782014
No arbitrage and arbitrage pricing: A new approach
R Bansal, S Viswanathan
The Journal of Finance 48 (4), 1231-1262, 1993
3671993
A monetary explanation of the equity premium, term premium, and risk-free rate puzzles
R Bansal, WJ Coleman
Journal of political Economy 104 (6), 1135-1171, 1996
3311996
An exploration of the forward premium puzzle in currency markets
R Bansal
The Review of Financial Studies 10 (2), 369-403, 1997
3271997
Interpretable asset markets?
R Bansal, V Khatchatrian, A Yaron
European Economic Review 49 (3), 531-560, 2005
3032005
A new approach to international arbitrage pricing
R Bansal, DA Hsieh, S Viswanathan
The Journal of Finance 48 (5), 1719-1747, 1993
2681993
Risks for the long run: Estimation and inference
R Bansal, D Kiku, A Yaron
Rodney L. White Center for Financial Research, 2007
2552007
Price of long-run temperature shifts in capital markets
R Bansal, D Kiku, M Ochoa
National Bureau of Economic Research, 2016
2542016
Risk preferences and the macroeconomic announcement premium
H Ai, R Bansal
Econometrica 86 (4), 1383-1430, 2018
2212018
Nonparametric estimation of structural models for high-frequency currency market data
R Bansal, AR Gallant, R Hussey, G Tauchen
Journal of Econometrics 66 (1-2), 251-287, 1995
1951995
Climate change and growth risks
R Bansal, M Ochoa, D Kiku
National Bureau of Economic Research, 2017
1882017
Risks for the long run: Estimation with time aggregation
R Bansal, D Kiku, A Yaron
Journal of Monetary Economics 82, 52-69, 2016
1852016
Rational pessimism, rational exuberance, and asset pricing models
R Bansal, AR Gallant, G Tauchen
The Review of Economic Studies 74 (4), 1005-1033, 2007
1742007
Cointegration and consumption risks in asset returns
R Bansal, R Dittmar, D Kiku
The Review of Financial Studies 22 (3), 1343-1375, 2009
1652009
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