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 | 4730 | 2004 |
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 | 694 | 2013 |
Consumption, dividends, and the cross section of equity returns R Bansal, RF Dittmar, CT Lundblad The Journal of Finance 60 (4), 1639-1672, 2005 | 689 | 2005 |
The forward premium puzzle: different tales from developed and emerging economies R Bansal, M Dahlquist Journal of international Economics 51 (1), 115-144, 2000 | 664 | 2000 |
Term structure of interest rates with regime shifts R Bansal, H Zhou The Journal of Finance 57 (5), 1997-2043, 2002 | 619 | 2002 |
An empirical evaluation of the long-run risks model for asset prices R Bansal, D Kiku, A Yaron National Bureau of Economic Research, 2009 | 552 | 2009 |
Volatility, the macroeconomy, and asset prices R Bansal, D Kiku, I Shaliastovich, A Yaron The Journal of Finance 69 (6), 2471-2511, 2014 | 478 | 2014 |
No arbitrage and arbitrage pricing: A new approach R Bansal, S Viswanathan The Journal of Finance 48 (4), 1231-1262, 1993 | 367 | 1993 |
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 | 331 | 1996 |
An exploration of the forward premium puzzle in currency markets R Bansal The Review of Financial Studies 10 (2), 369-403, 1997 | 327 | 1997 |
Interpretable asset markets? R Bansal, V Khatchatrian, A Yaron European Economic Review 49 (3), 531-560, 2005 | 303 | 2005 |
A new approach to international arbitrage pricing R Bansal, DA Hsieh, S Viswanathan The Journal of Finance 48 (5), 1719-1747, 1993 | 268 | 1993 |
Risks for the long run: Estimation and inference R Bansal, D Kiku, A Yaron Rodney L. White Center for Financial Research, 2007 | 255 | 2007 |
Price of long-run temperature shifts in capital markets R Bansal, D Kiku, M Ochoa National Bureau of Economic Research, 2016 | 254 | 2016 |
Risk preferences and the macroeconomic announcement premium H Ai, R Bansal Econometrica 86 (4), 1383-1430, 2018 | 221 | 2018 |
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 | 195 | 1995 |
Climate change and growth risks R Bansal, M Ochoa, D Kiku National Bureau of Economic Research, 2017 | 188 | 2017 |
Risks for the long run: Estimation with time aggregation R Bansal, D Kiku, A Yaron Journal of Monetary Economics 82, 52-69, 2016 | 185 | 2016 |
Rational pessimism, rational exuberance, and asset pricing models R Bansal, AR Gallant, G Tauchen The Review of Economic Studies 74 (4), 1005-1033, 2007 | 174 | 2007 |
Cointegration and consumption risks in asset returns R Bansal, R Dittmar, D Kiku The Review of Financial Studies 22 (3), 1343-1375, 2009 | 165 | 2009 |