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 |
Price of long-run temperature shifts in capital markets R Bansal, D Kiku, M Ochoa National Bureau of Economic Research, 2016 | 253 | 2016 |
Climate change and growth risks R Bansal, M Ochoa, D Kiku National Bureau of Economic Research, 2017 | 186 | 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 |
Long run risks, the macroeconomy, and asset prices R Bansal, D Kiku, A Yaron American Economic Review 100 (2), 542-546, 2010 | 153 | 2010 |
Growth to value: Option exercise and the cross section of equity returns H Ai, D Kiku Journal of Financial Economics 107 (2), 325-349, 2013 | 118 | 2013 |
Is the value premium a puzzle D Kiku Manuscript, Wharton Business School, University of Pennslyvania, Philadelphia, 2006 | 85 | 2006 |
Volatility risks and growth options H Ai, D Kiku Management Science 62 (3), 741-763, 2016 | 68 | 2016 |
Cointegration and long-run asset allocation R Bansal, D Kiku Journal of Business & Economic Statistics 29 (1), 161-173, 2011 | 35 | 2011 |
Cointegration and consumption risks in asset returns R Bansal, R Dittmar, D Kiku National Bureau of Economic Research, 2007 | 28 | 2007 |
A mechanism design model of firm dynamics: The case of limited commitment H Ai, D Kiku, R Li Available at SSRN 2347821, 2013 | 25 | 2013 |
Quantifying the impact of moral hazard: Evidence from a structural estimation H Ai, D Kiku, R Li Available at SSRN, 2016 | 8 | 2016 |