Ravi Bansal : Citation Profile

Are you Ravi Bansal?

Duke University

25

H index

29

i10 index

2387

Citations

RESEARCH PRODUCTION:

28

Articles

36

Papers

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 91
   Journals where Ravi Bansal has often published
   Relations with other researchers
   Recent citing documents: 241.    Total self citations: 27 (1.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba818
   Updated: 2023-03-02    RAS profile: 2021-06-18    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ravi Bansal.

Is cited by:

Bekaert, Geert (35)

Chernov, Mikhail (34)

Sarno, Lucio (22)

Constantinides, George (22)

Marfe, Roberto (22)

Lustig, Hanno (20)

Verdelhan, Adrien (19)

Campbell, John (19)

Jagannathan, Ravi (19)

Xing, Yuhang (19)

Hansen, Lars (18)

Cites to:

Campbell, John (70)

Hansen, Lars (57)

Epstein, Larry (27)

Shiller, Robert (25)

Cochrane, John (25)

Jagannathan, Ravi (24)

Tauchen, George (20)

Bekaert, Geert (19)

Zin, Stanley (18)

Singleton, Kenneth (18)

Strzalecki, Tomasz (18)

Main data

Where Ravi Bansal has published?

Journals with more than one article published# docs
Review of Financial Studies5
Journal of Finance4
Journal of Business & Economic Statistics2
American Economic Review2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc19
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
2011 Meeting Papers / Society for Economic Dynamics2
SIFR Research Report Series / Institute for Financial Research2
2016 Meeting Papers / Society for Economic Dynamics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Ravi Bansal (2022 and 2021)

YearTitle of citing document
2021Implied Dividend Volatility and Expected Growth. (2021). Martin, Ian ; Gormsen, Niels J. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:111:y:2021:p:361-65.

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2022Thermal Stress and Financial Distress: Extreme Temperatures and Firms’ Loan Defaults in Mexico. (2022). Gutierrez, Emilio ; Aguilar-Gomez, Sandra ; Tobal, Martin ; Jaume, David ; Heres, David . In: Working Papers. RePEc:aoz:wpaper:148.

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2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2022Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2021Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

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2021Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223.

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2022A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2022The macroeconomic cost of climate volatility. (2021). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2108.01617.

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2022Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

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2021Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238.

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2022Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032.

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2022Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094.

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2022Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473.

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2022Smoothing volatility targeting. (2022). Bianco, Nicolas ; Bianchi, Daniele ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20167.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21167.

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2022The macroeconomic cost of climate volatility. (2022). Mumtaz, Haroon ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:2202.

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2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

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2021Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165.

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2021Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective. (2021). Sahuc, Jean-Guillaume ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:844.

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2022Pricing of climate risks in financial markets: a summary of the literature. (2022). Verhoeven, Niek ; Merten, Floortje ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:130.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2022Drought risk and capital structure dynamics. (2022). Hou, Greg ; Bai, Min ; Nguyen, Thao ; Truong, Cameron. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3397-3439.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2021Is drought risk priced in private debt contracts?. (2021). Nguyen, Thu Ha ; Do, Minh ; Truong, Cameron ; Vu, Tram. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:724-737.

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2022Does monetary policy uncertainty command a risk premium in the Chinese stock market?. (2022). Liu, Wenzhen ; Tan, Jing ; Lin, Lei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:433-452.

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2021Information Consumption and Asset Pricing. (2021). Israelsen, Ryan ; Carlin, Bruce I ; Benrephael, Azi ; Da, Zhi. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:357-394.

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2021Information Inertia. (2021). Condie, Scott ; Ganguli, Jayant V ; Illeditsch, Philipp K. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:443-479.

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2021Model?Free International Stochastic Discount Factors. (2021). Vedolin, Andrea ; Trojani, Fabio ; Sandulescu, Mirela. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:935-976.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2021Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197.

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2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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2022Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2021Implied Equity Duration: A Measure of Pandemic Shutdown Risk. (2021). Sloan, Richard G ; Erhard, Ryan D ; Dechow, Patricia M ; Mark, And. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:243-281.

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2022Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609.

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2022Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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2021Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041.

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2021Yield curve momentum. (2021). Sihvonen, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_015.

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2021Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682.

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2021On Current and Future Carbon Prices in a Risky World. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Tan, S ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9092.

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2021Pricing Climate Risk. (2021). Jensen, Svenn ; Trager, Christian ; Traeger, Christian P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9196.

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2021Asset Pricing and the Carbon Beta of Externalities. (2021). Tahri, Ibrahim ; Lessmann, Kai ; Edenhofer, Ottmar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9269.

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2022International Portfolio Rebalancing and Fiscal Policy Spillovers. (2022). Kabaca, Serdar ; Aysun, Uluc ; Alpanda, Sami. In: Working Papers. RePEc:cfl:wpaper:2022-01ua.

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2021Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman. In: Discussion Papers. RePEc:cfm:wpaper:2122.

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2021How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15817.

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2021ACE - Analytic Climate Economy. (2021). , Christiantraeger ; Traeger, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15968.

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2021Climate change and monetary policy in the euro area. (2021). Röhe, Oke ; Popov, Alexander ; Petroulakis, Filippos ; Papadopoulou, Niki ; Parker, Miles ; Mistretta, Alessandro ; Lozej, Matija ; Grüning, Patrick ; Giovannini, Alessandro ; Garcia Sanchez, Pablo ; DARRACQ PARIES, Matthieu ; Breitenfellner, Andreas ; Bun, Maurice ; Manzanares, Andres ; Diez-Caballero, Arturo ; Prammer, Doris ; Cruz, Lia Vaz ; Weber, Pierre-Franois ; Gruning, Patrick ; Stracca, Livio ; Farkas, Matyas ; Roos, Madelaine ; Aubrechtova, Jana ; Kapp, Daniel ; Osiewicz, Malgorzata ; Holthausen, Cornelia ; Bua, Giovanna ; Manninen, Otso ; di Nino, Virginia ; van den End, Jan Willem ; Moench, Emanuel ; Sotomayor, Beatriz ; Faiella, Ivan ; Rohe, Oke ; Dinino, Virginia ; Isgro, Lorenzo ; Nerlich, Carolin ; Drudi, Francesco ; Garcia-Sanche
2021The impact of temperature increase on firm profitability. Empirical evidence from the European energy and gas sectors. (2021). Anton, Sorin Gabriel. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s0306261921005092.

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2022Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Nepal, Rabindra ; Jayanthakumaran, Kankesu ; Harvie, Charles ; Bhatta, Guna Raj. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

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2021Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China. (2021). Wu, YU ; Punzi, Maria Teresa ; Huang, Bihong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001048.

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2021The impact of climate change on the cost of bank loans. (2021). Masum, Abdullah Al ; Javadi, Siamak. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001401.

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2021Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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2022The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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2021A consumption-based asset pricing model with disappointment aversion and uncertainty shocks. (2021). Guo, Zhaoxuan ; Xia, Bobo ; Li, Kaifeng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:235-243.

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2021A filtered currency carry trade. (2021). Suh, Sangwon ; Ho, Jin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000930.

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2021Growth risks, asset prices, and welfare. (2021). Croce, Mariano M. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s016517652100094x.

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2022What is the expected return on Bitcoin? Extracting the term structure of returns from options prices. (2022). Svec, Jiri ; Malloch, Hamish ; Li, Simeng ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004493.

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2022Analytical cyclical price–dividend ratios. (2022). Sbuelz, Alessandro ; Mignanego, Fausto . In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s016517652200132x.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2022Bayesian estimation of long-run risk models using sequential Monte Carlo. (2022). Liu, Hening ; Heng, Jeremy ; Fulop, Andras. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:62-84.

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2022The saving, human wealth and asset pricing nexus: Evidence from around the world. (2022). Shijin, Santhakumar ; Roy, Rahul. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000395.

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2021Optimal carbon abatement in a stochastic equilibrium model with climate change. (2021). Schwartz, Eduardo ; Kraft, Holger ; Hambel, Christoph. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302725.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2023Optimal quantitative easing in a monetary union. (2023). Priftis, Romanos ; Mavromatis, Kostas ; Maas, Renske ; Kabaca, Serdar. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002227.

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2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

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2021Global temperature, R&D expenditure, and growth. (2021). Jüppner, Marcus ; Kizys, Renatas ; Juppner, Marcus ; Gruning, Patrick ; Donadelli, Michael. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004758.

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2022This changes everything: Climate shocks and sovereign bonds?. (2022). Jalles, Joao ; Cevik, Serhan. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s014098832200041x.

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2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

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2021The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Almaharmeh, Mohammad I ; Vigne, Samuel A ; Shehadeh, Ali A. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003.

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2021Long-term foreign exchange risk premia and inflation risk. (2021). Moneta, Fabio ; Kim, Dae Hwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002271.

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2022Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568.

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2022Will temperature change reduce stock returns? Evidence from China. (2022). Lu, Lei ; Li, Shuo ; Xiong, Xiong ; Yan, Yumeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000801.

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2021Price dynamics of individual stocks: Jumps and information. (2021). Zhao, Jing ; Xiao, Yuewen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309390.

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2021Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

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2021Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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2022Performance of socially responsible firms during the COVID-19 crisis and trading behavior by investor type: Evidence from the Korean stock market. (2022). Park, Myung-Ho ; Hong, Chunghun ; Lee, Dongyoup. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321005900.

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2022Which uncertainty measures matter for the cross-section of stock returns?#. (2022). Kim, Minki ; Joen, Yoontae ; Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003901.

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2022Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures. (2022). Webersinke, Nicolas ; Leippold, Markus ; Kraus, Mathias ; Bingler, Julia Anna. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000897.

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2022Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021.

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2022Who should buy stocks when volatility spikes?. (2022). Schneider, Andres. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000756.

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2021Pricing climate-related risks in the bond market. (2021). Agliardi, Rossella. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000279.

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2021Aggregate volatility risk: International evidence. (2021). Peterburgsky, Stanley. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301012.

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2022A reconsideration of the failure of uncovered interest parity for the U.S. dollar. (2022). Xiang, Nan ; Wang, Mengqi ; Kazakova, Katya ; Engel, Charles. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000344.

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2022Measuring exchange rate risks during periods of uncertainty. (2022). Yapi, Joseph ; Ferrara, Laurent. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:202-212.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2021The pricing of global temperature shocks in the cost of equity capital. (2021). Gregory, Richard P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100038x.

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2021Long- and short-run components of factor betas: Implications for stock pricing. (2021). Christiansen, Charlotte ; Wang, Weining ; Hou, Ai Jun ; Asgharian, Hossein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001281.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2022Macroeconomic attention and stock market return predictability. (2022). Huang, Dengshi ; Liu, Jia ; Lu, Xinjie ; Ma, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s104244312200083x.

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2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2021International stochastic discount factors and covariance risk. (2021). Muck, Matthias ; Herold, Michael ; Branger, Nicole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s037842662030279x.

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2021The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

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More than 100 citations found, this list is not complete...

Works by Ravi Bansal:

YearTitleTypeCited
2018High Grade MEC Masquerading as Non Small Cell Lung Cancer In: International Journal of Pulmonary & Respiratory Sciences.
[Full Text][Citation analysis]		article0
2010Confidence Risk and Asset Prices In: American Economic Review.
[Full Text][Citation analysis]		article38
2009Confidence Risk and Asset Prices.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 38		paper
2010Long Run Risks, the Macroeconomy, and Asset Prices In: American Economic Review.
[Full Text][Citation analysis]		article40
2004Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article52
2003Regime-shifts, risk premiums in the term structure, and the business cycle.(2003) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 52		paper
2011Cointegration and Long-Run Asset Allocation In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article9
2011Cointegration and Long-Run Asset Allocation.(2011) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 9		article
1993 No Arbitrage and Arbitrage Pricing: A New Approach. In: Journal of Finance.
[Full Text][Citation analysis]		article123
1993 A New Approach to International Arbitrage Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article75
2005Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance.
[Full Text][Citation analysis]		article194
2014Volatility, the Macroeconomy, and Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]		article129
2012Volatility, the Macroeconomy and Asset Prices.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 129		paper
2019Uncertainty-Induced Reallocations and Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2019Uncertainty-Induced Reallocations and Growth.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8		paper
1999The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper288
2000The forward premium puzzle: different tales from developed and emerging economies.(2000) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 288		article
2001Sovereign Risk and Return in Global Equity Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1997GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article52
2002Market efficiency, asset returns, and the size of the risk premium in global equity markets In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
1995Nonparametric estimation of structural models for high-frequency currency market data In: Journal of Econometrics.
[Full Text][Citation analysis]		article67
2005Interpretable asset markets? In: European Economic Review.
[Full Text][Citation analysis]		article104
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		paper
2004Introduction: macroeconomic implications of capital flows in a global economy In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2016Risks for the long run: Estimation with time aggregation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article62
2012Risks For the Long Run: Estimation with Time Aggregation.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
2001Term structure of interest rates with regime shifts In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper8
2005Long-run risks and equity Returns In: Proceedings.
[Full Text][Citation analysis]		article1
2007Long-run risks and financial markets In: Review.
[Full Text][Citation analysis]		article25
2007Long-Run Risks and Financial Markets.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2002Expropriation Risk and Return in Global Equity Markets In: SIFR Research Report Series.
[Full Text][Citation analysis]		paper9
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
[Full Text][Citation analysis]		paper11
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper66
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models.(2007) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 66		article
2007Cointegration and Consumption Risks in Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper68
2009Cointegration and Consumption Risks in Asset Returns.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
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2009Cointegration and Consumption Risks in Asset Returns.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
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2009Learning and Asset-Price Jumps In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2011Learning and Asset-price Jumps.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper175
2012An Empirical Evaluation of the Long-Run Risks Model for Asset Prices.(2012) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175		article
2011Welfare Costs of Long-Run Temperature Shifts In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2011Temperature, Aggregate Risk, and Expected Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper33
2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper212
2013A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.(2013) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212		article
2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212		paper
2016Risk Preferences and The Macro Announcement Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2016Price of Long-Run Temperature Shifts in Capital Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper44
2016Climate Change and Growth Risks In: NBER Working Papers.
[Full Text][Citation analysis]		paper37
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
1997An Exploration of the Forward Premium Puzzle in Currency Markets. In: Review of Financial Studies.
[Citation analysis]		article127
2007The Asset Pricing Macro Nexus and Return Cash-Flow Predictability In: 2007 Meeting Papers.
[Citation analysis]		paper9
2008The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper3
2009Liquidity and Financial Intermediation In: 2009 Meeting Papers.
[Citation analysis]		paper0
2011The Good, Bad, and Volatility Beta: A Generalized CAPM In: 2011 Meeting Papers.
[Full Text][Citation analysis]		paper0
2011Endogenous Liquidity Supply In: 2011 Meeting Papers.
[Citation analysis]		paper7
2016What Do Capital Markets Tell Us About Climate Change? In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper0
2016Macro Announcement Premium and Risk Preferences In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper4
2018Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper0
1996A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. In: Journal of Political Economy.
[Full Text][Citation analysis]		article155
2018Risk Preferences and the Macroeconomic Announcement Premium In: Econometrica.
[Full Text][Citation analysis]		article38

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