25
H index
31
i10 index
2414
Citations
Duke University | 25 H index 31 i10 index 2414 Citations RESEARCH PRODUCTION: 28 Articles 36 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 5 |
Journal of Finance | 4 |
American Economic Review | 2 |
Journal of Business & Economic Statistics | 2 |
Journal of Econometrics | 2 |
Year | Title of citing document | |
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2021 | Implied 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. Full description at Econpapers || Download paper | |
2022 | Thermal 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. Full description at Econpapers || Download paper | |
2022 | Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182. Full description at Econpapers || Download paper | |
2023 | Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782. Full description at Econpapers || Download paper | |
2021 | Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745. Full description at Econpapers || Download paper | |
2021 | Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783. Full description at Econpapers || Download paper | |
2021 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2021 | Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963. Full description at Econpapers || Download paper | |
2021 | Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223. Full description at Econpapers || Download paper | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2022 | The macroeconomic cost of climate volatility. (2021). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2108.01617. Full description at Econpapers || Download paper | |
2022 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
2021 | Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238. Full description at Econpapers || Download paper | |
2022 | Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
2022 | Smoothing volatility targeting. (2022). Bianco, Nicolas ; Bianchi, Daniele ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288. Full description at Econpapers || Download paper | |
2023 | Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599. Full description at Econpapers || Download paper | |
2021 | Society, 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. Full description at Econpapers || Download paper | |
2021 | Society, 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. Full description at Econpapers || Download paper | |
2022 | The macroeconomic cost of climate volatility. (2022). Mumtaz, Haroon ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:2202. Full description at Econpapers || Download paper | |
2021 | Discount 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. Full description at Econpapers || Download paper | |
2021 | Efecto 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. Full description at Econpapers || Download paper | |
2021 | Debt-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. Full description at Econpapers || Download paper | |
2022 | Pricing 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. Full description at Econpapers || Download paper | |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper | |
2021 | Sovereign 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. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2022 | Drought 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2021 | Differential 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | Model?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. Full description at Econpapers || Download paper | |
2021 | Presidential 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. Full description at Econpapers || Download paper | |
2021 | Reinvestment 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. Full description at Econpapers || Download paper | |
2022 | Volatility 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. Full description at Econpapers || Download paper | |
2022 | Late 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. Full description at Econpapers || Download paper | |
2022 | Long?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. Full description at Econpapers || Download paper | |
2021 | Implied 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. Full description at Econpapers || Download paper | |
2022 | Long?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. Full description at Econpapers || Download paper | |
2022 | Real 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. Full description at Econpapers || Download paper | |
2021 | Exchange 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. Full description at Econpapers || Download paper | |
2021 | Yield curve momentum. (2021). Sihvonen, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_015. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Pricing Climate Risk. (2021). Jensen, Svenn ; Trager, Christian ; Traeger, Christian P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9196. Full description at Econpapers || Download paper | |
2021 | Asset Pricing and the Carbon Beta of Externalities. (2021). Tahri, Ibrahim ; Lessmann, Kai ; Edenhofer, Ottmar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9269. Full description at Econpapers || Download paper | |
2022 | International Portfolio Rebalancing and Fiscal Policy Spillovers. (2022). Kabaca, Serdar ; Aysun, Uluc ; Alpanda, Sami. In: Working Papers. RePEc:cfl:wpaper:2022-01ua. Full description at Econpapers || Download paper | |
2021 | Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman. In: Discussion Papers. RePEc:cfm:wpaper:2122. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | ACE - Analytic Climate Economy. (2021). , Christiantraeger ; Traeger, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15968. Full description at Econpapers || Download paper | |
2021 | Climate 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 | |
2023 | Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Jayanthakumaran, Kankesu ; Harvie, Charles ; Nepal, Rabindra ; Bhatta, Guna Raj. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | Optimal consumption and portfolio choices in the stochastic SIS model. (2022). Yang, Jinqiang ; Li, Tongtong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001267. Full description at Econpapers || Download paper | |
2021 | Growth risks, asset prices, and welfare. (2021). Croce, Mariano M. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s016517652100094x. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2022 | Analytical cyclical price–dividend ratios. (2022). Sbuelz, Alessandro ; Mignanego, Fausto . In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s016517652200132x. Full description at Econpapers || Download paper | |
2021 | Empirical 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. Full description at Econpapers || Download paper | |
2021 | Consistent 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. Full description at Econpapers || Download paper | |
2022 | Bayesian 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Bank competition, financial development and macroeconomic stability: Empirical evidence from emerging economies. (2022). Khan, Habib Hussain. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s093936252200084x. Full description at Econpapers || Download paper | |
2021 | Optimal 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2022 | By force of confidence. (2022). Merella, Vincenzo ; Satchell, Stephen E. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s001429212200191x. Full description at Econpapers || Download paper | |
2023 | Optimal quantitative easing in a monetary union. (2023). Mavromatis, Kostas ; Maas, Renske ; Kabaca, Serdar ; Priftis, Romanos. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002227. Full description at Econpapers || Download paper | |
2022 | Uncovered 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. Full description at Econpapers || Download paper | |
2021 | Global 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. Full description at Econpapers || Download paper | |
2022 | This 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2023 | For whom the bell tolls: Climate change and income inequality. (2023). Jalles, Joao ; Cevik, Serhan. In: Energy Policy. RePEc:eee:enepol:v:174:y:2023:i:c:s0301421523000605. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Long-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. Full description at Econpapers || Download paper | |
2022 | Climate 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. Full description at Econpapers || Download paper | |
2022 | Will 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. Full description at Econpapers || Download paper | |
2022 | An equilibrium model of the term structures of bonds and equities. (2022). Takamizawa, Hideyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003064. Full description at Econpapers || Download paper | |
2023 | In search of climate distress risk. (2023). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003945. Full description at Econpapers || Download paper | |
2021 | Price 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. Full description at Econpapers || Download paper | |
2021 | Ambiguity 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. Full description at Econpapers || Download paper | |
2021 | Volatility 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. Full description at Econpapers || Download paper | |
2022 | Performance 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. Full description at Econpapers || Download paper | |
2022 | Which 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. Full description at Econpapers || Download paper | |
2022 | Cheap 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. Full description at Econpapers || Download paper | |
2022 | Asset 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. Full description at Econpapers || Download paper | |
2022 | Who should buy stocks when volatility spikes?. (2022). Schneider, Andres. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000756. Full description at Econpapers || Download paper | |
2021 | Pricing 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. Full description at Econpapers || Download paper | |
2022 | Climate change financial risks: Implications for asset pricing and interest rates. (2022). Xepapadeas, Anastasios ; Karydas, Christos. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000833. Full description at Econpapers || Download paper | |
2021 | Aggregate volatility risk: International evidence. (2021). Peterburgsky, Stanley. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301012. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2018 | High Grade MEC Masquerading as Non Small Cell Lung Cancer In: International Journal of Pulmonary & Respiratory Sciences. [Full Text][Citation analysis] | article | 0 |
2010 | Confidence Risk and Asset Prices In: American Economic Review. [Full Text][Citation analysis] | article | 38 |
2009 | Confidence Risk and Asset Prices.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2010 | Long Run Risks, the Macroeconomy, and Asset Prices In: American Economic Review. [Full Text][Citation analysis] | article | 40 |
2004 | Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 52 |
2003 | Regime-shifts, risk premiums in the term structure, and the business cycle.(2003) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2011 | Cointegration and Long-Run Asset Allocation In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 9 |
2011 | Cointegration and Long-Run Asset Allocation.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
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2014 | Volatility, the Macroeconomy, and Asset Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 130 |
2012 | Volatility, the Macroeconomy and Asset Prices.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
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2019 | Uncertainty-Induced Reallocations and Growth.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
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2000 | The 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: 289 | article | |
2001 | Sovereign Risk and Return in Global Equity Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 52 |
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2012 | Risks For the Long Run: Estimation with Time Aggregation.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2001 | Term structure of interest rates with regime shifts In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
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2007 | Long-run risks and financial markets In: Review. [Full Text][Citation analysis] | article | 25 |
2007 | Long-Run Risks and Financial Markets.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2002 | Expropriation Risk and Return in Global Equity Markets In: SIFR Research Report Series. [Full Text][Citation analysis] | paper | 10 |
2004 | Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series. [Full Text][Citation analysis] | paper | 11 |
2004 | Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2007 | Rational Pessimism, Rational Exuberance, and Asset Pricing Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 66 |
2007 | Rational Pessimism, Rational Exuberance, and Asset Pricing Models.(2007) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2007 | Cointegration and Consumption Risks in Asset Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 68 |
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2009 | Cointegration and Consumption Risks in Asset Returns.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
2009 | Learning and Asset-Price Jumps In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
2011 | Learning and Asset-price Jumps.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2009 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 179 |
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2011 | Welfare Costs of Long-Run Temperature Shifts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
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2013 | A 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: 213 | article | |
2012 | A 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: 213 | paper | |
2016 | Risk Preferences and The Macro Announcement Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2016 | Price of Long-Run Temperature Shifts in Capital Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 51 |
2016 | Climate Change and Growth Risks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 37 |
2019 | The Term Structure of Equity Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2000 | Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
1997 | An Exploration of the Forward Premium Puzzle in Currency Markets. In: Review of Financial Studies. [Citation analysis] | article | 127 |
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2009 | Liquidity and Financial Intermediation In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
2011 | The Good, Bad, and Volatility Beta: A Generalized CAPM In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Endogenous Liquidity Supply In: 2011 Meeting Papers. [Citation analysis] | paper | 7 |
2016 | What Do Capital Markets Tell Us About Climate Change? In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Macro Announcement Premium and Risk Preferences In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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2018 | Risk Preferences and the Macroeconomic Announcement Premium In: Econometrica. [Full Text][Citation analysis] | article | 40 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team