Ravi Bansal : Citation Profile


Are you Ravi Bansal?

Duke University

18

H index

24

i10 index

1256

Citations

RESEARCH PRODUCTION:

17

Articles

26

Papers

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 48
   Journals where Ravi Bansal has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 19 (1.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba818
   Updated: 2020-02-16    RAS profile: 2010-10-23    
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Relations with other researchers


Works with:

Ochoa, Juan (2)

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 (26)

Hansen, Lars (18)

Sarno, Lucio (17)

Xing, Yuhang (17)

Engstrom, Eric (17)

Jagannathan, Ravi (15)

Gillman, Max (13)

Wagner, Christian (12)

Campbell, John (12)

Rezai, Armon (12)

Constantinides, George (12)

Cites to:

Campbell, John (55)

Hansen, Lars (40)

Jagannathan, Ravi (20)

Bekaert, Geert (19)

Shiller, Robert (19)

Cochrane, John (18)

Epstein, Larry (16)

Tauchen, George (15)

Zin, Stanley (15)

Hodrick, Robert (15)

Singleton, Kenneth (14)

Main data


Where Ravi Bansal has published?


Journals with more than one article published# docs
Journal of Finance3
American Economic Review2
Journal of Econometrics2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Ravi Bansal (2019 and 2018)


YearTitle of citing document
2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Zibriczky, David ; Erdos, Peter . In: Papers. RePEc:arx:papers:1703.09500.

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2018Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information. (2018). Masoudy, Farouq Abdulaziz. In: Papers. RePEc:arx:papers:1801.06966.

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

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

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2018Climate Policy under Cooperation and Competition between Regions with Spatial Heat Transport. (2018). Xepapadeas, Anastasios ; Cai, Yongyang ; Judd, Kenneth ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:1806.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62.

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2019Determinants of Asia-Pacific government bond yields. (2019). Hordahl, Peter ; Creal, Drew ; Chernov, Mikhail. In: BIS Papers chapters. RePEc:bis:bisbpc:102-05.

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2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks. (2017). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:695-710.

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2017Asset prices and climate policy. (2017). Rezai, Armon ; Karp, Larry. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt6fx579fp.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2018The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12631.

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2018Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis. (2018). van der Ploeg, Frederick (Rick) ; van den Bremer, Ton . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12642.

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2018News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Ai, Hengjie ; Li, Kai ; Diercks, Anthony ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12661.

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2018BKK the EZ Way. International Long-Run Growth News and Capital Flows.. (2018). Colacito, Riccardo ; Howard, Philip ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12783.

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2018Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited. (2018). Saadon, Yossi ; Sussman, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13235.

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2018International yield curves and currency puzzles. (2018). Chernov, Mikhail ; Creal, Drew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13252.

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2019Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslager, Stan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13708.

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2019The Short Rate Disconnect in a Monetary Economy. (2019). Schneider, Martin ; Piazzesi, Monika ; Lenel, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13947.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019Benchmark interest rates when the government is risky. (2019). Schmid, Lukas ; Chernov, Mikhail ; Augustin, Patrick ; Song, Dongo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14105.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2018Estimating a Latent Risk Premium in Exchange Rate Futures. (2018). de Vries, Casper ; Bernoth, Kerstin ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1733.

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2017Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-12.

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2018Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries. (2018). Araki, Michael E ; Antonio, ; Klotzle, Marcelo Cabus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00310.

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2017Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, M ; Juppner, M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355.

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2018Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2017Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125.

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2018On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes. (2018). Cho, Dooyeon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319.

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2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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2018Exit dynamics of start-up firms: Structural estimation using indirect inference. (2018). Golombek, Rolf ; Raknerud, Arvid. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:204-225.

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2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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2019The scale of predictability. (2019). Bandi, F M ; Tebaldi, C ; Tamoni, A ; Perron, B. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:120-140.

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2019Climate risks and market efficiency. (2019). Hong, Harrison ; Xu, Jiangmin ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

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2019The agnostics response to climate deniers: Price carbon!. (2019). van der Ploeg, Frederick ; Rezai, Armon. In: European Economic Review. RePEc:eee:eecrev:v:111:y:2019:i:c:p:70-84.

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2019Pricing sin stocks: Ethical preference vs. risk aversion. (2019). Gioffré, Alessandro ; Curatola, Giuliano ; Colonnello, Stefano ; Gioffre, Alessandro. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:69-100.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

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2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2017Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2018Macroeconomic determinants of stock market betas. (2018). Gonzalez, Mariano ; Rubio, Gonzalo ; Nave, Juan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:26-44.

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2018Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2019Dispersion of beliefs, ambiguity, and the cross-section of stock returns. (2019). Kim, Tong Suk ; Min, Byoung-Kyu ; Lee, Deok-Hyeon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:43-56.

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2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

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2017Empirical evidence of news about future prospects in the risk-pricing of oil assets. (2017). Kakeu, Johnson ; Bouaddi, Mohammed . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:458-468.

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2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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2019Extending the Hansen–Jagannathan distance measure of model misspecification. (2019). Yao, Xiangkun ; Xu, Yuewu . In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:384-392.

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2019Inflation expectation, monetary policy credibility, and exchange rates. (2019). Kim, Young Min ; Lee, Seojin. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306184.

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2017Cross-sectional factor dynamics and momentum returns. (2017). Avramov, Doron ; Hore, Satadru . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:69-96.

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2019International risk sharing with endogenously segmented asset markets. (2019). Ramanarayanan, Ananth ; Cociuba, Simona E. In: Journal of International Economics. RePEc:eee:inecon:v:117:y:2019:i:c:p:61-78.

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2017Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Ince, Onur ; Molodtsova, Tanya . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151.

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2019Can structural changes in the persistence of the forward premium explain the forward premium anomaly?. (2019). Cho, Dooyeon ; Chun, Sungju. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:225-235.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2017Can monetary policy cause the uncovered interest parity puzzle?. (2017). Park, Cheolbeom. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:34-44.

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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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2017Unemployment fluctuations and the predictability of currency returns. (2017). Nucera, Federico. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:88-106.

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2018Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

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2019The social cost of carbon revisited. (2019). Pindyck, Robert. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:94:y:2019:i:c:p:140-160.

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2019Directed attention and nonparametric learning. (2019). Nathanson, Charles G ; Dew-Becker, Ian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:461-496.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440.

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2017Firm characteristics, consumption risk, and firm-level risk exposures. (2017). Dittmar, Robert F ; Lundblad, Christian T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:326-343.

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2017Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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2018Cash flow duration and the term structure of equity returns. (2018). Weber, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503.

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2018Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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2018Downside risks and the cross-section of asset returns. (2018). Farago, Adam ; Tedongap, Romeo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:69-86.

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2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

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2018Momentum in Imperial Russia. (2018). Goetzmann, William N ; Huang, Simon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:579-591.

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2019Should investors learn about the timing of equity risk?. (2019). Khapko, Mariana ; Hasler, Michael ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:182-204.

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2019In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249.

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2019A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:110-140.

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2019Notes on the yield curve. (2019). Martin, Ian ; Ross, Stephen A ; Ian, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:689-702.

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2017Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:1-20.

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2018Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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2018Gradual learning about shocks and the forward premium puzzle. (2018). Moran, Kevin ; Nono, Simplice Aime. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:79-100.

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2019Inflation targeting and the forward bias puzzle in emerging countries. (2019). Coulibaly, Dramane ; Kempf, Hubert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:19-33.

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2019The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Stancu, Andrei ; Prokopczuk, Marcel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:4.

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2019Preferences with taste shock representations: Price volatility and the liquidity premium. (2019). Sadowski, Philipp ; Krishna, Vijay R. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:101:y:2019:i:c:p:41-46.

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2018What are uncertainty shocks?. (2018). Kozeniauskas, Nicholas ; Veldkamp, Laura ; Orlik, Anna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:1-15.

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2019The short rate disconnect in a monetary economy. (2019). Schneider, Martin ; Piazzesi, Monika ; Lenel, Moritz. In: Journal of Monetary Economics. RePEc:eee:moneco:v:106:y:2019:i:c:p:59-77.

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2017The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69.

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2018Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C. In: Journal of Monetary Economics. RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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2018Open market operations. (2018). Rocheteau, Guillaume ; Xiao, Sylvia Xiaolin ; Wright, Randall. In: Journal of Monetary Economics. RePEc:eee:moneco:v:98:y:2018:i:c:p:114-128.

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2018Performance of fixed-income mutual funds with regime-switching models. (2018). Ayadi, Mohamed A ; Welch, Robert ; Liao, Yusui ; Lazrak, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:217-231.

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2019Asset pricing with time varying pessimism and rare disasters. (2019). Wu, Ji ; Liu, Hening ; Kong, Dongmin ; Zhang, Jian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:165-175.

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2017On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:358-376.

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2017EU unification and linkages among the European currencies: new evidence from the EU and the EEA. (2017). Stoupos, Nikolaos ; Kiohos, Apostolos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:28-36.

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2019Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies. (2019). Yang, Yunlin ; Hudson, Robert ; Gebka, Bartosz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:78-101.

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2019Non-macro-based Google searches, uncertainty, and real economic activity. (2019). Gerotto, Luca ; Donadelli, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:111-142.

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

Works by Ravi Bansal:


YearTitleTypeCited
2010Confidence Risk and Asset Prices In: American Economic Review.
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article21
2009Confidence Risk and Asset Prices.(2009) In: NBER Working Papers.
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2010Long Run Risks, the Macroeconomy, and Asset Prices In: American Economic Review.
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article19
2004Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle In: Journal of Business & Economic Statistics.
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article39
2003Regime-shifts, risk premiums in the term structure, and the business cycle.(2003) In: Finance and Economics Discussion Series.
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paper
1993 No Arbitrage and Arbitrage Pricing: A New Approach. In: Journal of Finance.
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article72
1993 A New Approach to International Arbitrage Pricing. In: Journal of Finance.
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article64
2005Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance.
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article141
1999The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies In: CEPR Discussion Papers.
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paper204
2000The forward premium puzzle: different tales from developed and emerging economies.(2000) In: Journal of International Economics.
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This paper has another version. Agregated cites: 204
article
2001Sovereign Risk and Return in Global Equity Markets In: CEPR Discussion Papers.
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paper0
1997GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS In: Macroeconomic Dynamics.
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article35
2002Market efficiency, asset returns, and the size of the risk premium in global equity markets In: Journal of Econometrics.
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article28
1995Nonparametric estimation of structural models for high-frequency currency market data In: Journal of Econometrics.
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article61
2005Interpretable asset markets? In: European Economic Review.
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article72
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 72
paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 72
paper
2004Introduction: macroeconomic implications of capital flows in a global economy In: Journal of Economic Theory.
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article0
2001Term structure of interest rates with regime shifts In: Finance and Economics Discussion Series.
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paper8
2005Long-run risks and equity Returns In: Proceedings.
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article1
2007Long-run risks and financial markets In: Review.
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article11
2007Long-Run Risks and Financial Markets.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 11
paper
2002Expropriation Risk and Return in Global Equity Markets In: SIFR Research Report Series.
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paper4
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
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paper7
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models In: NBER Working Papers.
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paper50
2007Cointegration and Consumption Risks in Asset Returns In: NBER Working Papers.
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paper52
2009Cointegration and Consumption Risks in Asset Returns.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 52
article
2009Learning and Asset-Price Jumps In: NBER Working Papers.
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paper1
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
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paper14
2011Welfare Costs of Long-Run Temperature Shifts In: NBER Working Papers.
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paper21
2011Temperature, Aggregate Risk, and Expected Returns In: NBER Working Papers.
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paper24
2012Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers.
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paper8
2012Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers.
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paper16
2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets In: NBER Working Papers.
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paper16
2016Risk Preferences and The Macro Announcement Premium In: NBER Working Papers.
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paper4
2016Price of Long-Run Temperature Shifts in Capital Markets In: NBER Working Papers.
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paper14
2016Climate Change and Growth Risks In: NBER Working Papers.
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paper20
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
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paper0
2019Uncertainty-Induced Reallocations and Growth In: NBER Working Papers.
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paper0
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers.
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paper13
1997An Exploration of the Forward Premium Puzzle in Currency Markets. In: Review of Financial Studies.
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article103
1996A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. In: Journal of Political Economy.
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article113

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