25
H index
33
i10 index
2559
Citations
Duke University | 25 H index 33 i10 index 2559 Citations RESEARCH PRODUCTION: 28 Articles 38 Papers RESEARCH ACTIVITY: 30 years (1993 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba818 |
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 |
Journal of Econometrics | 2 |
Journal of Business & Economic Statistics | 2 |
American Economic Review | 2 |
Year | Title of citing document |
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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 |
2023 | 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 |
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 |
2023 | 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 |
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 |
2023 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. 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 |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper |
2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208. Full description at Econpapers || Download paper |
2023 | International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245. Full description at Econpapers || Download paper |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | 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 |
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 |
2023 | Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x. 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 |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. Full description at Econpapers || Download paper |
2023 | Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438. Full description at Econpapers || Download paper |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633. Full description at Econpapers || Download paper |
2023 | Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418. Full description at Econpapers || Download paper |
2023 | Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948. Full description at Econpapers || Download paper |
2023 | Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598. 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 |
2023 | Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340. Full description at Econpapers || Download paper |
2023 | The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389. Full description at Econpapers || Download paper |
2023 | Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412. 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 |
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 |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty, investor attention and post-earnings announcement drift. (2023). Ge, Shilong ; Chai, Yiwei ; Ao, Zhu ; Du, Xiuli. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300131x. Full description at Econpapers || Download paper |
2023 | Contingent capital conversion under dual asset and equity jump–diffusions. (2023). Nejadmalayeri, Ali ; Li, Wei Ping ; Javadi, Siamak. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003149. Full description at Econpapers || Download paper |
2023 | Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735. Full description at Econpapers || Download paper |
2023 | Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246. Full description at Econpapers || Download paper |
2023 | Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30. Full description at Econpapers || Download paper |
2023 | The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097. Full description at Econpapers || Download paper |
2023 | When should retirees tap their home equity?. (2023). Meyer-Wehmann, Andre ; Kraft, Holger ; Hambel, Christoph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001656. Full description at Econpapers || Download paper |
2023 | Empirical evaluation of overspecified asset pricing models. (2023). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351. Full description at Econpapers || Download paper |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper |
2023 | Micro uncertainty and asset prices. (2023). Kind, Thilo ; Herskovic, Bernard ; Kung, Howard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:27-51. Full description at Econpapers || Download paper |
2023 | News-based sentiment and the value premium. (2023). Nazemi, Abdolreza ; Fabozzi, Francesco A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657. Full description at Econpapers || Download paper |
2023 | Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560. Full description at Econpapers || Download paper |
2023 | Drought risk and the cost of debt in the mining industry. (2023). Pinto-Gutierrez, Cristian A. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300435x. Full description at Econpapers || Download paper |
2023 | Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34. Full description at Econpapers || Download paper |
2023 | Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | Climate risk disclosure and stock price crash risk: The case of China. (2023). Lin, Boqiang ; Wu, Nan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:21-34. Full description at Econpapers || Download paper |
2023 | Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570. Full description at Econpapers || Download paper |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper |
2023 | How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120. Full description at Econpapers || Download paper |
2023 | Optimality of Buy-and-Hold Strategies. (2023). Po, KA ; Liu, QI. In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:11:y:2023:i:1:p:32-45. Full description at Econpapers || Download paper |
2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper |
2023 | The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660. Full description at Econpapers || Download paper |
2023 | Short Run Bond Risk Premia. (2011). Zhou, Hao ; Mueller, Philippe ; Vedolin, Andrea. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp686. Full description at Econpapers || Download paper |
2023 | The Asymmetric Effects of Extreme Climate Risk Perception on Coal Futures Return Dynamics: Evidence from Nonparametric Causality-In-Quantiles Tests. (2023). Yang, Shixiong ; Wei, Jiajia ; Gao, Wang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8156-:d:1149155. Full description at Econpapers || Download paper |
2023 | Impact of Climate Change on Inflation in 26 Selected Countries. (2023). He, Jing ; Zhang, Xuetong ; Li, Cunpu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:13108-:d:1229744. Full description at Econpapers || Download paper |
2023 | Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563. Full description at Econpapers || Download paper |
2023 | Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth. (2023). Jalles, Joao ; Cevik, Serhan. In: IMF Working Papers. RePEc:imf:imfwpa:2023/087. Full description at Econpapers || Download paper |
2023 | The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140. Full description at Econpapers || Download paper |
2023 | Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939. Full description at Econpapers || Download paper |
2023 | Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002. Full description at Econpapers || Download paper |
2023 | Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047. Full description at Econpapers || Download paper |
2023 | Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth. (2023). Jalles, Joo Tovar. In: Working Papers REM. RePEc:ise:remwps:wp02762023. Full description at Econpapers || Download paper |
2023 | For Whom the Bell Tolls: Climate Change and Income Inequality. (2023). Jalles, Joo Tovar. In: Working Papers REM. RePEc:ise:remwps:wp02772023. Full description at Econpapers || Download paper |
2023 | Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies. (2023). Jalles, Joao ; Clements, Benedict ; Adrogue, Bernat ; Gupta, Sanjeev. In: Working Papers REM. RePEc:ise:remwps:wp02942023. Full description at Econpapers || Download paper |
2023 | Concerns for Long-Run Risks and Natural Resource Policy. (2023). Kakeu, Johnson. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00748-0. Full description at Econpapers || Download paper |
2023 | Greece 2010–18: What Could Have Been Done Differently?. (2023). Young, Garry ; Macchiarelli, Corrado ; Lenoel, Cyrille. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09672-8. Full description at Econpapers || Download paper |
2023 | Long Term Expectations and Aggregate Fluctuations. (2023). Shleifer, Andrei ; O'Brien, Matthew ; la Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro. In: NBER Chapters. RePEc:nbr:nberch:14860. Full description at Econpapers || Download paper |
2023 | Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1077-1118.. Full description at Econpapers || Download paper |
2023 | The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182.. Full description at Econpapers || Download paper |
2023 | Rogue Waves: Climate Change and Firm Performance. (2023). Cevik, Serhan ; Miryugin, Fedor. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:1:d:10.1057_s41294-022-00189-0. Full description at Econpapers || Download paper |
2023 | Uncertain Remedies to Fight Uncertain Consequences: The Case of Solar Geoengineering. (2023). Meier, Felix D ; Traeger, Christian P. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-23-37. Full description at Econpapers || Download paper |
2023 | A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6. Full description at Econpapers || Download paper |
2023 | Essays in empirical finance. (2023). Jankauskas, Tomas. In: Other publications TiSEM. RePEc:tiu:tiutis:4c319f87-ba97-44be-897e-1ec56a50ff3a. Full description at Econpapers || Download paper |
2023 | Behavioral preferences and beliefs in asset pricing. (2023). Gertsman, Gleb. In: Other publications TiSEM. RePEc:tiu:tiutis:c7196596-1bf8-47c9-a147-677b9335cf65. Full description at Econpapers || Download paper |
2023 | Recursive preferences, correlation aversion, and the temporal resolution of uncertainty. (2023). Lorenzo, Stanca. In: Working papers. RePEc:tur:wpapnw:080. Full description at Econpapers || Download paper |
2023 | TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Tallon, Jeanmarc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1127-1164. Full description at Econpapers || Download paper |
2023 | Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732. Full description at Econpapers || Download paper |
2023 | Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187. Full description at Econpapers || Download paper |
2023 | Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75. Full description at Econpapers || Download paper |
2023 | Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Debt Limit Impasses. (2023). Klee, Elizabeth ; Syron, Erin E ; Cashin, David. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1475-1506. Full description at Econpapers || Download paper |
2023 | Convenient but risky government bonds. (2023). Rottger, Joost ; Kaldorf, Matthias. In: Discussion Papers. RePEc:zbw:bubdps:152023. Full description at Econpapers || Download paper |
2023 | Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 44 |
2009 | Confidence Risk and Asset Prices.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2010 | Long Run Risks, the Macroeconomy, and Asset Prices In: American Economic Review. [Full Text][Citation analysis] | article | 43 |
2004 | Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 55 |
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 nother version. Agregated cites: 55 | 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 nother version. Agregated cites: 9 | article | |
1993 | No Arbitrage and Arbitrage Pricing: A New Approach. In: Journal of Finance. [Full Text][Citation analysis] | article | 123 |
1993 | A New Approach to International Arbitrage Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 76 |
2005 | Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 200 |
2014 | Volatility, the Macroeconomy, and Asset Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 140 |
2012 | Volatility, the Macroeconomy and Asset Prices.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
2019 | Uncertainty-Induced Reallocations and Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2019 | Uncertainty-Induced Reallocations and Growth.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1999 | The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 307 |
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 nother version. Agregated cites: 307 | 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 |
2002 | Market efficiency, asset returns, and the size of the risk premium in global equity markets In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
1995 | Nonparametric estimation of structural models for high-frequency currency market data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 68 |
2005 | Interpretable asset markets? In: European Economic Review. [Full Text][Citation analysis] | article | 111 |
2002 | Interpretable Asset Markets?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2004 | Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2004 | Introduction: macroeconomic implications of capital flows in a global economy In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
2016 | Risks for the long run: Estimation with time aggregation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 71 |
2012 | Risks For the Long Run: Estimation with Time Aggregation.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2001 | Term structure of interest rates with regime shifts In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
2005 | Long-run risks and equity Returns In: Proceedings. [Full Text][Citation analysis] | article | 1 |
2007 | Long-run risks and financial markets In: Review. [Full Text][Citation analysis] | article | 26 |
2007 | Long-Run Risks and Financial Markets.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | 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 | 12 |
2004 | Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2007 | Rational Pessimism, Rational Exuberance, and Asset Pricing Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 72 |
2007 | Rational Pessimism, Rational Exuberance, and Asset Pricing Models.(2007) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
2007 | Cointegration and Consumption Risks in Asset Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 72 |
2009 | Cointegration and Consumption Risks in Asset Returns.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
2009 | Cointegration and Consumption Risks in Asset Returns.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
2009 | Learning and Asset-Price Jumps In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
2011 | Learning and Asset-price Jumps.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2009 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 189 |
2012 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices.(2012) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 189 | article | |
2011 | Welfare Costs of Long-Run Temperature Shifts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
2011 | Temperature, Aggregate Risk, and Expected Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 39 |
2012 | A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 221 |
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 nother version. Agregated cites: 221 | 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 nother version. Agregated cites: 221 | 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 | 60 |
2016 | Climate Change and Growth Risks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 43 |
2019 | The Term Structure of Equity Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2023 | Identifying Preference for Early Resolution from Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Macroeconomic Announcement Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 | 133 |
2007 | The Asset Pricing Macro Nexus and Return Cash-Flow Predictability In: 2007 Meeting Papers. [Citation analysis] | paper | 10 |
2008 | The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
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 | 1 |
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 |
1996 | A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 161 |
2018 | Risk Preferences and the Macroeconomic Announcement Premium In: Econometrica. [Full Text][Citation analysis] | article | 48 |
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