Ravi Bansal : Citation Profile

Are you Ravi Bansal?

Duke University

25

H index

34

i10 index

2632

Citations

RESEARCH PRODUCTION:

28

Articles

38

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 87
   Journals where Ravi Bansal has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 27 (1.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba818
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Yaron, Amir (2)

Ai, Hengjie (2)

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

Is cited by:

Chernov, Mikhail (38)

Bekaert, Geert (35)

Sarno, Lucio (24)

Constantinides, George (24)

Marfe, Roberto (22)

Verdelhan, Adrien (20)

Lustig, Hanno (20)

Xing, Yuhang (19)

Campbell, John (19)

Jagannathan, Ravi (19)

Engstrom, Eric (18)

Cites to:

Campbell, John (74)

Hansen, Lars (58)

Epstein, Larry (27)

Cochrane, John (26)

Weil, Philippe (25)

Shiller, Robert (25)

Jagannathan, Ravi (24)

Tauchen, George (22)

Bekaert, Geert (19)

Singleton, Kenneth (19)

Gallant, A. (18)

Main data

Where Ravi Bansal has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc21
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
2016 Meeting Papers / Society for Economic Dynamics2
2011 Meeting Papers / Society for Economic Dynamics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
SIFR Research Report Series / Institute for Financial Research2

Recent works citing Ravi Bansal (2024 and 2023)

YearTitle of citing document
2023ACE—Analytic Climate Economy. (2023). Traeger, Christian P. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:15:y:2023:i:3:p:372-406.

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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2023Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032.

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2023Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2024On 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.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Risk premium and rough volatility. (2024). Muguruza, Aitor ; Jacquier, Antoine ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2403.11897.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023Asset 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.

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2023How 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.

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2023International 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.

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2023Pricing 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.

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2023Pockets 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.

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2023Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041.

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2023Optimal 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.

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2023Extreme 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.

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2023On 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.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

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2023Cross-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.

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2023Information 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.

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2023The 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.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2023Intraday 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.

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2023Profile 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.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

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2024Optimal nonparametric range-based volatility estimation. (2024). Li, Qiyuan ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2023Optimal 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.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2023Cross-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.

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2023The 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.

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2023Macroeconomic 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.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2023For 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.

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2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian ; Luo, Xianfeng. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

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2023In 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.

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2023Behavioral 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.

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2023Economic 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.

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2023Contingent 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.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243.

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2023Retail 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.

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2023Deciphering the influence of the macroeconomic environment on economic preferences: A comprehensive analysis of the Global Preferences Survey. (2023). Zhang, Xiaomeng ; Li, Haoyang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005706.

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2023Sovereign 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.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2023Robust 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.

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2023Climate risk and stock performance of fossil fuel companies: An international analysis. (2023). Fu, Chengbo ; Song, Yijie ; Gong, XU ; Li, Huijing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s104244312300152x.

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2024Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Baig, Ahmed S ; Aharon, David Y. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

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2023The 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.

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2023When 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.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2024Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective. (2024). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000517.

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2024Asset pricing and the carbon beta of externalities. (2024). Lessmann, Kai ; Tahri, Ibrahim ; Edenhofer, Ottmar. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000433.

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2023Empirical 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.

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2023Asset 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.

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2023Micro 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.

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2023Temperature shocks and industry earnings news. (2023). Ortiz-Bobea, Ariel ; Ng, David T ; Addoum, Jawad M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:1-45.

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2023Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642.

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2024Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kuehn, Lars-Alexander ; Kim, Yongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x.

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2023News-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.

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2023Dynamic 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.

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2023Drought 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.

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2023Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34.

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2023Rational 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.

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2023The macroeconomic announcement premium and information environment. (2023). Zhao, Shen ; Zhang, Chu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:55-73.

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2024Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

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2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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2023Asset 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.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2023Climate 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.

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2023Warm-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.

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2023Foreign 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.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2024How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459.

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2024Is the Korean green premium in equilibrium?. (2024). Sohn, Wook ; Kang, Young Dae ; Eom, Yunsung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:245-260.

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2023How 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.

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2023Optimality 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.

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2023Nominal 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.

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2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

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2024Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104.

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2024The Impact of CSI SEEE Carbon Neutral Index Launched on Order Aggressiveness. (2024). Li, Kaifeng ; Zhang, Xiaoyu ; Huang, Zihuang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:198-:d:1392926.

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2023The 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.

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

Works by Ravi Bansal:

YearTitleTypeCited
2018High Grade MEC Masquerading as Non Small Cell Lung Cancer In: International Journal of Pulmonary & Respiratory Sciences.
[Full Text][Citation analysis]		article0
2010Confidence Risk and Asset Prices In: American Economic Review.
[Full Text][Citation analysis]		article45
2009Confidence Risk and Asset Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 45		paper
2010Long Run Risks, the Macroeconomy, and Asset Prices In: American Economic Review.
[Full Text][Citation analysis]		article45
2004Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article55
2003Regime-shifts, risk premiums in the term structure, and the business cycle.(2003) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 55		paper
2011Cointegration and Long-Run Asset Allocation In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article10
2011Cointegration and Long-Run Asset Allocation.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 10		article
1993 No Arbitrage and Arbitrage Pricing: A New Approach. In: Journal of Finance.
[Full Text][Citation analysis]		article124
1993 A New Approach to International Arbitrage Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article77
2005Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance.
[Full Text][Citation analysis]		article205
2014Volatility, the Macroeconomy, and Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]		article147
2012Volatility, the Macroeconomy and Asset Prices.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 147		paper
2019Uncertainty-Induced Reallocations and Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2019Uncertainty-Induced Reallocations and Growth.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper312
2000The 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: 312		article
2001Sovereign Risk and Return in Global Equity Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1997GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article52
2002Market efficiency, asset returns, and the size of the risk premium in global equity markets In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
1995Nonparametric estimation of structural models for high-frequency currency market data In: Journal of Econometrics.
[Full Text][Citation analysis]		article68
2005Interpretable asset markets? In: European Economic Review.
[Full Text][Citation analysis]		article114
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 114		paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 114		paper
2004Introduction: macroeconomic implications of capital flows in a global economy In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2016Risks for the long run: Estimation with time aggregation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article72
2012Risks For the Long Run: Estimation with Time Aggregation.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2001Term structure of interest rates with regime shifts In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper8
2005Long-run risks and equity Returns In: Proceedings.
[Full Text][Citation analysis]		article1
2007Long-run risks and financial markets In: Review.
[Full Text][Citation analysis]		article28
2007Long-Run Risks and Financial Markets.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2002Expropriation Risk and Return in Global Equity Markets In: SIFR Research Report Series.
[Full Text][Citation analysis]		paper10
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
[Full Text][Citation analysis]		paper12
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper73
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models.(2007) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 73		article
2007Cointegration and Consumption Risks in Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper72
2009Cointegration and Consumption Risks in Asset Returns.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		article
2009Cointegration and Consumption Risks in Asset Returns.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		article
2009Learning and Asset-Price Jumps In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
2011Learning and Asset-price Jumps.(2011) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper198
2012An 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: 198		article
2011Welfare Costs of Long-Run Temperature Shifts In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2011Temperature, Aggregate Risk, and Expected Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper234
2013A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.(2013) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 234		article
2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 234		paper
2016Risk Preferences and The Macro Announcement Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2016Price of Long-Run Temperature Shifts in Capital Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper66
2016Climate Change and Growth Risks In: NBER Working Papers.
[Full Text][Citation analysis]		paper44
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2023Identifying Preference for Early Resolution from Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Macroeconomic Announcement Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
1997An Exploration of the Forward Premium Puzzle in Currency Markets. In: The Review of Financial Studies.
[Citation analysis]		article135
2007The Asset Pricing Macro Nexus and Return Cash-Flow Predictability In: 2007 Meeting Papers.
[Citation analysis]		paper10
2008The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper4
2009Liquidity and Financial Intermediation In: 2009 Meeting Papers.
[Citation analysis]		paper0
2011The Good, Bad, and Volatility Beta: A Generalized CAPM In: 2011 Meeting Papers.
[Full Text][Citation analysis]		paper0
2011Endogenous Liquidity Supply In: 2011 Meeting Papers.
[Citation analysis]		paper7
2016What Do Capital Markets Tell Us About Climate Change? In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper1
2016Macro Announcement Premium and Risk Preferences In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper4
2018Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper0
1996A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. In: Journal of Political Economy.
[Full Text][Citation analysis]		article163
2018Risk Preferences and the Macroeconomic Announcement Premium In: Econometrica.
[Full Text][Citation analysis]		article53

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