Ravi Bansal : Citation Profile

Duke University

26

H index

34

i10 index

2771

Citations

RESEARCH PRODUCTION:

28

Articles

38

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 92
   Journals where Ravi Bansal has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 27 (0.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba818
   Updated: 2026-01-10    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

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)

Jagannathan, Ravi (19)

Campbell, John (19)

Xing, Yuhang (19)

Havranek, Tomas (18)

Cites to:

Campbell, John (74)

Hansen, Lars (58)

Epstein, Larry (27)

Cochrane, John (26)

Weil, Philippe (25)

Shiller, Robert (25)

Jagannathan, Ravi (25)

Tauchen, George (22)

Singleton, Kenneth (19)

Bekaert, Geert (19)

Strzalecki, Tomasz (18)

Main data

Where Ravi Bansal has published?

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

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
SIFR Research Report Series / Institute for Financial Research2
2011 Meeting Papers / Society for Economic Dynamics2
2016 Meeting Papers / Society for Economic Dynamics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Ravi Bansal (2025 and 2024)

YearTitle of citing document
2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2025Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2025). 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. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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

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2024Optimal post-retirement investment under longevity risk in collective funds. (2024). Dalby, James ; Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2409.15325.

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2024Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557.

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2024Optimal mutual insurance against systematic longevity risk. (2024). Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2410.07749.

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2025Robust Social Planning. (2025). Mudekereza, Florian. In: Papers. RePEc:arx:papers:2504.07401.

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2025Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies. (2025). Hobbs, Rohan ; Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2504.16892.

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2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2024The road to net zero: a fund flow investigation. (2024). Takahashi, Koji ; Chen, Louisa. In: BIS Working Papers. RePEc:bis:biswps:1220.

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2024Treasury Bill Shortages and the Pricing of Short‐Term Assets. (2024). Vandeweyer, Quentin ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4083-4141.

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2024Temperature and intimate partner violence. (2024). Nguyen, MY. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:2:p:197-218.

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2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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2025Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2025). Stanca, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:693.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024Stagflationary Stock Returns. (2024). Timmer, Yannick ; Knox, Ben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11236.

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2025Firms’ Investment and Capacity Utilisation: The Role of Financial Constraints and Uncertainty. (2025). Treibich, Tania ; Savona, Maria ; Piccillo, Giulia ; Mohades, Siavash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12108.

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2025Rare Disasters, Tail Aversion, and Asset Pricing Puzzles. (2025). Meyerheim, Gerrit. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12231.

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2024A general theory of tax-smoothing. (2024). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2444.

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2024UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva. In: Working Papers. RePEc:cii:cepidt:2024-09.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2025Disaggregation Reverses the Risk-Free Rate Puzzle. (2025). Wilson, Matthew S. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:wilson.

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2025Pessimism toward climate disasters and asset prices: A quantitative investigation. (2025). Yamagami, Hiroaki ; Suzuki, Shiba. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00023.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2024Firm-specific climate risk and market valuation. (2024). berkman, henk ; Soderstrom, Naomi ; Jona, Jonathan. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:112:y:2024:i:c:s0361368224000072.

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2025The effects of performance-based incentive frequency on collusion. (2025). Sauciuc, Ashley K. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:114:y:2025:i:c:s0361368225000030.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. 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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2024International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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

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2024Foreign investments of Japanese life insurance companies. (2024). Chen, Steven Shu-Hsiu. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002581.

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2024UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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2025On the timing premium puzzle. (2025). Choi, Hongseok. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000990.

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2025What does the equity term structure tell us about Trump 2.0′s first 100 days in office?. (2025). Matthies, Ben ; Kelly, Peter ; Golez, Benjamin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002976.

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2024Optimal nonparametric range-based volatility estimation. (2024). Bollerslev, Tim ; Li, Qiyuan. 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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2025Bond risk premiums at the zero lower bound. (2025). Meldrum, Andrew ; Jrgensen, Kasper ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002902.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2025Long-run risk in stationary vector autoregressive models. (2025). Jasiak, Joann ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002562.

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2025Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio. (2025). Caner, Mehmet ; Daniele, Maurizio. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500137x.

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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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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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2025Climate risk and corporate investment behavior in emerging economies. (2025). Arian, Adam ; Naeem, Muhammad A. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000068.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. 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). Chen, Zhuo ; Tao, Libin ; Liu, Jinyu ; Lu, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2024Air pollution and individual risk preference: Evidence from China. (2024). Yang, Shasha ; Liu, Kui ; Zhang, Guanglu ; Meng, Chuyan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004468.

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2025Performance of energy ETFs and climate risks. (2025). Nguyen, Minh Nhat ; Li, Youwei ; Liu, Rui Peng. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007400.

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

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2025Does political risk exacerbate climate risk? Firm-level evidence. (2025). Masum, Abdullah Al ; Ben-Nasr, Hamdi ; Benkraiem, Ramzi ; Basha, Shabeen Afsar. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003692.

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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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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2025Environmental tightening, labor slackening: Unveiling the inefficiencies in labor investment. (2025). Lee, Chien-Chiang ; Lin, Weizheng ; Wang, Chih-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000699.

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2024The endogenous growth and asset prices nexus revisited with closed-form solution. (2024). Kaszab, Lorant ; Filep-Mosberger, Palma. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401016x.

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2024Testing the boundaries of applicability of standard Stochastic Discount Factor models. (2024). Hassan, M. Kabir ; Zhu, Yinchu ; Pezzo, Luca ; Tian, Jiayuan. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000536.

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2024Does climate risk influence analyst forecast accuracy?. (2024). Ryou, Jiwoo ; Lee, Suin ; Kim, Incheol. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s157230892400130x.

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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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2024This is going to hurt: Weather anomalies, supply chain pressures and inflation. (2024). Cevik, Serhan ; Gwon, Gyowon. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000830.

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

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2025Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125.

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2025Stock return predictability in the frequency domain. (2025). Jiang, Fuwei ; Dai, Zhifeng ; Xue, Bowen ; Kang, Jie. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1126-1147.

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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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2024Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675.

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2025Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market. (2025). Hansen, Jorge Wolfgang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002681.

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2025Uncertainty and cross-sectional stock returns: Evidence from China. (2025). Fei, Tianlun ; Deschamps, Bruno ; Liu, Xiaoquan ; Jiang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002887.

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2025The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652.

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2025The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883.

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2025Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281.

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2025The causal effect of limited attention to FOMC announcements. (2025). Marmora, Paul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001192.

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

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2025The price of carbon risk: Evidence from the Kyoto Protocol ratification. (2025). Zhang, Bohui ; Truong, Cameron ; Nguyen, Justin Hung. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:130:y:2025:i:c:s0095069625000026.

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2024Who saves more, the naive or the sophisticated agent?. (2024). Zimper, Alexander ; Groneck, Max ; Ludwig, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000541.

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2024Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.

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2024Learning from a black box. (2024). Zhao, Chen ; Wu, Brian ; Ke, Shaowei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:221:y:2024:i:c:s0022053124000929.

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2024Understanding uncertainty shocks and the role of black swans. (2024). Veldkamp, Laura ; Orlik, Anna. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s002205312400111x.

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

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2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

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2024When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion. (2024). Farroni, Paolo ; Croce, Mariano M ; Arteaga-Garavito, Maria Jose ; Wolfskeil, Isabella. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000734.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2025Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113.

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2025Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017.

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2025Warp speed price moves: Jumps after earnings announcements. (2025). Veliyev, Bezirgen ; Timmermann, Allan ; Christensen, Kim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000182.

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2025Main Street’s Pain, Wall Street’s Gain. (2025). You, Yang ; Xu, Nancy R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000455.

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2025Equity duration and predictability. (2025). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001229.

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2025Climbing and falling off the ladder: Asset pricing implications of labor market event risk. (2025). , Lawrence. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001394.

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2024Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360.

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2025Rethinking the delayed overshooting puzzle: An examination through present value framework. (2025). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000361.

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2024Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete. 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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2025Equilibrium yield curves with imperfect information. (2025). Tanaka, Hiroatsu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000746.

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2025Announcements, expectations, and stock returns with asymmetric information. (2025). Han, Leyla Jianyu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000224.

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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]		article49
2009Confidence Risk and Asset Prices.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2010Long Run Risks, the Macroeconomy, and Asset Prices In: American Economic Review.
[Full Text][Citation analysis]		article49
2004Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article56
2003Regime-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: 56		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.
[Full Text][Citation analysis]
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]		article126
1993 A New Approach to International Arbitrage Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article80
2005Consumption, Dividends, and the Cross Section of Equity Returns In: Journal of Finance.
[Full Text][Citation analysis]		article207
2014Volatility, the Macroeconomy, and Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]		article155
2012Volatility, the Macroeconomy and Asset Prices.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2019Uncertainty-Induced Reallocations and Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2019Uncertainty-Induced Reallocations and Growth.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
1999The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper319
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: 319		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]		article54
2002Market efficiency, asset returns, and the size of the risk premium in global equity markets In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
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]		article83
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: 83		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]		article29
2007Long-Run Risks and Financial Markets.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		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]		paper75
2007Rational Pessimism, Rational Exuberance, and Asset Pricing Models.(2007) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		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]		paper27
2011Learning and Asset-price Jumps.(2011) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper214
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: 214		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]		paper47
2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper251
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: 251		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: 251		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]		paper76
2016Climate Change and Growth Risks In: NBER Working Papers.
[Full Text][Citation analysis]		paper46
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
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]		article137
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]		paper2
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]		article169
2018Risk Preferences and the Macroeconomic Announcement Premium In: Econometrica.
[Full Text][Citation analysis]		article70

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