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An empirical evaluation of the long-run risks model for asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2009
Persistent link: https://www.econbiz.de/10003906527
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Volatility, the macroeconomy and asset prices
Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - 2012
Persistent link: https://www.econbiz.de/10009553032
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Risks for the long run : estimation with time aggregation
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2012
Persistent link: https://www.econbiz.de/10009622505
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The term structure of equity risk premia
Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - In: Journal of financial economics 142 (2021) 3, pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
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Risks for the long run : estimation with time aggregation
Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: Journal of monetary economics 82 (2016), pp. 52-69
Persistent link: https://www.econbiz.de/10011709475
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The forward premium puzzle : different tales from developed and emerging economies
Bansal, Ravi - 1999
Persistent link: https://www.econbiz.de/10013422811
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Sovereign risk and return in global equity markets
Bansal, Ravi - 2001
Persistent link: https://www.econbiz.de/10013423628
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Macroeconomic Announcement Premium
Ai, Hengjie; Bansal, Ravi; Guo, Hongye - National Bureau of Economic Research - 2023
The paper reviews the evidence on the macroeconomic announcement premium and its implications on equilibrium asset pricing models. Empirically, a large fraction of the equity market risk premium is realized on a small number of trading days with significant macroeconomic announcements. We review...
Persistent link: https://www.econbiz.de/10014437054