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Confidence Risk and Asset Prices
Bansal, Ravi; Shaliastovich, Ivan - In: The American economic review 100 (2010) 2, pp. 537-542
Persistent link: https://www.econbiz.de/10008426278
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LEARNING AND ASSET-PRICE JUMPS
Bansal, Ravi; Shaliastovich, Ivan - 2009
Persistent link: https://www.econbiz.de/10008239276
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CONFIDENCE RISK AND ASSET PRICES
Bansal, Ravi; Shaliastovich, Ivan - 2009
Persistent link: https://www.econbiz.de/10008239296
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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/10009987409
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Learning and Asset-price Jumps
Bansal, Ravi; Shaliastovich, Ivan - In: The review of financial studies 24 (2013) 8, pp. 2738-2737
Persistent link: https://www.econbiz.de/10010113968
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Learning and Asset-price Jumps
Bansal, Ravi; Shaliastovich, Ivan - In: The review of financial studies 24 (2011) 8, pp. 2738-2738
Persistent link: https://www.econbiz.de/10009178666
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A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
Bansal, Ravi; Shaliastovich, Ivan - In: The review of financial studies 26 (2012) 1, pp. 1-0
Persistent link: https://www.econbiz.de/10010055485
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Pricing of the time-change risks
Shaliastovich, Ivan; Tauchen, George - In: Journal of economic dynamics & control 35 (2011) 6, pp. 843-859
Persistent link: https://www.econbiz.de/10008927141
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AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
Eraker, Bjørn; Shaliastovich, Ivan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 519-544
Persistent link: https://www.econbiz.de/10008103932
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A New Approach to International Arbitrage Pricing
Bansal, Ravi; Hsieh, David A.; Viswanathan, S. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1719-1748
Persistent link: https://www.econbiz.de/10006603628