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Fearing the fed : how Wall Street reads Main Street

Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2017 - This Version: November 2017

Persistent link: https://www.econbiz.de/10011847419

Fearing the Fed : how Wall Street reads main street

Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2019

Persistent link: https://www.econbiz.de/10012174214

Interpretable asset markets?

Bansal, Ravi (contributor); … - 2004 - Rev.

Persistent link: https://www.econbiz.de/10003726352

Long-run risks, the macroeconomy, and asset prices

Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2010

Persistent link: https://www.econbiz.de/10003971758

Volatility, the macroeconomy and asset prices

Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - 2012

Persistent link: https://www.econbiz.de/10009553032

Volatility, the macroeconomy, and asset prices

Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2471-2511

Persistent link: https://www.econbiz.de/10010498716

Long run risks, the macroeconomy, and asset prices

Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: The American economic review 100 (2010) 2, pp. 542-546

Persistent link: https://www.econbiz.de/10008747993

Interpretable asset markets?

Bansal, Ravi; Khatchatrian, Varoujan; Yaron, Amir - In: European economic review : EER 49 (2005) 3, pp. 531-560

Persistent link: https://www.econbiz.de/10002612968

Interpretable asset markets?

Bansal, Ravi; Khatchatrian, Varoujan; Yaron, Amir - 2002

Persistent link: https://www.econbiz.de/10001721369

Volatility, the Macroeconomy and Asset Prices

Bansal, Ravi - 2012

We show that volatility movements have first-order implications for consumption dynamics and asset prices. Volatility news affects the stochastic discount factor and carries a separate risk premium. In the data, volatility risks are persistent and are strongly correlated with discount-rate news....

Persistent link: https://www.econbiz.de/10013106078