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Volatility risk pass-through
Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - 2018
Persistent link: https://www.econbiz.de/10012060363
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Good and bad variance premia and expected returns
Kilic, Mete; Shaliastovich, Ivan - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2522-2544
Persistent link: https://www.econbiz.de/10012039812
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Dynamic trading strategies and portfolio choice
Bansal, Ravi (contributor); Dahlquist, Magnus (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003771636
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Cointegration and long-run asset allocation
Bansal, Ravi; Kiku, Dana - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 161-173
Persistent link: https://www.econbiz.de/10009159093
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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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Risk preferences and the macro announcement premium
Ai, Hengjie; Bansal, Ravi - 2016
Persistent link: https://www.econbiz.de/10011538924
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Price of long-run temperature shifts in capital markets
Bansal, Ravi; Kiku, Dana; Ochoa, Marcelo - 2016
Persistent link: https://www.econbiz.de/10011538930
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Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi; Tauchen, George Eugene; Zhou, Hao - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
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Dynamic trading strategies and portfolio choice
Bansal, Ravi; Dahlquist, Magnus; Harvey, Campbell R. - 2004
Persistent link: https://www.econbiz.de/10002360609
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Term structure of interest rates with regime shifts
Bansal, Ravi; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637850