Fuqua School of Business
1 Towerview Drive
Durham, NC 27708
NBER Program Affiliations:
NBER Affiliation: Research Associate
Institutional Affiliation: Duke University
Information about this author at RePEc
NBER Working Papers and Publications
|March 2019||The Term Structure of Equity Risk Premia|
with Shane Miller, Dongho Song, Amir Yaron: w25690
|December 2016||Climate Change and Growth Risks|
with Marcelo Ochoa, Dana Kiku: w23009
|August 2016||Risk Preferences and The Macro Announcement Premium|
with Hengjie Ai: w22527
|Price of Long-Run Temperature Shifts in Capital Markets|
with Dana Kiku, Marcelo Ochoa: w22529
|September 2012||A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets|
with Ivan Shaliastovich: w18357
Published: Ravi Bansal & Ivan Shaliastovich, 2013. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," Review of Financial Studies, vol 26(1), pages 1-33.
|August 2012||Risks For the Long Run: Estimation with Time Aggregation|
with Dana Kiku, Amir Yaron: w18305
Published: Ravi Bansal & Dana Kiku & Amir Yaron, 2016. "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, vol 82, pages 52-69.
|May 2012||Volatility, the Macroeconomy and Asset Prices|
with Dana Kiku, Ivan Shaliastovich, Amir Yaron: w18104
Published: “Volatility, the Macroeconomy and Asset Prices” (Dana Kiku, Ivan Shaliastovich, and Amir Yaron) Journal of Finance, Volume 69, Issue 6, December 2014, Pages 2471–2511
|November 2011||Welfare Costs of Long-Run Temperature Shifts|
with Marcelo Ochoa: w17574
|Temperature, Aggregate Risk, and Expected Returns|
with Marcelo Ochoa: w17575
|November 2009||An Empirical Evaluation of the Long-Run Risks Model for Asset Prices|
with Dana Kiku, Amir Yaron: w15504
Published: "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices", (Dana Kiku and Amir Yaron) Critical Finance Review 2012: Vol. 1:No 1, pp 183-221.
|March 2009||Learning and Asset-Price Jumps|
with Ivan Shaliastovich: w14814
Published: Ravi Bansal & Ivan Shaliastovich, 2011. "Learning and Asset-price Jumps," Review of Financial Studies, vol 24(8), pages 2738-2780.
|Confidence Risk and Asset Prices|
with Ivan Shaliastovich: w14815
Published: Ravi Bansal & Ivan Shaliastovich, 2010.
"Confidence Risk and Asset Prices,"
American Economic Review,
American Economic Association, vol. 100(2), pages 537-41, May.
citation courtesy of
|June 2007||Long-Run Risks and Financial Markets|
Published: Ravi Bansal, 2007. "Long-run risks and financial markets," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 283-300. citation courtesy of
|May 2007||Rational Pessimism, Rational Exuberance, and Asset Pricing Models|
with A. Ronald Gallant, George Tauchen: w13107
Published: Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," Review of Economic Studies, Blackwell Publishing, vol. 74(4), pages 1005-1033, October. citation courtesy of
|Cointegration and Consumption Risks in Asset Returns|
with Robert Dittmar, Dana Kiku: w13108
Published: Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(3), pages 1343-1375, March. citation courtesy of
|October 2004||Dynamic Trading Strategies and Portfolio Choice|
with Magnus Dahlquist, Campbell R. Harvey: w10820
|December 2002||Interpretable Asset Markets?|
with Varoujan Khatachtrian, Amir Yaron: w9383
Published: Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005. "Interpretable asset markets?," European Economic Review, Elsevier, vol. 49(3), pages 531-560, April. citation courtesy of
|December 2000||Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles|
with Amir Yaron: w8059
Published: Bansal, Ravi and Amir Yaron. "Risks For The Long Run: A Potential Resolution Of Asset Pricing Puzzles," Journal of Finance, 2004, v59(4,Aug), 1481-1509. citation courtesy of