Dana Kiku,

Please note: Dana has left the "Economics" group at Duke University; some info here might not be up to date.

Office Location:  
Email Address: send me a message

Areas of Interest:

Asset Pricing
Applied Time-Series Econometrics

Working Papers

  1. with Ravi Bansal, Long-Run Asset Allocation (June, 2006)  [abs]
  2. with Ravi Bansal and Robert Dittmar, Cointegration and Consumption Risks in Asset Returns (March, 2006)  [abs]
  3. Is the Value Premium a Puzzle? (Fall, 2005)  [abs]
  4. Trend/Cycle Risks: Decomposition and Premia (2003)  [abs]