Economics Faculty Database
Economics
Arts & Sciences
Duke University
 HOME > Arts & Sciences > Economics > Faculty    Search Help Login pdf version printable version 

Publications of Ravi Bansal    :chronological  alphabetical  combined  bibtex listing:

Papers Submitted

  1. Bansal, R; Kiku, D; Yaron, A, Risks for the long run: Estimation with time aggregation (September, 2016), pp. 52-69, Elsevier BV [doi]  [abs]

Journal Articles

  1. Bansal, R; Wu, DA; Yaron, A, Socially Responsible Investing in Good and Bad Times, Review of Financial Studies, vol. 35 no. 4 (April, 2022), pp. 2067-2099 [doi]  [abs]
  2. Bansal, R; Miller, S; Song, D; Yaron, A, The term structure of equity risk premia, Journal of Financial Economics, vol. 142 no. 3 (December, 2021), pp. 1209-1228 [doi]  [abs]
  3. Ai, H; Bansal, R, Risk Preferences and the Macroeconomic Announcement Premium, Econometrica, vol. 86 no. 4 (January, 2018), pp. 1383-1430, The Econometric Society [doi]  [abs]
  4. Bansal, R; Kiku, D; Shaliastovich, I; Yaron, A, Volatility, the Macroeconomy, and Asset Prices, Journal of Finance, vol. 69 no. 6 (December, 2014), pp. 2471-2511, WILEY, ISSN 0022-1082 [doi]  [abs]
  5. Bansal, R; Shaliastovich, I, A long-run risks explanation of predictability puzzles in bond and currency markets, Review of Financial Studies, vol. 26 no. 1 (January, 2013), pp. 1-33, Oxford University Press (OUP), ISSN 0893-9454 [doi]  [abs]
  6. Bansal, R; Kiku, D; Yaron, A, An Empirical Evaluation of the Long-Run Risks Model for Asset Prices, vol. 1 no. 1 (January, 2012), pp. 183-221  [abs]
  7. Bansal, R; Shaliastovich, I, Learning and asset-price jumps, Review of Financial Studies, vol. 24 no. 8 (August, 2011), pp. 2738-2780, Oxford University Press (OUP), ISSN 0893-9454 [doi]  [abs]
  8. Bansal, R; Kiku, D, Cointegration and long-run asset allocation, Journal of Business and Economic Statistics, vol. 29 no. 1 (January, 2011), pp. 161-173, Informa UK Limited, ISSN 0735-0015 [doi]  [abs]
  9. Bansal, R; Shaliastovich, I, Confidence risk and asset prices, American Economic Review, vol. 100 no. 2 (May, 2010), pp. 537-541, American Economic Association, ISSN 0002-8282 [repository], [doi]
  10. Bansal, R; Kiku, D; Yaron, A, Long run risks, the macroeconomy, and asset prices, American Economic Review, vol. 100 no. 2 (May, 2010), pp. 542-546, American Economic Association, ISSN 0002-8282 [repository], [doi]
  11. Bansal, R; Dittmar, R; Kiku, D, Cointegration and consumption risks in asset returns, Review of Financial Studies, vol. 22 no. 3 (March, 2009), pp. 1343-1375, Oxford University Press (OUP), ISSN 0893-9454 [doi]  [abs]
  12. Bansal, R, Long-Run Risks and Risk Compensation in Equity Markets (December, 2008), pp. 167-193, Elsevier [doi]
  13. Bansal, R, Long-run risks and financial markets, Federal Reserve Bank of St. Louis Review, vol. 89 no. 4 (January, 2007), pp. 283-299, ISSN 0014-9187 [doi]  [abs]
  14. Bansal, R; Gallant, AR; Tauchen, G, Rational pessimism, rational exuberance, and asset pricing models, Review of Economic Studies, vol. 74 no. 4 (2007), pp. 1005-1033, Oxford University Press (OUP), ISSN 0034-6527 [doi]  [abs]
  15. Bansal, R; Dittmar, RF; Lundblad, CT, Consumption, dividends, and the cross section of equity returns, Journal of Finance, vol. 60 no. 4 (August, 2005), pp. 1639-1672, WILEY, ISSN 0022-1082 [doi]  [abs]
  16. Bansal, R; Khatchatrian, V; Yaron, A, Interpretable asset markets?, European Economic Review, vol. 49 no. 3 (April, 2005), pp. 531-560, Elsevier BV, ISSN 0014-2921 [doi]  [abs]
  17. Bansal, R; Tauchen, G; Zhou, H, Regime shifts, risk premiums in the term structure, and the business cycle, Journal of Business and Economic Statistics, vol. 22 no. 4 (October, 2004), pp. 396-409, Informa UK Limited [doi]  [abs]
  18. Bansal, R; Yaron, A, Risks for the long run: A potential resolution of asset pricing puzzles, Journal of Finance, vol. 59 no. 4 (August, 2004), pp. 1481-1509, WILEY, ISSN 0022-1082 [doi]  [abs]
  19. Bansal, R; Christiano, L; Mendoza, EG, Introduction: Macroeconomic implications of capital flows in a global economy, Journal of Economic Theory, vol. 119 no. 1 SPEC. ISS. (January, 2004), pp. 1-5, Elsevier BV [doi]  [abs]
  20. Bansal, R; Lundblad, C, Market efficiency, asset returns, and the size of the risk premium in global equity markets, Journal of Econometrics, vol. 109 no. 2 (August, 2002), pp. 195-237, Elsevier BV [doi]  [abs]
  21. Bansal, R; Zhou, H, Term structure of interest rates with regime shifts, Journal of Finance, vol. 57 no. 5 (January, 2002), pp. 1997-2043, WILEY [doi]  [abs]
  22. Bansal, R; Dahlquist, M, The forward premium puzzle: Different tales from developed and emerging economies, Journal of International Economics, vol. 51 no. 1 (January, 2000), pp. 115-144, Elsevier BV [doi]  [abs]
  23. Bansal, R; Lehmann, BN, Growth-optimal portfolio restrictions on asset pricing models, Macroeconomic Dynamics, vol. 1 no. 2 (January, 1997), pp. 333-354, ISSN 1365-1005 [doi]  [abs]
  24. Bansal, R, An exploration of the forward premium puzzle in currency markets, Review of Financial Studies, vol. 10 no. 2 (January, 1997), pp. 369-403, Oxford University Press (OUP) [doi]  [abs]
  25. Bansal, R; Coleman, WJ, A monetary explanation of the equity premium, term premium, and risk-free rate puzzles, Journal of Political Economy, vol. 104 no. 6 (January, 1996), pp. 1135-1171, University of Chicago Press [doi]  [abs]
  26. Bansal, R; Gallant, AR; Hussey, R; Tauchen, G, Nonparametric estimation of structural models for high-frequency currency market data, Journal of Econometrics, vol. 66 no. 1-2 (January, 1995), pp. 251-287, Elsevier BV, ISSN 0304-4076 [repository], [doi]  [abs]
  27. BANSAL, R; VISWANATHAN, S, No Arbitrage and Arbitrage Pricing: A New Approach, The Journal of Finance, vol. 48 no. 4 (January, 1993), pp. 1231-1262, WILEY, ISSN 0022-1082 [Gateway.cgi], [doi]  [abs]
  28. BANSAL, R; HSIEH, DA; VISWANATHAN, S, A New Approach to International Arbitrage Pricing, The Journal of Finance, vol. 48 no. 5 (January, 1993), pp. 1719-1747, WILEY, ISSN 0022-1082 [Gateway.cgi], [doi]  [abs]

Chapters in Books

  1. Bansal, R, Long Run Risks and Risk Compensation in Equity Market, in Handbook of Investments: Equity Risk Premium, edited by Mehra, R (2006), North Holland
  2. Bansal, R, Growth-Optimal Portfolio Restrictions on Asset Pricing Model, in Macroeconomic Dynamics, vol. 1 (1997), pp. 333-354
  3. Bansal, R, Computational Aspects of Nonparametric Simulation Estimation, edited by Belsley, D (1994), Kluwer Academic Publishers
Duke University * Arts & Sciences * Economics * Faculty * Research * Staff * Master's * Ph.D. * Reload * Login