Access Statistics for Ravi Bansal

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 41 0 0 1 184
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 38 0 1 1 151
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 0 2 134 1 2 10 379
Climate Change and Growth Risks 0 1 3 98 5 8 52 353
Cointegration and Consumption Risks in Asset Returns 0 0 0 144 0 0 4 448
Confidence Risk and Asset Prices 0 0 0 57 0 0 0 232
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 0 0 1 765
Dynamic Trading Strategies and Portfolio Choice 0 0 0 141 0 0 0 459
Endogenous Liquidity Supply 0 0 0 0 1 1 5 122
Expropriation Risk and Return in Global Equity Markets 0 0 0 344 2 3 5 2,420
Identifying Preference for Early Resolution from Asset Prices 0 0 2 11 0 0 10 28
Interpretable Asset Markets? 0 0 0 122 1 1 1 392
Interpretable Asset Markets? 0 0 0 93 0 0 0 221
Learning and Asset-Price Jumps 0 0 0 52 0 0 0 164
Liquidity and Financial Intermediation 0 0 0 0 0 0 0 53
Long-Run Risks and Financial Markets 0 0 0 147 0 0 1 394
Macro Announcement Premium and Risk Preferences 0 0 0 41 0 0 1 130
Macroeconomic Announcement Premium 0 0 2 6 0 0 6 25
Price of Long-Run Temperature Shifts in Capital Markets 0 0 4 78 4 6 37 390
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 0 2 429
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 0 0 0 509
Risk Preferences and The Macro Announcement Premium 0 0 1 28 0 0 4 82
Risks For the Long Run: Estimation with Time Aggregation 0 0 0 46 0 0 0 144
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 0 1 4 1,052 1 5 27 2,550
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 1 2 2 19
Sovereign Risk and Return in Global Equity Markets 0 0 0 110 1 2 5 645
Temperature, Aggregate Risk, and Expected Returns 0 0 2 75 0 2 26 303
Term structure of interest rates with regime shifts 0 0 0 450 0 0 1 822
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 0 0 5 68
The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies 0 0 1 334 0 0 2 765
The Good, Bad, and Volatility Beta: A Generalized CAPM 0 0 3 40 0 0 6 141
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 1 6 91 0 3 12 235
The Term Structure of Equity Risk Premia 0 0 0 20 0 1 2 96
Uncertainty-Induced Reallocations and Growth 0 0 1 26 0 0 3 64
Uncertainty-Induced Reallocations and Growth 0 0 0 29 0 1 4 76
Volatility, the Macroeconomy and Asset Prices 0 0 1 54 0 0 2 175
Welfare Costs of Long-Run Temperature Shifts 0 0 1 39 0 0 4 118
What Do Capital Markets Tell Us About Climate Change? 2 2 14 218 5 6 32 767
Total Working Papers 2 5 47 4,794 22 44 274 15,318

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 3 83 0 0 12 254
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 0 5 393 0 1 21 1,273
A New Approach to International Arbitrage Pricing 0 0 0 161 0 0 0 558
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 2 4 24 438 2 7 53 1,000
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 0 0 2 918
Cointegration and Consumption Risks in Asset Returns 0 0 0 43 0 2 3 241
Cointegration and Consumption Risks in Asset Returns 0 0 2 3 0 0 2 10
Cointegration and Long-Run Asset Allocation 0 0 0 1 1 1 2 27
Cointegration and Long-Run Asset Allocation 0 0 0 36 0 0 1 107
Confidence Risk and Asset Prices 0 0 0 50 1 1 1 265
Consumption, Dividends, and the Cross Section of Equity Returns 0 0 4 351 0 0 9 844
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 1 3 80 1 3 7 219
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 1 1 5 22
Interpretable asset markets? 0 0 2 187 2 3 7 565
Introduction: macroeconomic implications of capital flows in a global economy 0 0 0 44 0 0 0 133
Learning and Asset-price Jumps 0 0 1 16 0 3 5 71
Long Run Risks, the Macroeconomy, and Asset Prices 0 0 0 91 0 0 1 258
Long-run risks and equity Returns 0 0 0 72 0 0 3 164
Long-run risks and financial markets 0 0 2 96 0 0 7 396
Market efficiency, asset returns, and the size of the risk premium in global equity markets 0 0 0 142 1 1 3 349
No Arbitrage and Arbitrage Pricing: A New Approach 1 1 7 367 1 3 10 992
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 0 0 1 519
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 104 0 1 11 386
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 0 0 2 230
Risk Preferences and the Macroeconomic Announcement Premium 0 0 1 33 1 4 10 129
Risks for the long run: Estimation with time aggregation 0 0 3 47 0 1 10 201
The forward premium puzzle: different tales from developed and emerging economies 0 0 1 341 0 3 5 754
Volatility, the Macroeconomy, and Asset Prices 0 0 0 49 0 0 4 242
Total Journal Articles 3 6 58 3,544 11 35 197 11,127

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Statistics updated 2025-07-04