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 42 1 4 27 214
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 38 1 2 25 177
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 0 2 136 1 1 31 410
Climate Change and Growth Risks 0 2 10 108 2 12 75 430
Cointegration and Consumption Risks in Asset Returns 0 0 1 146 2 2 27 476
Confidence Risk and Asset Prices 0 0 0 57 0 1 18 250
Dynamic Trading Strategies and Portfolio Choice 0 0 1 142 1 2 13 472
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 0 0 8 773
Endogenous Liquidity Supply 0 0 0 0 0 0 19 141
Expropriation Risk and Return in Global Equity Markets 0 0 1 345 2 6 20 2,440
Identifying Preference for Early Resolution from Asset Prices 0 0 1 12 0 2 15 44
Interpretable Asset Markets? 0 0 0 122 0 2 16 408
Interpretable Asset Markets? 0 0 0 93 0 0 6 227
Learning and Asset-Price Jumps 0 0 0 52 0 3 24 188
Liquidity and Financial Intermediation 0 0 0 0 0 0 8 61
Long-Run Risks and Financial Markets 0 0 2 149 1 1 35 429
Macro Announcement Premium and Risk Preferences 0 0 1 42 0 1 12 142
Macroeconomic Announcement Premium 0 0 0 6 1 3 20 45
Price of Long-Run Temperature Shifts in Capital Markets 1 2 6 85 5 7 48 445
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 2 2 21 450
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 0 1 15 524
Risk Preferences and The Macro Announcement Premium 0 0 0 28 3 3 21 103
Risks For the Long Run: Estimation with Time Aggregation 0 0 0 46 1 1 25 177
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1 4 6 1,058 4 10 66 2,619
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 0 0 13 33
Sovereign Risk and Return in Global Equity Markets 0 0 1 111 0 0 14 659
Temperature, Aggregate Risk, and Expected Returns 0 0 1 76 3 4 14 318
Term structure of interest rates with regime shifts 0 0 1 451 2 2 12 834
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 1 1 8 76
The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies 0 0 0 334 0 0 11 776
The Good, Bad, and Volatility Beta: A Generalized CAPM 0 0 0 40 0 0 8 149
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 0 0 91 0 1 14 249
The Term Structure of Equity Risk Premia 0 0 0 20 1 4 17 115
Uncertainty-Induced Reallocations and Growth 0 0 0 26 1 1 15 80
Uncertainty-Induced Reallocations and Growth 0 0 2 31 3 3 24 101
Volatility, the Macroeconomy and Asset Prices 0 0 2 56 3 4 24 200
Welfare Costs of Long-Run Temperature Shifts 0 0 0 39 0 1 18 136
What Do Capital Markets Tell Us About Climate Change? 0 0 2 221 0 3 32 805
Total Working Papers 2 8 40 4,838 41 90 819 16,176


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 1 84 0 1 32 286
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 1 1 1 394 3 4 31 1,308
A New Approach to International Arbitrage Pricing 0 0 0 161 1 1 8 566
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 1 13 454 1 4 52 1,060
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 1 1 13 931
Cointegration and Consumption Risks in Asset Returns 0 0 3 47 0 0 18 260
Cointegration and Consumption Risks in Asset Returns 0 0 0 4 0 0 13 24
Cointegration and Long-Run Asset Allocation 0 0 0 1 0 0 10 37
Cointegration and Long-Run Asset Allocation 0 0 0 36 0 0 5 113
Confidence Risk and Asset Prices 0 0 0 50 1 1 7 274
Consumption, Dividends, and the Cross Section of Equity Returns 0 0 2 353 0 2 27 871
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 1 1 81 0 2 11 230
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 0 0 8 30
Interpretable asset markets? 0 0 0 187 0 0 17 584
Introduction: macroeconomic implications of capital flows in a global economy 0 0 0 44 0 2 11 145
Learning and Asset-price Jumps 0 0 0 16 0 0 17 90
Long Run Risks, the Macroeconomy, and Asset Prices 0 0 1 92 1 2 20 278
Long-run risks and equity Returns 0 0 0 72 1 2 10 174
Long-run risks and financial markets 0 0 1 97 0 1 24 422
Market efficiency, asset returns, and the size of the risk premium in global equity markets 0 0 1 143 1 5 15 366
No Arbitrage and Arbitrage Pricing: A New Approach 0 1 2 369 0 3 19 1,013
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 0 0 14 535
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 1 105 2 3 22 410
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 1 2 13 243
Risk Preferences and the Macroeconomic Announcement Premium 0 0 4 37 1 3 36 168
Risks for the long run: Estimation with time aggregation 0 0 2 50 0 1 29 233
The forward premium puzzle: different tales from developed and emerging economies 0 1 1 342 2 6 32 789
Volatility, the Macroeconomy, and Asset Prices 0 0 0 50 0 1 23 266
Total Journal Articles 1 5 34 3,585 16 47 537 11,706


Statistics updated 2026-09-10