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 2 3 28 213
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 38 1 2 24 176
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 0 2 136 0 0 30 409
Climate Change and Growth Risks 0 3 10 108 3 14 73 428
Cointegration and Consumption Risks in Asset Returns 0 0 1 146 0 0 25 474
Confidence Risk and Asset Prices 0 0 0 57 1 2 18 250
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 0 0 8 773
Dynamic Trading Strategies and Portfolio Choice 0 0 1 142 1 2 12 471
Endogenous Liquidity Supply 0 0 0 0 0 1 19 141
Expropriation Risk and Return in Global Equity Markets 0 0 1 345 4 4 18 2,438
Identifying Preference for Early Resolution from Asset Prices 0 0 1 12 0 4 15 44
Interpretable Asset Markets? 0 0 0 93 0 0 6 227
Interpretable Asset Markets? 0 0 0 122 0 3 16 408
Learning and Asset-Price Jumps 0 0 0 52 0 5 24 188
Liquidity and Financial Intermediation 0 0 0 0 0 1 8 61
Long-Run Risks and Financial Markets 0 0 2 149 0 3 34 428
Macro Announcement Premium and Risk Preferences 0 0 1 42 0 2 12 142
Macroeconomic Announcement Premium 0 0 0 6 0 3 19 44
Price of Long-Run Temperature Shifts in Capital Markets 1 3 5 84 2 7 45 440
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 1 19 448
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 0 0 18 100
Risks For the Long Run: Estimation with Time Aggregation 0 0 0 46 0 1 25 176
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 0 5 5 1,057 3 15 64 2,615
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 0 1 14 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 1 1 12 315
Term structure of interest rates with regime shifts 0 1 1 451 0 1 10 832
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 0 1 7 75
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 1 8 149
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 0 0 91 1 2 14 249
The Term Structure of Equity Risk Premia 0 0 0 20 0 5 16 114
Uncertainty-Induced Reallocations and Growth 0 0 2 31 0 0 22 98
Uncertainty-Induced Reallocations and Growth 0 0 0 26 0 1 15 79
Volatility, the Macroeconomy and Asset Prices 0 0 2 56 0 2 21 197
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 3 221 1 5 36 805
Total Working Papers 1 12 39 4,836 20 95 793 16,135

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 1 2 32 286
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 0 0 393 0 2 29 1,305
A New Approach to International Arbitrage Pricing 0 0 0 161 0 0 7 565
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 1 3 16 454 1 9 55 1,059
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 0 0 12 930
Cointegration and Consumption Risks in Asset Returns 0 0 0 4 0 0 13 24
Cointegration and Consumption Risks in Asset Returns 0 0 3 47 0 0 18 260
Cointegration and Long-Run Asset Allocation 0 0 0 36 0 0 6 113
Cointegration and Long-Run Asset Allocation 0 0 0 1 0 0 10 37
Confidence Risk and Asset Prices 0 0 0 50 0 1 7 273
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 1 1 1 81 2 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 19 584
Introduction: macroeconomic implications of capital flows in a global economy 0 0 0 44 2 3 12 145
Learning and Asset-price Jumps 0 0 0 16 0 0 18 90
Long Run Risks, the Macroeconomy, and Asset Prices 0 0 1 92 1 1 19 277
Long-run risks and equity Returns 0 0 0 72 1 1 9 173
Long-run risks and financial markets 0 0 1 97 0 1 26 422
Market efficiency, asset returns, and the size of the risk premium in global equity markets 0 0 1 143 2 4 16 365
No Arbitrage and Arbitrage Pricing: A New Approach 0 1 2 369 2 4 21 1,013
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 0 2 16 535
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 1 105 1 2 20 408
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 1 1 12 242
Risk Preferences and the Macroeconomic Announcement Premium 0 0 4 37 1 4 37 167
Risks for the long run: Estimation with time aggregation 0 0 3 50 1 5 30 233
The forward premium puzzle: different tales from developed and emerging economies 1 1 1 342 2 4 31 787
Volatility, the Macroeconomy, and Asset Prices 0 0 1 50 0 1 24 266
Total Journal Articles 3 6 38 3,584 18 51 545 11,690

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Statistics updated 2026-08-07