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 1 42 7 11 16 199
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 38 10 12 15 165
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 0 1 135 2 7 13 390
Climate Change and Growth Risks 0 1 2 99 12 26 45 383
Cointegration and Consumption Risks in Asset Returns 0 0 1 145 4 6 11 455
Confidence Risk and Asset Prices 0 0 0 57 4 8 8 240
Dynamic Trading Strategies and Portfolio Choice 0 0 0 141 2 3 3 462
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 2 5 7 771
Endogenous Liquidity Supply 0 0 0 0 8 12 16 135
Expropriation Risk and Return in Global Equity Markets 0 0 0 344 6 8 12 2,428
Identifying Preference for Early Resolution from Asset Prices 0 0 1 11 3 5 7 34
Interpretable Asset Markets? 0 0 0 93 1 3 3 224
Interpretable Asset Markets? 0 0 0 122 4 8 10 401
Learning and Asset-Price Jumps 0 0 0 52 6 9 10 174
Liquidity and Financial Intermediation 0 0 0 0 3 4 5 58
Long-Run Risks and Financial Markets 1 2 2 149 12 16 20 414
Macro Announcement Premium and Risk Preferences 0 1 1 42 2 7 7 137
Macroeconomic Announcement Premium 0 0 0 6 6 9 10 35
Price of Long-Run Temperature Shifts in Capital Markets 0 0 2 79 5 10 36 412
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 4 9 11 439
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 2 3 4 513
Risk Preferences and The Macro Announcement Premium 0 0 0 28 6 10 12 94
Risks For the Long Run: Estimation with Time Aggregation 0 0 0 46 5 9 19 163
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 0 0 1 1,052 6 11 24 2,568
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 3 7 12 29
Sovereign Risk and Return in Global Equity Markets 0 0 1 111 4 7 12 654
Temperature, Aggregate Risk, and Expected Returns 0 1 1 76 0 4 15 311
Term structure of interest rates with regime shifts 0 0 0 450 4 6 8 829
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 1 2 4 72
The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies 0 0 1 334 4 7 10 774
The Good, Bad, and Volatility Beta: A Generalized CAPM 0 0 0 40 1 4 4 145
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 0 1 91 2 9 13 244
The Term Structure of Equity Risk Premia 0 0 0 20 2 8 11 106
Uncertainty-Induced Reallocations and Growth 0 0 0 26 3 7 9 72
Uncertainty-Induced Reallocations and Growth 0 0 0 29 6 9 14 87
Volatility, the Macroeconomy and Asset Prices 1 1 1 55 4 6 11 186
Welfare Costs of Long-Run Temperature Shifts 0 0 0 39 2 11 14 131
What Do Capital Markets Tell Us About Climate Change? 0 0 4 219 4 10 27 784
Total Working Papers 2 6 21 4,806 162 308 488 15,718

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 2 84 20 22 27 277
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 0 0 393 8 10 19 1,289
A New Approach to International Arbitrage Pricing 0 0 0 161 3 4 5 563
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 1 16 446 7 17 49 1,035
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 4 7 9 926
Cointegration and Consumption Risks in Asset Returns 0 0 3 46 2 5 10 249
Cointegration and Consumption Risks in Asset Returns 0 0 1 4 2 6 11 21
Cointegration and Long-Run Asset Allocation 0 0 0 36 0 2 3 110
Cointegration and Long-Run Asset Allocation 0 0 0 1 5 5 7 33
Confidence Risk and Asset Prices 0 0 0 50 1 4 8 272
Consumption, Dividends, and the Cross Section of Equity Returns 0 0 2 353 6 13 18 862
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 0 2 80 1 5 10 224
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 6 6 7 28
Interpretable asset markets? 0 0 1 187 3 8 14 575
Introduction: macroeconomic implications of capital flows in a global economy 0 0 0 44 2 3 4 137
Learning and Asset-price Jumps 0 0 0 16 7 8 14 82
Long Run Risks, the Macroeconomy, and Asset Prices 0 1 1 92 4 8 9 266
Long-run risks and equity Returns 0 0 0 72 2 2 3 166
Long-run risks and financial markets 0 0 1 97 4 10 17 413
Market efficiency, asset returns, and the size of the risk premium in global equity markets 0 0 1 143 2 5 10 358
No Arbitrage and Arbitrage Pricing: A New Approach 0 0 1 367 2 7 16 1,005
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 5 6 10 529
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 1 105 6 11 24 401
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 6 9 9 239
Risk Preferences and the Macroeconomic Announcement Premium 1 1 4 37 7 14 27 151
Risks for the long run: Estimation with time aggregation 0 0 1 48 6 9 15 213
The forward premium puzzle: different tales from developed and emerging economies 0 0 1 341 9 16 24 774
Volatility, the Macroeconomy, and Asset Prices 0 0 1 50 8 11 13 255
Total Journal Articles 1 3 39 3,569 138 233 392 11,453

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Statistics updated 2026-02-12