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 38 1 1 1 151
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 41 0 1 1 184
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 0 2 134 0 0 10 377
Climate Change and Growth Risks 1 1 4 98 2 9 54 347
Cointegration and Consumption Risks in Asset Returns 0 0 0 144 0 4 4 448
Confidence Risk and Asset Prices 0 0 0 57 0 0 0 232
Dynamic Trading Strategies and Portfolio Choice 0 0 0 141 0 0 0 459
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 0 1 1 765
Endogenous Liquidity Supply 0 0 0 0 0 2 5 121
Expropriation Risk and Return in Global Equity Markets 0 0 0 344 1 2 4 2,418
Identifying Preference for Early Resolution from Asset Prices 0 1 2 11 0 1 11 28
Interpretable Asset Markets? 0 0 0 93 0 0 0 221
Interpretable Asset Markets? 0 0 0 122 0 0 1 391
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 2 394
Macro Announcement Premium and Risk Preferences 0 0 0 41 0 0 1 130
Macroeconomic Announcement Premium 0 0 3 6 0 0 9 25
Price of Long-Run Temperature Shifts in Capital Markets 0 1 4 78 1 9 38 385
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 1 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 5 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 0 4 1,051 0 1 28 2,545
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 0 0 0 17
Sovereign Risk and Return in Global Equity Markets 0 0 0 110 0 1 3 643
Temperature, Aggregate Risk, and Expected Returns 0 0 2 75 0 5 26 301
Term structure of interest rates with regime shifts 0 0 0 450 0 1 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 1 2 334 0 1 3 765
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 0 5 90 2 3 11 234
The Term Structure of Equity Risk Premia 0 0 1 20 0 0 3 95
Uncertainty-Induced Reallocations and Growth 0 0 0 29 1 3 4 76
Uncertainty-Induced Reallocations and Growth 0 0 1 26 0 1 3 64
Volatility, the Macroeconomy and Asset Prices 0 0 2 54 0 0 3 175
Welfare Costs of Long-Run Temperature Shifts 0 0 1 39 0 1 4 118
What Do Capital Markets Tell Us About Climate Change? 0 1 14 216 1 5 35 762
Total Working Papers 1 5 51 4,790 9 53 284 15,283

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 1 3 83 0 4 15 254
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 0 5 393 1 3 22 1,273
A New Approach to International Arbitrage Pricing 0 0 0 161 0 0 3 558
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 1 5 28 435 1 8 62 994
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 0 1 3 918
Cointegration and Consumption Risks in Asset Returns 0 0 2 3 0 0 2 10
Cointegration and Consumption Risks in Asset Returns 0 0 0 43 1 1 2 240
Cointegration and Long-Run Asset Allocation 0 0 0 1 0 0 1 26
Cointegration and Long-Run Asset Allocation 0 0 0 36 0 0 1 107
Confidence Risk and Asset Prices 0 0 0 50 0 0 0 264
Consumption, Dividends, and the Cross Section of Equity Returns 0 0 4 351 0 0 11 844
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 1 2 79 0 2 4 216
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 0 0 4 21
Interpretable asset markets? 0 1 3 187 0 1 6 562
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 3 3 5 71
Long Run Risks, the Macroeconomy, and Asset Prices 0 0 0 91 0 1 3 258
Long-run risks and equity Returns 0 0 0 72 0 1 4 164
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 0 0 2 348
No Arbitrage and Arbitrage Pricing: A New Approach 0 0 9 366 2 2 13 991
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 1 104 1 9 13 386
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 0 1 7 125
Risks for the long run: Estimation with time aggregation 0 0 5 47 0 2 11 200
The forward premium puzzle: different tales from developed and emerging economies 0 1 1 341 3 4 6 754
Volatility, the Macroeconomy, and Asset Prices 0 0 0 49 0 0 5 242
Total Journal Articles 1 9 67 3,539 12 43 215 11,104

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Statistics updated 2025-05-12