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 3 5 9 192
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 38 2 2 5 155
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 1 1 135 1 9 11 388
Climate Change and Growth Risks 1 1 2 99 8 14 37 371
Cointegration and Consumption Risks in Asset Returns 0 0 1 145 1 2 7 451
Confidence Risk and Asset Prices 0 0 0 57 4 4 4 236
Dynamic Trading Strategies and Portfolio Choice 0 0 0 141 1 1 1 460
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 2 3 5 769
Endogenous Liquidity Supply 0 0 0 0 1 5 9 127
Expropriation Risk and Return in Global Equity Markets 0 0 0 344 1 2 6 2,422
Identifying Preference for Early Resolution from Asset Prices 0 0 1 11 2 2 5 31
Interpretable Asset Markets? 0 0 0 122 1 5 6 397
Interpretable Asset Markets? 0 0 0 93 2 2 2 223
Learning and Asset-Price Jumps 0 0 0 52 2 4 4 168
Liquidity and Financial Intermediation 0 0 0 0 1 1 2 55
Long-Run Risks and Financial Markets 1 1 1 148 3 7 8 402
Macro Announcement Premium and Risk Preferences 1 1 1 42 4 5 5 135
Macroeconomic Announcement Premium 0 0 1 6 1 3 6 29
Price of Long-Run Temperature Shifts in Capital Markets 0 0 2 79 2 7 35 407
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 3 5 7 435
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 1 2 2 511
Risk Preferences and The Macro Announcement Premium 0 0 0 28 1 6 8 88
Risks For the Long Run: Estimation with Time Aggregation 0 0 0 46 3 6 14 158
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 0 0 2 1,052 3 7 23 2,562
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 4 6 9 26
Sovereign Risk and Return in Global Equity Markets 0 0 1 111 2 4 9 650
Temperature, Aggregate Risk, and Expected Returns 0 1 1 76 2 7 19 311
Term structure of interest rates with regime shifts 0 0 0 450 1 3 4 825
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 1 2 4 71
The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies 0 0 1 334 2 5 6 770
The Good, Bad, and Volatility Beta: A Generalized CAPM 0 0 0 40 2 3 5 144
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 0 4 91 4 7 15 242
The Term Structure of Equity Risk Premia 0 0 0 20 4 6 10 104
Uncertainty-Induced Reallocations and Growth 0 0 0 29 1 4 8 81
Uncertainty-Induced Reallocations and Growth 0 0 0 26 1 4 6 69
Volatility, the Macroeconomy and Asset Prices 0 0 0 54 1 5 8 182
Welfare Costs of Long-Run Temperature Shifts 0 0 0 39 4 10 12 129
What Do Capital Markets Tell Us About Climate Change? 0 0 5 219 4 7 26 780
Total Working Papers 3 5 25 4,804 86 182 362 15,556

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 1 2 8 257
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 0 1 393 0 4 12 1,281
A New Approach to International Arbitrage Pricing 0 0 0 161 1 2 2 560
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 1 2 19 446 3 15 49 1,028
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 2 3 5 922
Cointegration and Consumption Risks in Asset Returns 0 0 1 4 1 8 9 19
Cointegration and Consumption Risks in Asset Returns 0 2 3 46 1 5 8 247
Cointegration and Long-Run Asset Allocation 0 0 0 36 1 2 3 110
Cointegration and Long-Run Asset Allocation 0 0 0 1 0 1 2 28
Confidence Risk and Asset Prices 0 0 0 50 2 4 7 271
Consumption, Dividends, and the Cross Section of Equity Returns 0 2 2 353 3 11 12 856
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 0 2 80 3 4 9 223
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 0 0 2 22
Interpretable asset markets? 0 0 1 187 4 5 12 572
Introduction: macroeconomic implications of capital flows in a global economy 0 0 0 44 1 1 2 135
Learning and Asset-price Jumps 0 0 0 16 0 2 7 75
Long Run Risks, the Macroeconomy, and Asset Prices 1 1 1 92 2 4 5 262
Long-run risks and equity Returns 0 0 0 72 0 0 1 164
Long-run risks and financial markets 0 0 1 97 3 9 13 409
Market efficiency, asset returns, and the size of the risk premium in global equity markets 0 1 1 143 1 5 8 356
No Arbitrage and Arbitrage Pricing: A New Approach 0 0 1 367 2 9 14 1,003
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 1 2 5 524
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 1 1 105 3 6 18 395
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 2 3 4 233
Risk Preferences and the Macroeconomic Announcement Premium 0 3 3 36 3 12 20 144
Risks for the long run: Estimation with time aggregation 0 0 1 48 3 3 10 207
The forward premium puzzle: different tales from developed and emerging economies 0 0 1 341 4 8 16 765
Volatility, the Macroeconomy, and Asset Prices 0 0 1 50 0 4 5 247
Total Journal Articles 2 12 42 3,568 47 134 268 11,315

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Statistics updated 2026-01-09