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 1 3 5 188
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 38 0 1 3 153
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 1 1 1 135 4 4 8 383
Climate Change and Growth Risks 0 0 1 98 0 2 30 357
Cointegration and Consumption Risks in Asset Returns 0 0 1 145 0 0 5 449
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 2 766
Endogenous Liquidity Supply 0 0 0 0 1 1 6 123
Expropriation Risk and Return in Global Equity Markets 0 0 0 344 0 0 4 2,420
Identifying Preference for Early Resolution from Asset Prices 0 0 2 11 0 0 6 29
Interpretable Asset Markets? 0 0 0 122 1 1 2 393
Interpretable Asset Markets? 0 0 0 93 0 0 0 221
Learning and Asset-Price Jumps 0 0 0 52 1 1 1 165
Liquidity and Financial Intermediation 0 0 0 0 0 1 1 54
Long-Run Risks and Financial Markets 0 0 0 147 3 4 5 398
Macro Announcement Premium and Risk Preferences 0 0 0 41 0 0 0 130
Macroeconomic Announcement Premium 0 0 2 6 0 1 5 26
Price of Long-Run Temperature Shifts in Capital Markets 0 0 4 79 2 7 39 402
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 1 2 430
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 1 1 1 510
Risk Preferences and The Macro Announcement Premium 0 0 0 28 2 2 5 84
Risks For the Long Run: Estimation with Time Aggregation 0 0 0 46 2 3 10 154
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 0 0 4 1,052 2 6 26 2,557
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 2 3 5 22
Sovereign Risk and Return in Global Equity Markets 0 1 1 111 1 2 7 647
Temperature, Aggregate Risk, and Expected Returns 0 0 1 75 3 4 19 307
Term structure of interest rates with regime shifts 0 0 0 450 1 1 2 823
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 1 2 5 70
The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies 0 0 1 334 2 2 4 767
The Good, Bad, and Volatility Beta: A Generalized CAPM 0 0 2 40 0 0 4 141
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 0 5 91 0 0 10 235
The Term Structure of Equity Risk Premia 0 0 0 20 0 0 4 98
Uncertainty-Induced Reallocations and Growth 0 0 0 29 1 2 5 78
Uncertainty-Induced Reallocations and Growth 0 0 0 26 0 1 2 65
Volatility, the Macroeconomy and Asset Prices 0 0 1 54 3 4 7 180
Welfare Costs of Long-Run Temperature Shifts 0 0 0 39 1 2 5 120
What Do Capital Markets Tell Us About Climate Change? 0 1 8 219 1 5 27 774
Total Working Papers 1 3 35 4,800 36 68 272 15,410

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 2 84 0 1 8 255
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 0 1 393 2 3 13 1,279
A New Approach to International Arbitrage Pricing 0 0 0 161 1 1 1 559
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 1 7 19 445 5 14 46 1,018
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 0 1 2 919
Cointegration and Consumption Risks in Asset Returns 0 0 1 4 4 4 5 15
Cointegration and Consumption Risks in Asset Returns 2 2 3 46 2 2 6 244
Cointegration and Long-Run Asset Allocation 0 0 0 36 0 1 1 108
Cointegration and Long-Run Asset Allocation 0 0 0 1 1 1 2 28
Confidence Risk and Asset Prices 0 0 0 50 1 2 4 268
Consumption, Dividends, and the Cross Section of Equity Returns 2 2 2 353 4 5 8 849
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 0 2 80 0 0 5 219
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 0 0 3 22
Interpretable asset markets? 0 0 1 187 0 2 7 567
Introduction: macroeconomic implications of capital flows in a global economy 0 0 0 44 0 1 1 134
Learning and Asset-price Jumps 0 0 1 16 1 2 8 74
Long Run Risks, the Macroeconomy, and Asset Prices 0 0 0 91 0 0 1 258
Long-run risks and equity Returns 0 0 0 72 0 0 1 164
Long-run risks and financial markets 0 1 2 97 3 7 11 403
Market efficiency, asset returns, and the size of the risk premium in global equity markets 1 1 1 143 2 4 6 353
No Arbitrage and Arbitrage Pricing: A New Approach 0 0 5 367 4 6 14 998
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 1 4 4 523
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 1 1 1 105 1 2 13 390
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 0 0 1 230
Risk Preferences and the Macroeconomic Announcement Premium 3 3 4 36 5 7 15 137
Risks for the long run: Estimation with time aggregation 0 1 3 48 0 1 10 204
The forward premium puzzle: different tales from developed and emerging economies 0 0 1 341 1 2 9 758
Volatility, the Macroeconomy, and Asset Prices 0 1 1 50 1 2 5 244
Total Journal Articles 10 20 50 3,566 39 75 210 11,220

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Statistics updated 2025-11-08