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 38 0 0 1 150
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 0 41 0 0 0 183
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 0 0 2 134 0 1 13 377
Climate Change and Growth Risks 0 0 3 97 2 11 57 340
Cointegration and Consumption Risks in Asset Returns 0 0 0 144 1 1 1 445
Confidence Risk and Asset Prices 0 0 0 57 0 0 0 232
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 0 0 1 764
Dynamic Trading Strategies and Portfolio Choice 0 0 0 141 0 0 0 459
Endogenous Liquidity Supply 0 0 0 0 1 3 7 120
Expropriation Risk and Return in Global Equity Markets 0 0 0 344 1 1 4 2,417
Identifying Preference for Early Resolution from Asset Prices 1 1 3 11 1 3 14 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 1 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 1 3 6 0 2 11 25
Price of Long-Run Temperature Shifts in Capital Markets 0 0 4 77 3 10 40 379
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 0 2 428
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 2 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 1 4 1,051 0 9 31 2,544
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 1 2 3 643
Temperature, Aggregate Risk, and Expected Returns 0 0 3 75 1 6 28 297
Term structure of interest rates with regime shifts 0 0 0 450 0 0 0 821
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 0 3 6 68
The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies 1 1 2 334 1 1 3 765
The Good, Bad, and Volatility Beta: A Generalized CAPM 0 1 3 40 0 3 6 141
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 3 5 90 1 6 9 232
The Term Structure of Equity Risk Premia 0 0 2 20 0 1 4 95
Uncertainty-Induced Reallocations and Growth 0 0 1 26 0 0 3 63
Uncertainty-Induced Reallocations and Growth 0 0 1 29 1 1 3 74
Volatility, the Macroeconomy and Asset Prices 0 1 2 54 0 2 3 175
Welfare Costs of Long-Run Temperature Shifts 0 0 3 39 0 0 5 117
What Do Capital Markets Tell Us About Climate Change? 0 1 15 215 2 7 40 759
Total Working Papers 2 10 58 4,787 16 75 305 15,246

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 82 1 2 13 251
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 1 7 393 2 5 28 1,272
A New Approach to International Arbitrage Pricing 0 0 1 161 0 0 5 558
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 2 5 34 432 4 12 73 990
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 0 0 3 917
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 0 1 2 239
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 1 264
Consumption, Dividends, and the Cross Section of Equity Returns 0 0 6 351 0 2 13 844
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 0 2 78 1 1 6 215
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 0 1 4 21
Interpretable asset markets? 0 0 3 186 0 1 6 561
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 2 16 0 1 4 68
Long Run Risks, the Macroeconomy, and Asset Prices 0 0 0 91 1 1 3 258
Long-run risks and equity Returns 0 0 0 72 1 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 3 348
No Arbitrage and Arbitrage Pricing: A New Approach 0 0 11 366 0 0 14 989
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 0 0 5 377
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 0 1 2 230
Risk Preferences and the Macroeconomic Announcement Premium 0 0 2 33 1 2 8 125
Risks for the long run: Estimation with time aggregation 0 2 8 47 1 4 15 199
The forward premium puzzle: different tales from developed and emerging economies 1 1 1 341 1 2 3 751
Volatility, the Macroeconomy, and Asset Prices 0 0 0 49 0 2 5 242
Total Journal Articles 3 9 84 3,533 13 39 232 11,074

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Statistics updated 2025-03-03