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 2 18 23 173
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets 0 0 1 42 3 15 23 207
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 1 1 2 136 5 20 31 408
Climate Change and Growth Risks 2 3 5 102 4 32 58 403
Cointegration and Consumption Risks in Asset Returns 0 1 2 146 2 16 19 467
Confidence Risk and Asset Prices 0 0 0 57 0 7 11 243
Dynamic Trading Strategies and Portfolio Choice 1 1 1 142 1 4 5 464
Dynamic Trading Strategies and Portfolio Choice 0 0 0 347 0 4 8 773
Endogenous Liquidity Supply 0 0 0 0 1 13 19 140
Expropriation Risk and Return in Global Equity Markets 1 1 1 345 3 10 15 2,432
Identifying Preference for Early Resolution from Asset Prices 0 0 0 11 1 4 7 35
Interpretable Asset Markets? 0 0 0 122 1 6 12 403
Interpretable Asset Markets? 0 0 0 93 1 2 4 225
Learning and Asset-Price Jumps 0 0 0 52 4 15 19 183
Liquidity and Financial Intermediation 0 0 0 0 0 5 7 60
Long-Run Risks and Financial Markets 0 1 2 149 1 19 27 421
Macro Announcement Premium and Risk Preferences 0 0 1 42 1 4 9 139
Macroeconomic Announcement Premium 0 0 0 6 2 10 14 39
Price of Long-Run Temperature Shifts in Capital Markets 0 1 2 80 1 20 43 427
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 9 15 444
Regime-shifts, risk premiums in the term structure, and the business cycle 0 0 0 176 3 8 10 519
Risk Preferences and The Macro Announcement Premium 0 0 0 28 0 9 15 97
Risks For the Long Run: Estimation with Time Aggregation 0 0 0 46 2 9 23 167
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 0 0 1 1,052 6 16 33 2,578
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? 0 0 0 4 0 3 12 29
Sovereign Risk and Return in Global Equity Markets 0 0 1 111 2 9 16 659
Temperature, Aggregate Risk, and Expected Returns 0 0 1 76 0 0 10 311
Term structure of interest rates with regime shifts 0 0 0 450 0 4 7 829
The Asset Pricing Macro Nexus and Return Cash-Flow Predictability 0 0 0 0 0 2 5 73
The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies 0 0 0 334 0 5 10 775
The Good, Bad, and Volatility Beta: A Generalized CAPM 0 0 0 40 2 3 6 147
The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution 0 0 1 91 1 4 14 246
The Term Structure of Equity Risk Premia 0 0 0 20 1 4 13 108
Uncertainty-Induced Reallocations and Growth 0 0 0 29 2 10 16 91
Uncertainty-Induced Reallocations and Growth 0 0 0 26 0 7 12 76
Volatility, the Macroeconomy and Asset Prices 0 1 1 55 4 10 17 192
Welfare Costs of Long-Run Temperature Shifts 0 0 0 39 0 4 15 133
What Do Capital Markets Tell Us About Climate Change? 0 2 5 221 3 13 32 793
Total Working Papers 5 12 27 4,816 59 353 635 15,909

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 1 84 5 26 29 283
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 0 0 0 393 4 21 30 1,302
A New Approach to International Arbitrage Pricing 0 0 0 161 1 5 7 565
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 1 2 14 448 3 15 50 1,043
An Exploration of the Forward Premium Puzzle in Currency Markets 0 0 0 6 3 8 12 930
Cointegration and Consumption Risks in Asset Returns 0 1 4 47 2 6 14 253
Cointegration and Consumption Risks in Asset Returns 0 0 1 4 0 4 13 23
Cointegration and Long-Run Asset Allocation 0 0 0 36 1 2 5 112
Cointegration and Long-Run Asset Allocation 0 0 0 1 2 7 9 35
Confidence Risk and Asset Prices 0 0 0 50 0 1 8 272
Consumption, Dividends, and the Cross Section of Equity Returns 0 0 2 353 2 10 22 866
GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 0 0 1 80 1 3 10 226
High Grade MEC Masquerading as Non Small Cell Lung Cancer 0 0 0 4 0 6 7 28
Interpretable asset markets? 0 0 0 187 1 6 16 578
Introduction: macroeconomic implications of capital flows in a global economy 0 0 0 44 0 3 5 138
Learning and Asset-price Jumps 0 0 0 16 0 14 21 89
Long Run Risks, the Macroeconomy, and Asset Prices 0 0 1 92 1 10 14 272
Long-run risks and equity Returns 0 0 0 72 1 7 7 171
Long-run risks and financial markets 0 0 1 97 1 6 19 415
Market efficiency, asset returns, and the size of the risk premium in global equity markets 0 0 1 143 0 2 10 358
No Arbitrage and Arbitrage Pricing: A New Approach 0 1 2 368 1 5 19 1,008
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 1 7 12 531
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 1 105 0 9 19 404
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 0 0 0 76 0 7 10 240
Risk Preferences and the Macroeconomic Announcement Premium 0 1 4 37 3 13 32 157
Risks for the long run: Estimation with time aggregation 1 2 3 50 5 14 21 221
The forward premium puzzle: different tales from developed and emerging economies 0 0 0 341 1 11 25 776
Volatility, the Macroeconomy, and Asset Prices 0 0 1 50 1 14 19 261
Total Journal Articles 2 7 37 3,575 40 242 465 11,557

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Statistics updated 2026-04-09