Details about Ravi Bansal

Access statistics for papers by Ravi Bansal.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pba818

Working Papers

2023

1. Identifying Preference for Early Resolution from Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Macroeconomic Announcement Premium
   NBER Working Papers, National Bureau of Economic Research, Inc

2019

3. The Term Structure of Equity Risk Premia
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
4. Uncertainty-Induced Reallocations and Growth
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (10)

2018

5. Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?
   2018 Meeting Papers, Society for Economic Dynamics

2016

6. Climate Change and Growth Risks
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
7. Macro Announcement Premium and Risk Preferences
   2016 Meeting Papers, Society for Economic Dynamics View citations (4)
8. Price of Long-Run Temperature Shifts in Capital Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (66)
9. Risk Preferences and The Macro Announcement Premium
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
10. What Do Capital Markets Tell Us About Climate Change?
    2016 Meeting Papers, Society for Economic Dynamics View citations (1)

2012

11. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (43)
    See also Journal Article A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets, The Review of Financial Studies, Society for Financial Studies (2013) View citations (186) (2013)
12. Risks For the Long Run: Estimation with Time Aggregation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    See also Journal Article Risks for the long run: Estimation with time aggregation, Journal of Monetary Economics, Elsevier (2016) View citations (52) (2016)
13. Volatility, the Macroeconomy and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    See also Journal Article Volatility, the Macroeconomy, and Asset Prices, Journal of Finance, American Finance Association (2014) View citations (131) (2014)

2011

14. Endogenous Liquidity Supply
    2011 Meeting Papers, Society for Economic Dynamics View citations (7)
15. Temperature, Aggregate Risk, and Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (44)
16. The Good, Bad, and Volatility Beta: A Generalized CAPM
    2011 Meeting Papers, Society for Economic Dynamics
17. Welfare Costs of Long-Run Temperature Shifts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)

2009

18. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
    See also Journal Article An Empirical Evaluation of the Long-Run Risks Model for Asset Prices, Critical Finance Review, now publishers (2012) View citations (173) (2012)
19. Confidence Risk and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Confidence Risk and Asset Prices, American Economic Review, American Economic Association (2010) View citations (44) (2010)
20. Learning and Asset-Price Jumps
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article Learning and Asset-price Jumps, The Review of Financial Studies, Society for Financial Studies (2011) View citations (21) (2011)
21. Liquidity and Financial Intermediation
    2009 Meeting Papers, Society for Economic Dynamics

2008

22. The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution
    2008 Meeting Papers, Society for Economic Dynamics View citations (4)

2007

23. Cointegration and Consumption Risks in Asset Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    See also Journal Article Cointegration and Consumption Risks in Asset Returns, The Review of Financial Studies, Society for Financial Studies (2009) View citations (45) (2009)
24. Long-Run Risks and Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
    See also Journal Article Long-run risks and financial markets, Review, Federal Reserve Bank of St. Louis (2007) View citations (12) (2007)
25. Rational Pessimism, Rational Exuberance, and Asset Pricing Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (76)
    See also Journal Article Rational Pessimism, Rational Exuberance, and Asset Pricing Models, The Review of Economic Studies, Review of Economic Studies Ltd (2007) View citations (79) (2007)
26. The Asset Pricing Macro Nexus and Return Cash-Flow Predictability
    2007 Meeting Papers, Society for Economic Dynamics View citations (10)

2004

27. Dynamic Trading Strategies and Portfolio Choice
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    Also in SIFR Research Report Series, Institute for Financial Research (2004) View citations (12)
28. Interpretable Asset Markets?
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002)
    See also Journal Article Interpretable asset markets?, European Economic Review, Elsevier (2005) View citations (116) (2005)

2003

29. Regime-shifts, risk premiums in the term structure, and the business cycle
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
    See also Journal Article Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle, Journal of Business & Economic Statistics, American Statistical Association (2004) View citations (50) (2004)

2002

30. Expropriation Risk and Return in Global Equity Markets
    SIFR Research Report Series, Institute for Financial Research View citations (10)

2001

31. Sovereign Risk and Return in Global Equity Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
32. Term structure of interest rates with regime shifts
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)

2000

33. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)

1999

34. The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    See also Journal Article The forward premium puzzle: different tales from developed and emerging economies, Journal of International Economics, Elsevier (2000) View citations (305) (2000)

Journal Articles

2018

1. High Grade MEC Masquerading as Non Small Cell Lung Cancer
   International Journal of Pulmonary & Respiratory Sciences, 2018, 3, (4), 59-62
2. Risk Preferences and the Macroeconomic Announcement Premium
   Econometrica, 2018, 86, (4), 1383-1430 View citations (53)

2016

3. Risks for the long run: Estimation with time aggregation
   Journal of Monetary Economics, 2016, 82, (C), 52-69 View citations (52)
   See also Working Paper Risks For the Long Run: Estimation with Time Aggregation, NBER Working Papers (2012) View citations (20) (2012)

2014

4. Volatility, the Macroeconomy, and Asset Prices
   Journal of Finance, 2014, 69, (6), 2471-2511 View citations (131)
   See also Working Paper Volatility, the Macroeconomy and Asset Prices, NBER Working Papers (2012) View citations (15) (2012)

2013

5. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
   The Review of Financial Studies, 2013, 26, (1), 1-33 View citations (186)
   See also Working Paper A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets, NBER Working Papers (2012) View citations (46) (2012)

2012

6. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
   Critical Finance Review, 2012, 1, (1), 183-221 View citations (173)
   See also Working Paper An Empirical Evaluation of the Long-Run Risks Model for Asset Prices, NBER Working Papers (2009) View citations (25) (2009)

2011

7. Cointegration and Long-Run Asset Allocation
   Journal of Business & Economic Statistics, 2011, 29, (1), 161-173 View citations (10)
   Also in Journal of Business & Economic Statistics, 2011, 29, (1), 161-173 (2011) View citations (10)
8. Learning and Asset-price Jumps
   The Review of Financial Studies, 2011, 24, (8), 2738-2780 View citations (21)
   See also Working Paper Learning and Asset-Price Jumps, NBER Working Papers (2009) View citations (4) (2009)

2010

9. Confidence Risk and Asset Prices
   American Economic Review, 2010, 100, (2), 537-41 View citations (44)
   See also Working Paper Confidence Risk and Asset Prices, NBER Working Papers (2009) View citations (1) (2009)
10. Long Run Risks, the Macroeconomy, and Asset Prices
    American Economic Review, 2010, 100, (2), 542-46 View citations (47)

2009

11. Cointegration and Consumption Risks in Asset Returns
    The Review of Financial Studies, 2009, 22, (3), 1343-1375 View citations (45)
    Also in The Review of Financial Studies, 2009, 22, (3), 1343-1375 (2009) View citations (64)
    See also Working Paper Cointegration and Consumption Risks in Asset Returns, NBER Working Papers (2007) View citations (17) (2007)

2007

12. Long-run risks and financial markets
    Review, 2007, 89, (Jul), 283-300 View citations (12)
    See also Working Paper Long-Run Risks and Financial Markets, NBER Working Papers (2007) View citations (27) (2007)
13. Rational Pessimism, Rational Exuberance, and Asset Pricing Models
    The Review of Economic Studies, 2007, 74, (4), 1005-1033 View citations (79)
    See also Working Paper Rational Pessimism, Rational Exuberance, and Asset Pricing Models, NBER Working Papers (2007) View citations (76) (2007)

2005

14. Consumption, Dividends, and the Cross Section of Equity Returns
    Journal of Finance, 2005, 60, (4), 1639-1672 View citations (214)
15. Interpretable asset markets?
    European Economic Review, 2005, 49, (3), 531-560 View citations (116)
    See also Working Paper Interpretable Asset Markets?, 2004 Meeting Papers (2004) View citations (1) (2004)
16. Long-run risks and equity Returns
    Proceedings, 2005 View citations (1)

2004

17. Introduction: macroeconomic implications of capital flows in a global economy
    Journal of Economic Theory, 2004, 119, (1), 1-5
18. Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
    Journal of Business & Economic Statistics, 2004, 22, 396-409 View citations (50)
    See also Working Paper Regime-shifts, risk premiums in the term structure, and the business cycle, Finance and Economics Discussion Series (2003) View citations (12) (2003)

2002

19. Market efficiency, asset returns, and the size of the risk premium in global equity markets
    Journal of Econometrics, 2002, 109, (2), 195-237 View citations (40)

2000

20. The forward premium puzzle: different tales from developed and emerging economies
    Journal of International Economics, 2000, 51, (1), 115-144 View citations (305)
    See also Working Paper The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies, CEPR Discussion Papers (1999) View citations (9) (1999)

1997

21. An Exploration of the Forward Premium Puzzle in Currency Markets
    The Review of Financial Studies, 1997, 10, (2), 369-403 View citations (138)
22. GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS
    Macroeconomic Dynamics, 1997, 1, (2), 333-354 View citations (55)

1996

23. A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles
    Journal of Political Economy, 1996, 104, (6), 1135-71 View citations (162)

1995

24. Nonparametric estimation of structural models for high-frequency currency market data
    Journal of Econometrics, 1995, 66, (1-2), 251-287 View citations (72)

1993

25. A New Approach to International Arbitrage Pricing
    Journal of Finance, 1993, 48, (5), 1719-47 View citations (78)
26. No Arbitrage and Arbitrage Pricing: A New Approach
    Journal of Finance, 1993, 48, (4), 1231-62 View citations (126)