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Details about Ravi Bansal

Homepage:http://www.fuqua.duke.edu/faculty_research/faculty_directory/bansal/
Workplace:Finance Area, Fuqua School of Business, Duke University, (more information at EDIRC)

Access statistics for papers by Ravi Bansal.

Last updated 2020-05-04. Update your information in the RePEc Author Service.

Short-id: pba818


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Working Papers

2019

  1. The Term Structure of Equity Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Uncertainty-Induced Reallocations and Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2016

  1. Climate Change and Growth Risks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
  2. Price of Long-Run Temperature Shifts in Capital Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
  3. Risk Preferences and The Macro Announcement Premium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2012

  1. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
  2. Risks For the Long Run: Estimation with Time Aggregation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
  3. Volatility, the Macroeconomy and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)

2011

  1. Temperature, Aggregate Risk, and Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
  2. Welfare Costs of Long-Run Temperature Shifts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)

2009

  1. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
  2. Confidence Risk and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in American Economic Review (2010)
  3. Learning and Asset-Price Jumps
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2007

  1. Cointegration and Consumption Risks in Asset Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (2009)
  2. Long-Run Risks and Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in Review (2007)
  3. Rational Pessimism, Rational Exuberance, and Asset Pricing Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (45)

2004

  1. Dynamic Trading Strategies and Portfolio Choice
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in SIFR Research Report Series, Institute for Financial Research (2004) Downloads View citations (6)
  2. Interpretable Asset Markets?
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads

    See also Journal Article in European Economic Review (2005)

2003

  1. 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.) Downloads View citations (11)
    See also Journal Article in Journal of Business & Economic Statistics (2004)

2002

  1. Expropriation Risk and Return in Global Equity Markets
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (5)

2001

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

2000

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)

1999

  1. The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    See also Journal Article in Journal of International Economics (2000)

Journal Articles

2010

  1. Confidence Risk and Asset Prices
    American Economic Review, 2010, 100, (2), 537-41 Downloads View citations (23)
    See also Working Paper (2009)
  2. Long Run Risks, the Macroeconomy, and Asset Prices
    American Economic Review, 2010, 100, (2), 542-46 Downloads View citations (22)

2009

  1. Cointegration and Consumption Risks in Asset Returns
    Review of Financial Studies, 2009, 22, (3), 1343-1375 Downloads View citations (53)
    See also Working Paper (2007)

2007

  1. Long-run risks and financial markets
    Review, 2007, 89, (Jul), 283-300 Downloads View citations (12)
    See also Working Paper (2007)

2005

  1. Consumption, Dividends, and the Cross Section of Equity Returns
    Journal of Finance, 2005, 60, (4), 1639-1672 Downloads View citations (159)
  2. Interpretable asset markets?
    European Economic Review, 2005, 49, (3), 531-560 Downloads View citations (76)
    See also Working Paper (2004)
  3. Long-run risks and equity Returns
    Proceedings, 2005 Downloads View citations (1)

2004

  1. Introduction: macroeconomic implications of capital flows in a global economy
    Journal of Economic Theory, 2004, 119, (1), 1-5 Downloads
  2. Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
    Journal of Business & Economic Statistics, 2004, 22, 396-409 Downloads View citations (35)
    See also Working Paper (2003)

2002

  1. Market efficiency, asset returns, and the size of the risk premium in global equity markets
    Journal of Econometrics, 2002, 109, (2), 195-237 Downloads View citations (32)

2000

  1. The forward premium puzzle: different tales from developed and emerging economies
    Journal of International Economics, 2000, 51, (1), 115-144 Downloads View citations (211)
    See also Working Paper (1999)

1997

  1. An Exploration of the Forward Premium Puzzle in Currency Markets
    Review of Financial Studies, 1997, 10, (2), 369-403 View citations (109)
  2. GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS
    Macroeconomic Dynamics, 1997, 1, (2), 333-354 Downloads View citations (38)

1996

  1. A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles
    Journal of Political Economy, 1996, 104, (6), 1135-71 Downloads View citations (120)

1995

  1. Nonparametric estimation of structural models for high-frequency currency market data
    Journal of Econometrics, 1995, 66, (1-2), 251-287 Downloads View citations (63)

1993

  1. A New Approach to International Arbitrage Pricing
    Journal of Finance, 1993, 48, (5), 1719-47 Downloads View citations (66)
  2. No Arbitrage and Arbitrage Pricing: A New Approach
    Journal of Finance, 1993, 48, (4), 1231-62 Downloads View citations (74)
 
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