1

Volatility, the Macroeconomy, and Asset Prices

BANSAL, RAVI, KIKU, DANA, SHALIASTOVICH, IVAN, YARON, AMIR
Journal:
The Journal of Finance
Year:
2014
Language:
english
File:
PDF, 1.05 MB
english, 2014
2

Cointegration and Long-Run Asset Allocation

Bansal, Ravi, Kiku, Dana
Journal:
Journal of Business and Economic Statistics
Year:
2011
Language:
english
File:
PDF, 254 KB
english, 2011
3

Growth to value: Option exercise and the cross section of equity returns

Ai, Hengjie, Kiku, Dana
Journal:
Journal of Financial Economics
Year:
2013
Language:
english
File:
PDF, 696 KB
english, 2013
4

Cointegration and Consumption Risks in Asset Returns

Bansal, Ravi, Dittmar, Robert, Kiku, Dana
Journal:
Review of Financial Studies
Year:
2009
Language:
english
File:
PDF, 455 KB
english, 2009
7

Long Run Risks, the Macroeconomy, and Asset Prices

Bansal, Ravi, Kiku, Dana, Yaron, Amir
Journal:
American Economic Review
Year:
2010
Language:
english
File:
PDF, 113 KB
english, 2010
8

Volatility Risks and Growth Options

Ai, Hengjie, Kiku, Dana
Journal:
Management Science
Year:
2015
Language:
english
File:
PDF, 435 KB
english, 2015
12

Cointegration and Consumption Risks in Asset Returns

Ravi Bansal, Robert Dittmar and Dana Kiku
Journal:
Review of Financial Studies
Year:
2009
Language:
english
File:
PDF, 3.39 MB
english, 2009
13

Risks for the long run: Estimation with time aggregation

Bansal, Ravi, Kiku, Dana, Yaron, Amir
Journal:
Journal of Monetary Economics
Year:
2016
Language:
english
File:
PDF, 489 KB
english, 2016
14

The Good, Bad, and Volatility Beta: A Generalized CAPM

Bansal, Ravi, Kiku, Dana, Shaliastovich, Ivan, Yaron, Amir
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 21 KB
english, 2011