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

Good and Bad Variance Premia and Expected Returns

Kilic, Mete, Shaliastovich, Ivan
Journal:
Management Science
Year:
2018
Language:
english
File:
PDF, 637 KB
english, 2018
4

AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS

Bjørn Eraker, Ivan Shaliastovich
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 760 KB
english, 2008
5

Confidence Risk and Asset Prices

Bansal, Ravi, Shaliastovich, Ivan
Journal:
American Economic Review
Year:
2010
Language:
english
File:
PDF, 111 KB
english, 2010
6

Durable Goods, Inflation Risk, and Equilibrium Asset Prices

Eraker, Bjørn, Shaliastovich, Ivan, Wang, Wenyu
Journal:
Review of Financial Studies
Year:
2016
Language:
english
File:
PDF, 698 KB
english, 2016
8

Pricing of the time-change risks

Ivan Shaliastovich, George Tauchen
Journal:
Journal of Economic Dynamics and Control
Year:
2011
Language:
english
File:
PDF, 710 KB
english, 2011
9

Learning and Asset-price Jumps

Bansal, Ravi, Shaliastovich, Ivan
Journal:
Review of Financial Studies
Year:
2011
Language:
english
File:
PDF, 790 KB
english, 2011
11

Learning, confidence, and option prices

Shaliastovich, Ivan
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.22 MB
english, 2015
12

Pricing of the Time-Change Risks

Tauchen, George E., Shaliastovich, Ivan
Journal:
SSRN Electronic Journal
Year:
2009
File:
PDF, 354 KB
2009
14

Pricing of the Time-Change Risks

Tauchen, George E., Shaliastovich, Ivan
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 354 KB
english, 2009
15

Good and Bad Variance Premia and Expected Returns

Kilic, Mete, Shaliastovich, Ivan
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 438 KB
english, 2017
16

Volatility Risk Pass-Through

Colacito, Riccardo, Croce, Mariano Massimiliano, Liu, Yang, Shaliastovich, Ivan
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 750 KB
english, 2015
17

Volatility-of-Volatility Risk

Huang, Darien, Schlag, Christian, Shaliastovich, Ivan, Thimme, Julian
Journal:
Journal of Financial and Quantitative Analysis
Year:
2018
Language:
english
File:
PDF, 645 KB
english, 2018
18

Government Policy Approval and Exchange Rates

Liu, Yang, Shaliastovich, Ivan
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 589 KB
english, 2017
19

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
21

Volatility-of-Volatility Risk

Schlag, Christian, Shaliastovich, Ivan, Thimme, Julian, Huang, Darien
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 581 KB
english, 2018