Ravi Bansal

Names

Identifer

Contact

Affiliations

• Duke University / Fuqua School of Business / Finance Area
  • EDIRC entry
  • location:

Research profile

author of:

• High Grade MEC Masquerading as Non Small Cell Lung Cancer
  International Journal of Pulmonary & Respiratory Sciences, Juniper Publishers Inc. (2018)
  by Faisal Uddin M & Arastu A & Arshi J & Khan J & Bansal R & Shahid S & Fatima H & Narayanaswamy M & Dewaswala N & Attaway A
  (ReDIF-article, adp:ijoprs:v:3:y:2018:i:4:p:59-62)
• Confidence Risk and Asset Prices
  American Economic Review, American Economic Association (2010)
  by Ravi Bansal & Ivan Shaliastovich
  (ReDIF-article, aea:aecrev:v:100:y:2010:i:2:p:537-41)
• Long Run Risks, the Macroeconomy, and Asset Prices
  American Economic Review, American Economic Association (2010)
  by Ravi Bansal & Dana Kiku & Amir Yaron
  (ReDIF-article, aea:aecrev:v:100:y:2010:i:2:p:542-46)
• Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
  Journal of Business & Economic Statistics, American Statistical Association (2004)
  by Ravi Bansal & George Tauchen & Hao Zhou
  (ReDIF-article, bes:jnlbes:v:22:y:2004:p:396-409)
• Cointegration and Long-Run Asset Allocation
  Journal of Business & Economic Statistics, American Statistical Association (2011)
  by Bansal, Ravi & Kiku, Dana
  (ReDIF-article, bes:jnlbes:v:29:i:1:y:2011:p:161-173)
• No Arbitrage and Arbitrage Pricing: A New Approach
  Journal of Finance, American Finance Association (1993)
  by Bansal, Ravi & Viswanathan, S
  (ReDIF-article, bla:jfinan:v:48:y:1993:i:4:p:1231-62)
• A New Approach to International Arbitrage Pricing
  Journal of Finance, American Finance Association (1993)
  by Bansal, Ravi & Hsieh, David A & Viswanathan, S
  (ReDIF-article, bla:jfinan:v:48:y:1993:i:5:p:1719-47)
• Consumption, Dividends, and the Cross Section of Equity Returns
  Journal of Finance, American Finance Association (2005)
  by Ravi Bansal & Robert F. Dittmar & Christian T. Lundblad
  (ReDIF-article, bla:jfinan:v:60:y:2005:i:4:p:1639-1672)
• Volatility, the Macroeconomy, and Asset Prices
  Journal of Finance, American Finance Association (2014)
  by Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron
  (ReDIF-article, bla:jfinan:v:69:y:2014:i:6:p:2471-2511)
• Uncertainty-Induced Reallocations and Growth
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
  by Croce, Mariano & Bansal, Ravi & Liao, Wenxi & Rosen, Samuel
  (ReDIF-paper, cpr:ceprdp:13964)
• The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999)
  by Bansal, Ravi & Dahlquist, Magnus
  (ReDIF-paper, cpr:ceprdp:2169)
• Sovereign Risk and Return in Global Equity Markets
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Dahlquist, Magnus & Bansal, Ravi
  (ReDIF-paper, cpr:ceprdp:3034)
• Growth-Optimal Portfolio Restrictions On Asset Pricing Models
  Macroeconomic Dynamics, Cambridge University Press (1997)
  by Bansal, Ravi & Lehmann, Bruce N.
  (ReDIF-article, cup:macdyn:v:1:y:1997:i:02:p:333-354_00)
• Market efficiency, asset returns, and the size of the risk premium in global equity markets
  Journal of Econometrics, Elsevier (2002)
  by Bansal, Ravi & Lundblad, Christian
  (ReDIF-article, eee:econom:v:109:y:2002:i:2:p:195-237)
• Nonparametric estimation of structural models for high-frequency currency market data
  Journal of Econometrics, Elsevier (1995)
  by Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George
  (ReDIF-article, eee:econom:v:66:y:1995:i:1-2:p:251-287)
• Interpretable asset markets?
  European Economic Review, Elsevier (2005)
  by Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir
  (ReDIF-article, eee:eecrev:v:49:y:2005:i:3:p:531-560)
• The forward premium puzzle: different tales from developed and emerging economies
  Journal of International Economics, Elsevier (2000)
  by Bansal, Ravi & Dahlquist, Magnus
  (ReDIF-article, eee:inecon:v:51:y:2000:i:1:p:115-144)
• Introduction: macroeconomic implications of capital flows in a global economy
  Journal of Economic Theory, Elsevier (2004)
  by Bansal, Ravi & Christiano, Lawrence & Mendoza, Enrique G.
  (ReDIF-article, eee:jetheo:v:119:y:2004:i:1:p:1-5)
• Risks for the long run: Estimation with time aggregation
  Journal of Monetary Economics, Elsevier (2016)
  by Bansal, Ravi & Kiku, Dana & Yaron, Amir
  (ReDIF-article, eee:moneco:v:82:y:2016:i:c:p:52-69)
• Term structure of interest rates with regime shifts
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001)
  by Ravi Bansal & Hao Zhou
  (ReDIF-paper, fip:fedgfe:2001-46)
• 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.) (2003)
  by Ravi Bansal & George Tauchen & Hao Zhou
  (ReDIF-paper, fip:fedgfe:2003-21)
• Long-run risks and equity Returns
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Ravi Bansal & Robert Dittmar & Dana Kiku
  (ReDIF-article, fip:fedgpr:y:2005:x:26)
• Long-run risks and financial markets
  Review, Federal Reserve Bank of St. Louis (2007)
  by Ravi Bansal
  (ReDIF-article, fip:fedlrv:y:2007:i:jul:p:283-300:n:v.89no.4)
• Expropriation Risk and Return in Global Equity Markets
  SIFR Research Report Series, Institute for Financial Research (2002)
  by Bansal, Ravi & Dahlquist, Magnus
  (ReDIF-paper, hhs:sifrwp:0008)
• Dynamic Trading Strategies and Portfolio Choice
  SIFR Research Report Series, Institute for Financial Research (2004)
  by Bansal, Ravi & Dahlquist, Magnus & Harvey, Campbell R.
  (ReDIF-paper, hhs:sifrwp:0031)
• Dynamic Trading Strategies and Portfolio Choice
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Ravi Bansal & Magnus Dahlquist & Campbell R. Harvey
  (ReDIF-paper, nbr:nberwo:10820)
• Rational Pessimism, Rational Exuberance, and Asset Pricing Models
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Ravi Bansal & A. Ronald Gallant & George Tauchen
  (ReDIF-paper, nbr:nberwo:13107)
• Cointegration and Consumption Risks in Asset Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Ravi Bansal & Robert Dittmar & Dana Kiku
  (ReDIF-paper, nbr:nberwo:13108)
• Long-Run Risks and Financial Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Ravi Bansal
  (ReDIF-paper, nbr:nberwo:13196)
• Learning and Asset-Price Jumps
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Ravi Bansal & Ivan Shaliastovich
  (ReDIF-paper, nbr:nberwo:14814)
• Confidence Risk and Asset Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Ravi Bansal & Ivan Shaliastovich
  (ReDIF-paper, nbr:nberwo:14815)
• An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Ravi Bansal & Dana Kiku & Amir Yaron
  (ReDIF-paper, nbr:nberwo:15504)
• Welfare Costs of Long-Run Temperature Shifts
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Ravi Bansal & Marcelo Ochoa
  (ReDIF-paper, nbr:nberwo:17574)
• Temperature, Aggregate Risk, and Expected Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Ravi Bansal & Marcelo Ochoa
  (ReDIF-paper, nbr:nberwo:17575)
• Volatility, the Macroeconomy and Asset Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron
  (ReDIF-paper, nbr:nberwo:18104)
• Risks For the Long Run: Estimation with Time Aggregation
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Ravi Bansal & Dana Kiku & Amir Yaron
  (ReDIF-paper, nbr:nberwo:18305)
• A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Ravi Bansal & Ivan Shaliastovich
  (ReDIF-paper, nbr:nberwo:18357)
• Risk Preferences and The Macro Announcement Premium
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Hengjie Ai & Ravi Bansal
  (ReDIF-paper, nbr:nberwo:22527)
• Price of Long-Run Temperature Shifts in Capital Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Ravi Bansal & Dana Kiku & Marcelo Ochoa
  (ReDIF-paper, nbr:nberwo:22529)
• Climate Change and Growth Risks
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Ravi Bansal & Marcelo Ochoa & Dana Kiku
  (ReDIF-paper, nbr:nberwo:23009)
• The Term Structure of Equity Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron
  (ReDIF-paper, nbr:nberwo:25690)
• Uncertainty-Induced Reallocations and Growth
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Ravi Bansal & Mariano Max Croce & Wenxi Liao & Samuel Rosen
  (ReDIF-paper, nbr:nberwo:26248)
• Identifying Preference for Early Resolution from Asset Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron
  (ReDIF-paper, nbr:nberwo:31087)
• Macroeconomic Announcement Premium
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Hengjie Ai & Ravi Bansal & Hongye Guo
  (ReDIF-paper, nbr:nberwo:31923)
• Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by Ravi Bansal & Amir Yaron
  (ReDIF-paper, nbr:nberwo:8059)
• Interpretable Asset Markets?
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by Ravi Bansal & Varoujan Khatachtrian & Amir Yaron
  (ReDIF-paper, nbr:nberwo:9383)
• An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
  Critical Finance Review, now publishers (2012)
  by Bansal, Ravi & Kiku, Dana & Yaron, Amir
  (ReDIF-article, now:jnlcfr:104.00000005)
• Rational Pessimism, Rational Exuberance, and Asset Pricing Models
  Review of Economic Studies, Oxford University Press (2007)
  by Ravi Bansal & A. Ronald Gallant & George Tauchen
  (ReDIF-article, oup:restud:v:74:y:2007:i:4:p:1005-1033)
• An Exploration of the Forward Premium Puzzle in Currency Markets
  Review of Financial Studies, Society for Financial Studies (1997)
  by Bansal, Ravi
  (ReDIF-article, oup:rfinst:v:10:y:1997:i:2:p:369-403)
• Cointegration and Consumption Risks in Asset Returns
  Review of Financial Studies, Society for Financial Studies (2009)
  by Ravi Bansal & Robert Dittmar & Dana Kiku
  (ReDIF-article, oup:rfinst:v:22:y:2009:i:3:p:1343-1375)
• Cointegration and Consumption Risks in Asset Returns
  Review of Financial Studies, Society for Financial Studies (2009)
  by Ravi Bansal & Robert Dittmar & Dana Kiku
  (ReDIF-article, oup:rfinst:v:22:y:2009:i:3:p:1343-1375.)
• Learning and Asset-price Jumps
  Review of Financial Studies, Society for Financial Studies (2011)
  by Ravi Bansal & Ivan Shaliastovich
  (ReDIF-article, oup:rfinst:v:24:y:2011:i:8:p:2738-2780)
• A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
  Review of Financial Studies, Society for Financial Studies (2013)
  by Ravi Bansal & Ivan Shaliastovich
  (ReDIF-article, oup:rfinst:v:26:y:2013:i:1:p:1-33)
• Interpretable Asset Markets?
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Ravi Bansal & Varoujan Khatchatrian & Amir Yaron
  (ReDIF-paper, red:sed004:136b)
• The Asset Pricing Macro Nexus and Return Cash-Flow Predictability
  2007 Meeting Papers, Society for Economic Dynamics (2007)
  by Amir Yaron & Ravi Bansal
  (ReDIF-paper, red:sed007:18)
• The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by Thomas D. Tallarini & Amir Yaron & Ravi Bansal
  (ReDIF-paper, red:sed008:918)
• Liquidity and Financial Intermediation
  2009 Meeting Papers, Society for Economic Dynamics (2009)
  by Wilbur John Coleman II & Christian Lundblad & Ravi Bansal
  (ReDIF-paper, red:sed009:1087)
• The Good, Bad, and Volatility Beta: A Generalized CAPM
  2011 Meeting Papers, Society for Economic Dynamics (2011)
  by Ivan Shaliastovich & Dana Kiku & Amir Yaron & Ravi Bansal
  (ReDIF-paper, red:sed011:1197)
• Endogenous Liquidity Supply
  2011 Meeting Papers, Society for Economic Dynamics (2011)
  by Wilbur John Coleman II & Christian T. Lundblad & Ravi Bansal
  (ReDIF-paper, red:sed011:1200)
• A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Ivan Shaliastovich & Ravi Bansal
  (ReDIF-paper, red:sed012:778)
• What Do Capital Markets Tell Us About Climate Change?
  2016 Meeting Papers, Society for Economic Dynamics (2016)
  by Marcelo Ochoa & Dana Kiku & Ravi Bansal
  (ReDIF-paper, red:sed016:542)
• Macro Announcement Premium and Risk Preferences
  2016 Meeting Papers, Society for Economic Dynamics (2016)
  by Ravi Bansal & Hengjie Ai
  (ReDIF-paper, red:sed016:715)
• Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?
  2018 Meeting Papers, Society for Economic Dynamics (2018)
  by Ravi Bansal & Amir Yaron & Colin Ward
  (ReDIF-paper, red:sed018:599)
• Cointegration and Long-Run Asset Allocation
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
  by Ravi Bansal & Dana Kiku
  (ReDIF-article, taf:jnlbes:v:29:y:2011:i:1:p:161-173)
• A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles
  Journal of Political Economy, University of Chicago Press (1996)
  by Bansal, Ravi & Coleman, Wilbur John, II
  (ReDIF-article, ucp:jpolec:v:104:y:1996:i:6:p:1135-71)
• Risk Preferences and the Macroeconomic Announcement Premium
  Econometrica, Econometric Society (2018)
  by Hengjie Ai & Ravi Bansal
  (ReDIF-article, wly:emetrp:v:86:y:2018:i:4:p:1383-1430)