Author Page for Ravi Bansal

Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 1,066 (29,875)

Citation 5

Abstract:

3.

Market Efficiency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Number of pages: 54 Posted: 30 Jan 2002

Ravi Bansal and Christian T. Lundblad

Duke University and NBER and University of North Carolina Kenan-Flagler Business School

Downloads 596 (65,398)

Citation 14

Abstract:

4.

Consumption, Dividends, and the Cross-Section of Equity Returns

Twelfth Annual Utah Winter Finance Conference

Number of pages: 46 Posted: 26 Sep 2001

Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad

Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School

Downloads 522 (77,216)

Citation 160

Abstract:

5.

Expropriation Risk and Return in Global Equity Markets

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 35 Posted: 16 Feb 2002

Magnus Dahlquist and Ravi Bansal

Stockholm School of Economics and Duke University and NBER

Downloads 476 (86,343)

Citation 11

Abstract:

6.

Long Run Risks and Equity Returns

AFA 2007 Chicago Meetings Paper

Number of pages: 53 Posted: 22 Mar 2006

Ravi Bansal, Robert F. Dittmar and Dana Kiku

Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign

Downloads 475 (86,549)

Citation 2

Abstract:

7.

Uncertainty-Induced Reallocations, Innovation, and Growth

Number of pages: 73 Posted: 18 Nov 2016 Last Revised: 24 Feb 2021

Ravi Bansal, Mariano (Max) Massimiliano Croce, Wenxi Liao and Samuel Rosen

Duke University and NBER, Finance Department, Bocconi University, Fuqua School of Business, Duke University and Temple University, Fox School of Business

Downloads 458 (90,407)

Citation 1

Abstract:

8.

Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle

Duke University, Economics Working Paper

Number of pages: 33 Posted: 26 Jun 2003

Ravi Bansal, George Tauchen and Hao Zhou

Duke University and NBER, Duke University - Economics Group and Tsinghua University - PBC School of Finance

Downloads 456 (90,841)

Citation 11

Abstract:

9.

Interpreting Risk Premia Across Size, Value, and Industry Portfolios

EFA 2003 Annual Conference Paper No. 711

Number of pages: 44 Posted: 24 Jul 2003

Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad

Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School

Downloads 436 (95,726)

Citation 7

Abstract:

10.

Term Structure of Interest Rates with Regime Shifts

Downloads 425 ( 98,582)

Citation 69

2

Term Structure of Interest Rates with Regime Shifts

Board of Governors of the Federal Reserve System-FEDS 2001-46

Number of pages: 58 Posted: 14 Dec 2001

Hao Zhou and Ravi Bansal

Tsinghua University - PBC School of Finance and Duke University and NBER

Downloads 425 (97,747)

Citation 69

Abstract:

Term Structure of Interest Rates with Regime Shifts

Posted: 05 Aug 2004

Ravi Bansal and Hao Zhou

Duke University and NBER and Tsinghua University - PBC School of Finance

Abstract:

11.

Endogenous Liquidity Supply

AFA 2011 Denver Meetings Paper

Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 19 Sep 2012

Ravi Bansal, Wilbur John Coleman and Christian T. Lundblad

Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School

Downloads 398 (106,384)

Citation 15

Abstract:

12.

Climate Change and Growth Risks

NBER Working Paper No. w23009

Number of pages: 39 Posted: 03 Jan 2017 Last Revised: 16 May 2021

Ravi Bansal, Marcelo Ochoa and Dana Kiku

Duke University and NBER, Board of Governors of the Federal Reserve System and University of Illinois at Urbana-Champaign

Downloads 237 (183,085)

Citation 3

Abstract:

13.

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

NBER Working Paper No. w8059

Number of pages: 43 Posted: 15 Dec 2000 Last Revised: 09 Jan 2022

Ravi Bansal, Amir Yaron and Amir Yaron

Duke University and NBER and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 214 (201,683)

Citation 199

Abstract:

14.

Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?

Number of pages: 55 Posted: 04 May 2017 Last Revised: 27 Nov 2017

Ravi Bansal, Colin Ward, Amir Yaron and Amir Yaron

Duke University and NBER, University of Minnesota - Carlson School of Management and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 199 (215,668)

Citation 3

Abstract:

15.

The Asset Pricing-Macro Nexus and Return-Cash Flow Predictability

Number of pages: 45 Posted: 15 Mar 2011

Ravi Bansal and Yaron A. A.

Duke University and NBER and affiliation not provided to SSRN

Downloads 171 (245,936)

Citation 19

Abstract:

16.

Information Acquisition and the Pre-Announcement Drift

Number of pages: 53 Posted: 18 Nov 2021 Last Revised: 13 Apr 2022

Hengjie Ai, Ravi Bansal and Leyla Jianyu Han

University of Wisconsin-Madison, Duke University and NBER and Boston University - Questrom School of Business

Downloads 168 (249,554)

Abstract:

17.

Equity Capital: A Puzzle?

Sixteenth Annual Utah Winter Finance Conference

Number of pages: 41 Posted: 08 Nov 2006

Amir Yaron, Amir Yaron, Ravi Bansal and Ed Fang

Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business, Duke University and NBER and affiliation not provided to SSRN

Downloads 167 (250,789)

Abstract:

18.

Learning and Asset-Price Jumps

Downloads 118 (328,620)

Citation 11

2

Learning and Asset-Price Jumps

Number of pages: 55 Posted: 13 Mar 2009 Last Revised: 13 Dec 2011

Ravi Bansal and Ivan Shaliastovich

Duke University and NBER and University of Wisconsin - Madison

Downloads 86 (407,849)

Citation 12

Abstract:

Learning and Asset-Price Jumps

NBER Working Paper No. w14814

Number of pages: 47 Posted: 27 Mar 2009 Last Revised: 25 Jun 2022

Ravi Bansal and Ivan Shaliastovich

Duke University and NBER and University of Wisconsin - Madison

Downloads 32 (642,971)

Abstract:

19.

Confidence Risk and Asset Prices

Downloads 117 (330,593)

Citation 15

2

Confidence Risk and Asset Prices

Number of pages: 49 Posted: 13 Mar 2009

Ravi Bansal and Ivan Shaliastovich

Duke University and NBER and University of Wisconsin - Madison

Downloads 88 (402,146)

Citation 11

Abstract:

Confidence Risk and Asset Prices

NBER Working Paper No. w14815

Number of pages: 49 Posted: 29 Mar 2009 Last Revised: 26 Jun 2022

Ravi Bansal and Ivan Shaliastovich

Duke University and NBER and University of Wisconsin - Madison

Downloads 29 (664,067)

Abstract:

20.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529

Number of pages: 57 Posted: 22 Aug 2016 Last Revised: 24 Jul 2022

Ravi Bansal, Dana Kiku and Marcelo Ochoa

Duke University and NBER, University of Illinois at Urbana-Champaign and Board of Governors of the Federal Reserve System

Downloads 115 (334,734)

Citation 5

Abstract:

21.

Risk Preferences and the Macro Announcement Premium

Downloads 98 (372,643)

Citation 46

2

Risk Preferences and the Macro Announcement Premium

Number of pages: 61 Posted: 27 Sep 2016

Hengjie Ai and Ravi Bansal

University of Wisconsin-Madison and Duke University and NBER

Downloads 56 (514,613)

Abstract:

Risk Preferences and the Macro Announcement Premium

NBER Working Paper No. w22527

Number of pages: 62 Posted: 22 Aug 2016 Last Revised: 22 Jul 2022

Hengjie Ai and Ravi Bansal

University of Wisconsin-Madison and Duke University and NBER

Downloads 42 (583,022)

Citation 33

Abstract:

22.

Long-Run Risks and Financial Markets

NBER Working Paper No. w13196

Number of pages: 34 Posted: 03 Jul 2007 Last Revised: 24 Jul 2022

Ravi Bansal

Duke University and NBER

Downloads 82 (415,615)

Citation 2

Abstract:

23.

The Term Structure of Equity Risk Premia

NBER Working Paper No. w25690

Number of pages: 51 Posted: 26 Mar 2019 Last Revised: 29 Jul 2022

Ravi Bansal, Shane Miller, Dongho Song, Amir Yaron and Amir Yaron

Duke University and NBER, University of Michigan - Stephen M. Ross School of Business, Johns Hopkins University - Carey Business School and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 74 (440,447)

Citation 1

Abstract:

24.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305

Number of pages: 52 Posted: 18 Aug 2012 Last Revised: 09 Jul 2022

Ravi Bansal, Dana Kiku, Amir Yaron and Amir Yaron

Duke University and NBER, University of Illinois at Urbana-Champaign and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 72 (446,988)

Citation 21

Abstract:

25.

Interpretable Asset Markets?

NBER Working Paper No. w9383

Number of pages: 40 Posted: 19 Dec 2002 Last Revised: 22 Aug 2022

Ravi Bansal, Varoujan Khatchatrian, Amir Yaron and Amir Yaron

Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 72 (446,988)

Citation 15

Abstract:

26.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104

Number of pages: 54 Posted: 25 May 2012 Last Revised: 20 Jun 2022

Ravi Bansal, Dana Kiku, Ivan Shaliastovich, Amir Yaron and Amir Yaron

Duke University and NBER, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 71 (450,375)

Citation 17

Abstract:

27.

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

NBER Working Paper No. w15504

Number of pages: 38 Posted: 17 Nov 2009 Last Revised: 14 May 2022

Ravi Bansal, Dana Kiku, Amir Yaron and Amir Yaron

Duke University and NBER, University of Illinois at Urbana-Champaign and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 54 (514,908)

Citation 94

Abstract:

28.

A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets

NBER Working Paper No. w18357

Number of pages: 44 Posted: 08 Sep 2012 Last Revised: 29 Aug 2022

Ravi Bansal and Ivan Shaliastovich

Duke University and NBER and University of Wisconsin - Madison

Downloads 53 (519,259)

Citation 55

Abstract:

29.

Rational Pessimism, Rational Exuberance, and Asset Pricing Models

NBER Working Paper No. w13107

Number of pages: 45 Posted: 27 Jun 2007 Last Revised: 25 Apr 2022

Ravi Bansal, A. Ronald Gallant and George Tauchen

Duke University and NBER, Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group

Downloads 46 (551,169)

Citation 9

Abstract:

30.

Cointegration and Consumption Risks in Asset Returns

Downloads 42 (571,113)

Citation 13

2

Cointegration and Consumption Risks in Asset Returns

NBER Working Paper No. w13108

Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 27 Apr 2022

Ravi Bansal, Robert F. Dittmar and Dana Kiku

Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign

Downloads 42 (583,022)

Citation 13

Abstract:

Cointegration and Consumption Risks in Asset Returns

The Review of Financial Studies, Vol. 22, Issue 3, pp. 1343-1375, 2009

Posted: 17 Mar 2009

Ravi Bansal, Robert F. Dittmar and Dana Kiku

Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign

Abstract:

31.

Sovereign Risk and Return in Global Equity Markets

Number of pages: 40 Posted: 20 Nov 2001

Ravi Bansal and Magnus Dahlquist

Duke University and NBER and Stockholm School of Economics

Downloads 36 (603,438)

Add to Cart

Abstract:

32.

Temperature, Aggregate Risk, and Expected Returns

NBER Working Paper No. w17575

Number of pages: 53 Posted: 04 Nov 2011 Last Revised: 09 Jan 2022

Ravi Bansal and Juan Marcelo Ochoa

Duke University and NBER and affiliation not provided to SSRN

Downloads 32 (627,066)

Abstract:

33.

Welfare Costs of Long-Run Temperature Shifts

NBER Working Paper No. w17574

Number of pages: 44 Posted: 04 Nov 2011 Last Revised: 10 Jul 2022

Ravi Bansal and Juan Marcelo Ochoa

Duke University and NBER and affiliation not provided to SSRN

Downloads 25 (675,004)

Abstract:

34.

A Model of the Macroeconomic Announcement Premium with Production

Posted: 28 Nov 2018

Hengjie Ai, Ravi Bansal, Jay Im and Chao Ying

University of Wisconsin-Madison, Duke University and NBER, Board of Governors of the Federal Reserve System and Chinese University of Hong Kong

Abstract:

35.

Market Effciency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Forthcoming in Journal of Econometrics

Posted: 20 Feb 2002

Ravi Bansal and Christian T. Lundblad

Duke University and NBER and University of North Carolina Kenan-Flagler Business School

Abstract:

36.

A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles

JOURNAL OF POLITICAL ECONOMY, Vol 104 No 6, December 1996

Posted: 17 Feb 1997

Ravi Bansal and Wilbur John Coleman

Duke University and NBER and Duke University, Fuqua School of Business-Economics Group

Abstract:

37.

An Exploration of the Forward Premium Puzzle in Currency Markets

REVIEW OF FINANCIAL STUDIES, Vol. 10 No. 2

Posted: 13 Feb 1997

Ravi Bansal

Duke University and NBER

Ravi Bansal

Duke University and NBER

Professor of Finance

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Scholarly Papers (37)

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Sovereign Risk and Return in Global Equity Markets

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