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Ravi Bansal

Personal Details

First Name:Ravi
Middle Name:
Last Name:Bansal
Suffix:
RePEc Short-ID:pba818
[This author has chosen not to make the email address public]
http://www.fuqua.duke.edu/faculty_research/faculty_directory/bansal/
Terminal Degree:1990 Tepper School of Business Administration; Carnegie Mellon University (from RePEc Genealogy)

Affiliation

Finance Area
Fuqua School of Business
Duke University

Durham, North Carolina (United States)
http://www.fuqua.duke.edu/faculty/areas/finance/finance_area.html
RePEc:edi:fadukus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hengjie Ai & Ravi Bansal & Hongye Guo, 2023. "Macroeconomic Announcement Premium," NBER Working Papers 31923, National Bureau of Economic Research, Inc.
  2. Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron, 2023. "Identifying Preference for Early Resolution from Asset Prices," NBER Working Papers 31087, National Bureau of Economic Research, Inc.
  3. Croce, Mariano & Bansal, Ravi & Liao, Wenxi & Rosen, Samuel, 2019. "Uncertainty-Induced Reallocations and Growth," CEPR Discussion Papers 13964, C.E.P.R. Discussion Papers.
  4. Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron, 2019. "The Term Structure of Equity Risk Premia," NBER Working Papers 25690, National Bureau of Economic Research, Inc.
  5. Ravi Bansal & Amir Yaron & Colin Ward, 2018. "Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?," 2018 Meeting Papers 599, Society for Economic Dynamics.
  6. Hengjie Ai & Ravi Bansal, 2016. "Risk Preferences and The Macro Announcement Premium," NBER Working Papers 22527, National Bureau of Economic Research, Inc.
  7. Ravi Bansal & Marcelo Ochoa & Dana Kiku, 2016. "Climate Change and Growth Risks," NBER Working Papers 23009, National Bureau of Economic Research, Inc.
  8. Ravi Bansal & Hengjie Ai, 2016. "Macro Announcement Premium and Risk Preferences," 2016 Meeting Papers 715, Society for Economic Dynamics.
  9. Marcelo Ochoa & Dana Kiku & Ravi Bansal, 2016. "What Do Capital Markets Tell Us About Climate Change?," 2016 Meeting Papers 542, Society for Economic Dynamics.
  10. Ravi Bansal & Dana Kiku & Marcelo Ochoa, 2016. "Price of Long-Run Temperature Shifts in Capital Markets," NBER Working Papers 22529, National Bureau of Economic Research, Inc.
  11. Ravi Bansal & Ivan Shaliastovich, 2012. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," NBER Working Papers 18357, National Bureau of Economic Research, Inc.
  12. Ravi Bansal & Dana Kiku & Amir Yaron, 2012. "Risks For the Long Run: Estimation with Time Aggregation," NBER Working Papers 18305, National Bureau of Economic Research, Inc.
  13. Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron, 2012. "Volatility, the Macroeconomy and Asset Prices," NBER Working Papers 18104, National Bureau of Economic Research, Inc.
  14. Ravi Bansal & Marcelo Ochoa, 2011. "Welfare Costs of Long-Run Temperature Shifts," NBER Working Papers 17574, National Bureau of Economic Research, Inc.
  15. Wilbur John Coleman II & Christian T. Lundblad & Ravi Bansal, 2011. "Endogenous Liquidity Supply," 2011 Meeting Papers 1200, Society for Economic Dynamics.
  16. Ravi Bansal & Marcelo Ochoa, 2011. "Temperature, Aggregate Risk, and Expected Returns," NBER Working Papers 17575, National Bureau of Economic Research, Inc.
  17. Ivan Shaliastovich & Dana Kiku & Amir Yaron & Ravi Bansal, 2011. "The Good, Bad, and Volatility Beta: A Generalized CAPM," 2011 Meeting Papers 1197, Society for Economic Dynamics.
  18. Ravi Bansal & Ivan Shaliastovich, 2009. "Confidence Risk and Asset Prices," NBER Working Papers 14815, National Bureau of Economic Research, Inc.
  19. Ravi Bansal & Ivan Shaliastovich, 2009. "Learning and Asset-Price Jumps," NBER Working Papers 14814, National Bureau of Economic Research, Inc.
  20. Ravi Bansal & Dana Kiku & Amir Yaron, 2009. "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers 15504, National Bureau of Economic Research, Inc.
  21. Wilbur John Coleman II & Christian Lundblad & Ravi Bansal, 2009. "Liquidity and Financial Intermediation," 2009 Meeting Papers 1087, Society for Economic Dynamics.
  22. Thomas D. Tallarini & Amir Yaron & Ravi Bansal, 2008. "The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution," 2008 Meeting Papers 918, Society for Economic Dynamics.
  23. Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
  24. Amir Yaron & Ravi Bansal, 2007. "The Asset Pricing Macro Nexus and Return Cash-Flow Predictability," 2007 Meeting Papers 18, Society for Economic Dynamics.
  25. Ravi Bansal, 2007. "Long-Run Risks and Financial Markets," NBER Working Papers 13196, National Bureau of Economic Research, Inc.
  26. Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers 13107, National Bureau of Economic Research, Inc.
  27. Bansal, Ravi & Dahlquist, Magnus & Harvey, Campbell R., 2004. "Dynamic Trading Strategies and Portfolio Choice," SIFR Research Report Series 31, Institute for Financial Research.
  28. Ravi Bansal & George Tauchen & Hao Zhou, 2003. "Regime-shifts, risk premiums in the term structure, and the business cycle," Finance and Economics Discussion Series 2003-21, Board of Governors of the Federal Reserve System (U.S.).
  29. Bansal, Ravi & Dahlquist, Magnus, 2002. "Expropriation Risk and Return in Global Equity Markets," SIFR Research Report Series 8, Institute for Financial Research.
  30. Ravi Bansal & Varoujan Khatachtrian & Amir Yaron, 2002. "Interpretable Asset Markets?," NBER Working Papers 9383, National Bureau of Economic Research, Inc.
  31. Dahlquist, Magnus & Bansal, Ravi, 2001. "Sovereign Risk and Return in Global Equity Markets," CEPR Discussion Papers 3034, C.E.P.R. Discussion Papers.
  32. Ravi Bansal & Hao Zhou, 2001. "Term structure of interest rates with regime shifts," Finance and Economics Discussion Series 2001-46, Board of Governors of the Federal Reserve System (U.S.).
  33. Ravi Bansal & Amir Yaron, 2000. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," NBER Working Papers 8059, National Bureau of Economic Research, Inc.
  34. Bansal, Ravi & Dahlquist, Magnus, 1999. "The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies," CEPR Discussion Papers 2169, C.E.P.R. Discussion Papers.

Articles

  1. Hengjie Ai & Ravi Bansal, 2018. "Risk Preferences and the Macroeconomic Announcement Premium," Econometrica, Econometric Society, vol. 86(4), pages 1383-1430, July.
  2. Faisal Uddin M & Arastu A & Arshi J & Khan J & Bansal R & Shahid S & Fatima H & Narayanaswamy M & Dewaswala N & Attaway A, 2018. "High Grade MEC Masquerading as Non Small Cell Lung Cancer," International Journal of Pulmonary & Respiratory Sciences, Juniper Publishers Inc., vol. 3(4), pages 59-62, June.
  3. Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016. "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 52-69.
  4. Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron, 2014. "Volatility, the Macroeconomy, and Asset Prices," Journal of Finance, American Finance Association, vol. 69(6), pages 2471-2511, December.
  5. Ravi Bansal & Ivan Shaliastovich, 2013. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," The Review of Financial Studies, Society for Financial Studies, vol. 26(1), pages 1-33.
  6. Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2012. "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," Critical Finance Review, now publishers, vol. 1(1), pages 183-221, January.
  7. Ravi Bansal & Ivan Shaliastovich, 2011. "Learning and Asset-price Jumps," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2738-2780.
  8. Bansal, Ravi & Kiku, Dana, 2011. "Cointegration and Long-Run Asset Allocation," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 161-173.
  9. Ravi Bansal & Dana Kiku & Amir Yaron, 2010. "Long Run Risks, the Macroeconomy, and Asset Prices," American Economic Review, American Economic Association, vol. 100(2), pages 542-546, May.
  10. Ravi Bansal & Ivan Shaliastovich, 2010. "Confidence Risk and Asset Prices," American Economic Review, American Economic Association, vol. 100(2), pages 537-541, May.
  11. Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
  12. Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1005-1033.
  13. Ravi Bansal, 2007. "Long-run risks and financial markets," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 283-300.
  14. Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005. "Interpretable asset markets?," European Economic Review, Elsevier, vol. 49(3), pages 531-560, April.
  15. Ravi Bansal & Robert F. Dittmar & Christian T. Lundblad, 2005. "Consumption, Dividends, and the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 60(4), pages 1639-1672, August.
  16. Ravi Bansal & Robert Dittmar & Dana Kiku, 2005. "Long-run risks and equity Returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  17. Ravi Bansal & George Tauchen & Hao Zhou, 2004. "Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 396-409, October.
  18. Bansal, Ravi & Christiano, Lawrence & Mendoza, Enrique G., 2004. "Introduction: macroeconomic implications of capital flows in a global economy," Journal of Economic Theory, Elsevier, vol. 119(1), pages 1-5, November.
  19. Bansal, Ravi & Lundblad, Christian, 2002. "Market efficiency, asset returns, and the size of the risk premium in global equity markets," Journal of Econometrics, Elsevier, vol. 109(2), pages 195-237, August.
  20. Bansal, Ravi & Dahlquist, Magnus, 2000. "The forward premium puzzle: different tales from developed and emerging economies," Journal of International Economics, Elsevier, vol. 51(1), pages 115-144, June.
  21. Bansal, Ravi & Lehmann, Bruce N., 1997. "Growth-Optimal Portfolio Restrictions On Asset Pricing Models," Macroeconomic Dynamics, Cambridge University Press, vol. 1(2), pages 333-354, June.
  22. Bansal, Ravi, 1997. "An Exploration of the Forward Premium Puzzle in Currency Markets," The Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 369-403.
  23. Bansal, Ravi & Coleman, Wilbur John, II, 1996. "A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles," Journal of Political Economy, University of Chicago Press, vol. 104(6), pages 1135-1171, December.
  24. Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George, 1995. "Nonparametric estimation of structural models for high-frequency currency market data," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 251-287.
  25. Bansal, Ravi & Viswanathan, S, 1993. "No Arbitrage and Arbitrage Pricing: A New Approach," Journal of Finance, American Finance Association, vol. 48(4), pages 1231-1262, September.
  26. Bansal, Ravi & Hsieh, David A & Viswanathan, S, 1993. "A New Approach to International Arbitrage Pricing," Journal of Finance, American Finance Association, vol. 48(5), pages 1719-1747, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Euclidian citation score
  26. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (14) 2007-07-07 2009-04-05 2009-04-05 2009-11-21 2011-11-14 2011-11-14 2012-06-05 2012-08-23 2012-09-16 2016-08-28 2017-01-15 2019-04-01 2019-09-16 2019-10-21. Author is listed
  2. NEP-UPT: Utility Models and Prospect Theory (9) 2011-11-14 2012-08-23 2012-09-16 2013-06-09 2016-08-28 2016-09-18 2019-09-16 2023-05-08 2024-01-08. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (7) 2007-05-26 2007-07-07 2009-04-05 2011-11-14 2011-11-14 2013-06-09 2018-09-10. Author is listed
  4. NEP-RMG: Risk Management (5) 2002-12-17 2007-07-07 2011-11-14 2019-04-01 2023-05-08. Author is listed
  5. NEP-ENE: Energy Economics (4) 2011-11-14 2016-08-28 2016-09-04 2017-01-15
  6. NEP-FIN: Finance (4) 2002-12-17 2004-08-02 2004-10-21 2004-11-22
  7. NEP-FMK: Financial Markets (4) 2002-12-17 2002-12-17 2004-08-02 2007-05-26
  8. NEP-BEC: Business Economics (3) 2007-05-26 2007-07-07 2009-11-21
  9. NEP-CBA: Central Banking (3) 2009-04-05 2009-04-05 2009-11-21
  10. NEP-ENV: Environmental Economics (3) 2016-08-28 2016-09-04 2017-01-15
  11. NEP-FDG: Financial Development and Growth (2) 2012-09-16 2024-01-08
  12. NEP-GRO: Economic Growth (2) 2019-09-16 2019-10-21
  13. NEP-AGR: Agricultural Economics (1) 2017-01-15
  14. NEP-CFN: Corporate Finance (1) 2002-12-17
  15. NEP-PKE: Post Keynesian Economics (1) 2002-02-15
  16. NEP-RES: Resource Economics (1) 2016-09-04
  17. NEP-SOG: Sociology of Economics (1) 2016-09-18

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