A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets von Bansal, Ravi, Shaliastovich, Ivan

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Good and bad uncertainty: Macroeconomic and financial market implications von Segal, Gill, Shaliastovich, Ivan, Yaron, Amir

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Volatility, the Macroeconomy, and Asset Prices von BANSAL, RAVI, KIKU, DANA, SHALIASTOVICH, IVAN, YARON, AMIR

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Good and Bad Variance Premia and Expected Returns von Kilic, Mete, Shaliastovich, Ivan

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AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS von Eraker, Bjørn, Shaliastovich, Ivan

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Government policy approval and exchange rates von Liu, Yang, Shaliastovich, Ivan

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Learning, confidence, and option prices von Shaliastovich, Ivan

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Oil volatility risk von Gao, Lin, Hitzemann, Steffen, Shaliastovich, Ivan, Xu, Lai

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Volatility-of-Volatility Risk von Huang, Darien, Schlag, Christian, Shaliastovich, Ivan, Thimme, Julian

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Confidence Risk and Asset Prices von Bansal, Ravi, Shaliastovich, Ivan

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Learning and Asset-price Jumps von Bansal, Ravi, Shaliastovich, Ivan

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How Risky Are U.S. Corporate Assets? von DAVYDIUK, TETIANA, RICHARD, SCOTT, SHALIASTOVICH, IVAN, YARON, AMIR

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Volatility Risk Pass-Through von Colacito, Riccardo, Croce, Mariano M, Liu, Yang, Shaliastovich, Ivan

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Durable Goods, Inflation Risk, and Equilibrium Asset Prices von Eraker, Bjørn, Shaliastovich, Ivan, Wang, Wenyu

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Pricing of the time-change risks von Shaliastovich, Ivan, Tauchen, George

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Selected papers from the Lijiang workshop von Bielecki, Tomasz R, Crépey, Stéphane, Jeanblanc, Monique, Rutkowski, Marek, Eraker, Bjørn, Shaliastovich, Ivan, Evans, Jonathan, Henderson, Vicky, Hobson, David, Liang, Jianfeng, Zhang, Shuzhong, Li, Duan, Dai, Min, Kwok, Yue Kuen, Zong, Jianping, Pham, Huyên, Tankov, Peter, Pemy, Moustapha, Zhang, Qing, Yin, G George, Koo, Hyeng Keun, Shim, Gyoocheol, Sung, Jaeyoung

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Volatility Risk Pass-through

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A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets von Bansal, Ravi, Shaliastovich, Ivan

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Confidence Risk and Asset Prices von Bansal, Ravi, Shaliastovich, Ivan

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Learning and Asset-Price Jumps von Bansal, Ravi, Shaliastovich, Ivan

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