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Equity volatility as a determinant of future term-structure volatility

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial markets 25 (2015), pp. 33-51

Persistent link: https://www.econbiz.de/10011477263

Beta and size equity premia following a high-VIX threshold

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 42 (2022) 8, pp. 1491-1517

Persistent link: https://www.econbiz.de/10013287992

Predicting the equity premium with a high-threshold risk level and the price of risk

Bansal, Naresh K.; Stivers, Christopher T. - 2025

Persistent link: https://www.econbiz.de/10015396001

Bond risk's role in the equity risk-return tradeoff

Bansal, Naresh K.; Stivers, Christopher T. - In: Journal of financial markets 60 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013397895

Stock returns and inflation shocks in weaker economic times

Connolly, Robert A.; Stivers, Chris; Sun, Licheng - In: Financial Management 51 (2021) 3, pp. 827-867

Persistent link: https://www.econbiz.de/10012809612

Commonality in the time-variation of stock-stock and stock-bond return comovements

Connolly, Robert A.; Stivers, Chris; Sun, Licheng - In: Journal of Financial Markets 10 (2007) 2, pp. 192-218

Persistent link: https://www.econbiz.de/10005320053

Macroeconomic uncertainty and the distant forward-rate slope

Connolly, Robert A.; Dubofsky, David A.; Stivers, … - In: Journal of empirical finance 48 (2018), pp. 140-161

Persistent link: https://www.econbiz.de/10012109285

Economic-state variation in uncertainty-yield dynamics

Connolly, Robert A.; Dubofsky, David A.; Stivers, … - In: Review of asset pricing studies : RAPS 11 (2021) 1, pp. 60-104

Persistent link: https://www.econbiz.de/10012434665

Stock returns and inflation shocks in weaker economic times

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Financial management : FM 51 (2022) 3, pp. 827-867

Persistent link: https://www.econbiz.de/10013468461

Secured debt and managerial incentives

Alderson, Michael; Bansal, Naresh; Betker, Brian - In: Review of Quantitative Finance and Accounting 43 (2014) 3, pp. 423-440

Financial theory holds that firms can control agency costs through the use of short-term and secured debt. We examine the relation between the use of secured debt and the incentive of the manager to increase the risk of the firm, as measured by vega. We find that firms utilize secured debt to a...

Persistent link: https://www.econbiz.de/10010959359