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The term structure of equity risk premia

Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - In: Journal of financial economics 142 (2021) 3, pp. 1209-1228

Persistent link: https://www.econbiz.de/10012875936

Identifying long-run risks : a Bayesian mixed-frequency approach

Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014

Persistent link: https://www.econbiz.de/10010392642

Fearing the Fed : how wall street reads main street

Elenev, Vadim; Law, Tzuo Hann; Song, Dongho; Yaron, Amir - In: Journal of financial economics 153 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015072051

An empirical evaluation of the long-run risks model for asset prices

Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2009

Persistent link: https://www.econbiz.de/10003906527

Risks for the long run : estimation with time aggregation

Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2012

Persistent link: https://www.econbiz.de/10009622505

Volatility, the macroeconomy and asset prices

Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - 2012

Persistent link: https://www.econbiz.de/10009553032

Risks for the long run : estimation with time aggregation

Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: Journal of monetary economics 82 (2016), pp. 52-69

Persistent link: https://www.econbiz.de/10011709475

Identifying Preference for Early Resolution from Asset Prices

Ai, Hengjie; Bansal, Ravi; Guo, Hongye; Yaron, Amir - National Bureau of Economic Research - 2023

This paper develops an asset market based test for preference for the timing of resolution of uncertainty. Our main theorem provides a characterization of preference for early resolution of uncertainty in terms of the risk premium of assets realized during the period when the informativeness of...

Persistent link: https://www.econbiz.de/10014248005

Socially responsible investing in good and bad times

Bansal, Ravi; Wu, Di; Yaron, Amir - In: The review of financial studies 35 (2022) 4, pp. 2067-2099

Persistent link: https://www.econbiz.de/10013188948

Bond market exposures to macroeconomic and monetary policy risks

Song, Dongho - In: The review of financial studies 30 (2017) 8, pp. 2761-2817

Persistent link: https://www.econbiz.de/10011755603