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Risks for the long run : estimation and inference
Bansal, Ravi (contributor); Kiku, Dana (contributor);  … - 2007 - Current draft: September 2007
Persistent link: https://www.econbiz.de/10003727626
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What's vol got to do with it
Drechsler, Itamar (contributor); Yaron, Amir (contributor) - 2008 - Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
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Long-run risks, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2010
Persistent link: https://www.econbiz.de/10003971758
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What's vol got to do with it
Drechsler, Itamar; Yaron, Amir - 2010 - Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762
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Volatility, the macroeconomy and asset prices
Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - 2012
Persistent link: https://www.econbiz.de/10009553032
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Risks for the long run : estimation with time aggregation
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2012
Persistent link: https://www.econbiz.de/10009622505
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Volatility, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
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Long run risks, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: The American economic review 100 (2010) 2, pp. 542-546
Persistent link: https://www.econbiz.de/10008747993
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What's Vol got to do with it
Drechsler, Itamar; Yaron, Amir - In: The review of financial studies 24 (2011) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
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Risks for the Long Run : Estimation with Time Aggregation
Bansal, Ravi - 2012
-aggregation makes the decision interval of the agent an important parameter to estimate. We find that time-aggregation can significantly …
Persistent link: https://www.econbiz.de/10013101822