NBER

Ivan Shaliastovich

Wisconsin School of Business
University of Wisconsin
53706 Madison, WI
Tel: (608) 890-2595

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: University of Wisconsin

NBER Working Papers and Publications

November 2018Volatility Risk Pass-through
with Riccardo Colacito, Mariano Max Croce, Yang Liu: w25276
September 2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
with Ravi Bansal: w18357

Published: Ravi Bansal & Ivan Shaliastovich, 2013. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," Review of Financial Studies, vol 26(1), pages 1-33.

May 2012Volatility, the Macroeconomy and Asset Prices
with Ravi Bansal, Dana Kiku, Amir Yaron: w18104

Published: “Volatility, the Macroeconomy and Asset Prices” (Dana Kiku, Ivan Shaliastovich, and Amir Yaron) Journal of Finance, Volume 69, Issue 6, December 2014, Pages 2471–2511

March 2009Learning and Asset-Price Jumps
with Ravi Bansal: w14814

Published: Ravi Bansal & Ivan Shaliastovich, 2011. "Learning and Asset-price Jumps," Review of Financial Studies, vol 24(8), pages 2738-2780.

Confidence Risk and Asset Prices
with Ravi Bansal: w14815

Published: Ravi Bansal & Ivan Shaliastovich, 2010. "Confidence Risk and Asset Prices," American Economic Review, American Economic Association, vol. 100(2), pages 537-41, May. citation courtesy of

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