A long-run risks explanation of predictability puzzles in bond and currency markets R Bansal, I Shaliastovich The Review of Financial Studies 26 (1), 1-33, 2013 | 743* | 2013 |
Good and bad uncertainty: Macroeconomic and financial market implications G Segal, I Shaliastovich, A Yaron Journal of Financial Economics 117 (2), 369-397, 2015 | 511 | 2015 |
Volatility, the macroeconomy, and asset prices R Bansal, D Kiku, I Shaliastovich, A Yaron The Journal of Finance 69 (6), 2471-2511, 2014 | 470 | 2014 |
An equilibrium guide to designing affine pricing models B Eraker, I Shaliastovich Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 184 | 2008 |
Good and bad variance premia and expected returns M Kilic, I Shaliastovich Management Science 65 (6), 2522-2544, 2019 | 149 | 2019 |
Confidence risk and asset prices R Bansal, I Shaliastovich American Economic Review 100 (2), 537-541, 2010 | 137 | 2010 |
Volatility-of-volatility risk D Huang, C Schlag, I Shaliastovich, J Thimme Journal of Financial and Quantitative Analysis 54 (6), 2423-2452, 2019 | 130 | 2019 |
Learning and asset-price jumps R Bansal, I Shaliastovich The Review of Financial Studies 24 (8), 2738-2780, 2011 | 96 | 2011 |
Learning, confidence, and option prices I Shaliastovich Journal of Econometrics 187 (1), 18-42, 2015 | 91* | 2015 |
Oil volatility risk L Gao, S Hitzemann, L Xu | 78* | |
Durable goods, inflation risk, and equilibrium asset prices B Eraker, I Shaliastovich, W Wang The Review of Financial Studies 29 (1), 193-231, 2016 | 63 | 2016 |
Volatility risk pass-through R Colacito, MM Croce, Y Liu, I Shaliastovich The Review of Financial Studies 35 (5), 2345-2385, 2022 | 33 | 2022 |
Government policy approval and exchange rates Y Liu, I Shaliastovich Journal of Financial Economics 143 (1), 303-331, 2022 | 23* | 2022 |
Pricing of the time-change risks I Shaliastovich, G Tauchen Journal of Economic Dynamics and Control 35 (6), 843-858, 2011 | 21* | 2011 |
Risk adjustment and the temporal resolution of uncertainty: evidence from options markets D Huang, I Shaliastovich Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2014 | 20 | 2014 |
Macroeconomic bond risks at the zero lower bound N Branger, C Schlag, I Shaliastovich, D Song Available at SSRN 2820207, 2016 | 14 | 2016 |
Uncertainty, risk, and capital growth G Segal, I Shaliastovich SAFE Working Paper, 2023 | 12 | 2023 |
Political Announcement Return Y Liu, I Shaliastovich Available at SSRN 4016112, 2021 | 6* | 2021 |
How Risky Are US Corporate Assets? T Davydiuk, S Richard, I Shaliastovich, A Yaron The Journal of Finance 78 (1), 141-208, 2023 | 5 | 2023 |
Monetary policy risks in the bond markets and macroeconomy I Shaliastovich, R Yamarthy Manuscript, University of Pennsylvania, 2015 | 3 | 2015 |