Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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Good and bad uncertainty: Macroeconomic and financial market implicationsSegal, Gill ; Shaliastovich, Ivan ; Yaron, AmirJournal of financial economics, 2015-08, Vol.117 (2), p.369-397 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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2 |
Material Type: Artigo
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A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency MarketsBansal, Ravi ; Shaliastovich, IvanThe Review of financial studies, 2013-01, Vol.26 (1), p.1-33 [Periódico revisado por pares]Oxford: Oxford University PressTexto completo disponível |
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3 |
Material Type: Artigo
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Volatility, the Macroeconomy, and Asset PricesBANSAL, RAVI ; KIKU, DANA ; SHALIASTOVICH, IVAN ; YARON, AMIRThe Journal of finance (New York), 2014-12, Vol.69 (6), p.2471-2511 [Periódico revisado por pares]Cambridge: Blackwell Publishing LtdTexto completo disponível |
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4 |
Material Type: Artigo
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AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELSEraker, Bjørn ; Shaliastovich, IvanMathematical finance, 2008-10, Vol.18 (4), p.519-543 [Periódico revisado por pares]Malden, USA: Blackwell Publishing IncTexto completo disponível |
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5 |
Material Type: Artigo
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Government policy approval and exchange ratesLiu, Yang ; Shaliastovich, IvanJournal of financial economics, 2022-01, Vol.143 (1), p.303-331 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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6 |
Material Type: Artigo
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Oil volatility riskGao, Lin ; Hitzemann, Steffen ; Shaliastovich, Ivan ; Xu, LaiJournal of financial economics, 2022-05, Vol.144 (2), p.456-491 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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7 |
Material Type: Artigo
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Volatility-of-Volatility RiskHuang, Darien ; Schlag, Christian ; Shaliastovich, Ivan ; Thimme, JulianJournal of financial and quantitative analysis, 2019-12, Vol.54 (6), p.2423-2452 [Periódico revisado por pares]Seattle: Cambridge University PressTexto completo disponível |
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8 |
Material Type: Artigo
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Learning and Asset-price JumpsBansal, Ravi ; Shaliastovich, IvanThe Review of financial studies, 2011-08, Vol.24 (8), p.2738-2780 [Periódico revisado por pares]Oxford: Oxford University PressTexto completo disponível |
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9 |
Material Type: Artigo
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How Risky Are U.S. Corporate Assets?DAVYDIUK, TETIANA ; RICHARD, SCOTT ; SHALIASTOVICH, IVAN ; YARON, AMIRThe Journal of finance (New York), 2023-02, Vol.78 (1), p.141-208 [Periódico revisado por pares]Cambridge: Blackwell Publishers IncTexto completo disponível |
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10 |
Material Type: Artigo
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Volatility Risk Pass-ThroughColacito, Riccardo ; Croce, Mariano M ; Liu, Yang ; Shaliastovich, Ivan Koijen, RalphThe Review of financial studies, 2022-05, Vol.35 (5), p.2345-2385 [Periódico revisado por pares]Oxford University PressTexto completo disponível |