Ivan Shaliastovich
Ivan Shaliastovich
Associate Professor of Finance, University of Wisconsin Madison
Verified email at wisc.edu - Homepage
Title
Cited by
Cited by
Year
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
623*2013
Volatility, the macroeconomy, and asset prices
R Bansal, D Kiku, I Shaliastovich, A Yaron
The Journal of Finance 69 (6), 2471-2511, 2014
3742014
Good and bad uncertainty: Macroeconomic and financial market implications
G Segal, I Shaliastovich, A Yaron
Journal of Financial Economics 117 (2), 369-397, 2015
2662015
An equilibrium guide to designing affine pricing models
B Eraker, I Shaliastovich
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008
1722008
Confidence risk and asset prices
R Bansal, I Shaliastovich
American Economic Review 100 (2), 537-41, 2010
1272010
Learning, confidence, and option prices
I Shaliastovich
Journal of Econometrics 187 (1), 18-42, 2015
80*2015
Good and bad variance premia and expected returns
M Kilic, I Shaliastovich
Management Science 65 (6), 2522-2544, 2019
772019
Learning and asset-price jumps
R Bansal, I Shaliastovich
The Review of Financial Studies 24 (8), 2738-2780, 2011
762011
Volatility-of-volatility risk
D Huang, C Schlag, I Shaliastovich, J Thimme
Journal of Financial and Quantitative Analysis 54 (6), 2423-2452, 2019
57*2019
Durable goods, inflation risk, and equilibrium asset prices
B Eraker, I Shaliastovich, W Wang
The Review of Financial Studies 29 (1), 193-231, 2016
412016
Oil volatility risk
L Gao, S Hitzemann, L Xu
26*
Volatility risk pass-through
R Colacito, MM Croce, Y Liu, I Shaliastovich
National Bureau of Economic Research, 2018
182018
Pricing of the time-change risks
I Shaliastovich, G Tauchen
Journal of Economic Dynamics and Control 35 (6), 843-858, 2011
18*2011
Risk adjustment and the temporal resolution of uncertainty: evidence from options markets
D Huang, I Shaliastovich
Working Paper, University of Pennsylvania, 2013
162013
Macroeconomic bond risks at the zero lower bound
N Branger, C Schlag, I Shaliastovich, D Song
Available at SSRN 2820207, 2016
62016
Government policy approval and exchange rates
Y Liu, I Shaliastovich
Journal of Financial Economics, 2021
42021
Monetary policy risks in the bond markets and macroeconomy
I Shaliastovich, R Yamarthy
Manuscript, University of Pennsylvania, 2015
22015
How Risky are the US Corporate Assets?
T Davydiuk, SF Richard, I Shaliastovich, A Yaron
Available at SSRN 3557559, 2020
2020
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Articles 1–18