ALERT: This system is being upgraded on Tuesday December 12. It will not be available
for use for several hours that day while the upgrade is in progress. Deposits to DukeSpace
will be disabled on Monday December 11, so no new items are to be added to the repository
while the upgrade is in progress. Everything should be back to normal by the end of
day, December 12.
Browsing by Author "Bansal, R"
Now showing items 1-4 of 4
-
Confidence risk and asset prices
Bansal, R; Shaliastovich, I (American Economic Review, 2010-05-01) -
Long run risks, the macroeconomy, and asset prices
Bansal, R; Kiku, D; Yaron, A (American Economic Review, 2010-05-01) -
Nonparametric estimation of structural models for high-frequency currency market data
Bansal, R; Gallant, AR; Hussey, R; Tauchen, G (Journal of Econometrics, 1995-01-01)Empirical modeling of high-frequency currency market data reveals substantial evidence for nonnormality, stochastic volatility, and other nonlinearities. This paper investigates whether an equilibrium monetary model can ... -
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
Bansal, R; Gallant, AR; Tauchen, G (1999)estimates and examines the empirical plausibility of asset pricing models that attempt to explain features of financial markets such as the size of the equity premium and the volatility of the stock market. In one model, ...