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Dana Kiku
Dana Kiku
Verified email at illinois.edu - Homepage
Title
Cited by
Cited by
Year
An empirical evaluation of the long-run risks model for asset prices
R Bansal, D Kiku, A Yaron
Critical Finance Review 1 (1), 183-221, 2012
5812012
Volatility, the macroeconomy, and asset prices
R Bansal, D Kiku, I Shaliastovich, A Yaron
The Journal of Finance 69 (6), 2471-2511, 2014
5172014
Price of long-run temperature shifts in capital markets
R Bansal, D Kiku, M Ochoa
National Bureau of Economic Research, 2016
3322016
Climate change and growth risks
R Bansal, M Ochoa, D Kiku
National Bureau of Economic Research, 2017
2462017
Risks for the long run: Estimation with time aggregation
R Bansal, D Kiku, A Yaron
Journal of Monetary Economics 82, 52-69, 2016
2032016
Long run risks, the macroeconomy, and asset prices
R Bansal, D Kiku, A Yaron
American Economic Review 100 (2), 542-546, 2010
1632010
Growth to value: Option exercise and the cross section of equity returns
H Ai, D Kiku
Journal of Financial Economics 107 (2), 325-349, 2013
1222013
Is the value premium a puzzle
D Kiku
Manuscript, Wharton Business School, University of Pennslyvania, Philadelphia, 2006
862006
Volatility risks and growth options
H Ai, D Kiku
Management Science 62 (3), 741-763, 2016
812016
Cointegration and long-run asset allocation
R Bansal, D Kiku
Journal of Business & Economic Statistics 29 (1), 161-173, 2011
442011
Cointegration and consumption risks in asset returns
R Bansal, R Dittmar, D Kiku
National Bureau of Economic Research, 2007
292007
A mechanism design model of firm dynamics: The case of limited commitment
H Ai, D Kiku, R Li
Available at SSRN 2347821, 2013
252013
Quantifying the impact of moral hazard: Evidence from a structural estimation
H Ai, D Kiku, R Li
Available at SSRN, 2016
92016
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Articles 1–13