| 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 | 820* | 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 | 638 | 2015 |
| Volatility, the macroeconomy, and asset prices R Bansal, D Kiku, I Shaliastovich, A Yaron The Journal of Finance 69 (6), 2471-2511, 2014 | 517 | 2014 |
| An equilibrium guide to designing affine pricing models B Eraker, I Shaliastovich Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 188 | 2008 |
| Good and bad variance premia and expected returns M Kilic, I Shaliastovich Management Science 65 (6), 2522-2544, 2019 | 176 | 2019 |
| Volatility-of-volatility risk D Huang, C Schlag, I Shaliastovich, J Thimme Journal of Financial and Quantitative Analysis 54 (6), 2423-2452, 2019 | 173 | 2019 |
| Confidence risk and asset prices R Bansal, I Shaliastovich American Economic Review 100 (2), 537-541, 2010 | 144 | 2010 |
| Oil volatility risk L Gao, S Hitzemann, L Xu | 122* | |
| Learning and asset-price jumps R Bansal, I Shaliastovich The Review of Financial Studies 24 (8), 2738-2780, 2011 | 104 | 2011 |
| Learning, confidence, and option prices I Shaliastovich Journal of Econometrics 187 (1), 18-42, 2015 | 93* | 2015 |
| Durable goods, inflation risk, and equilibrium asset prices B Eraker, I Shaliastovich, W Wang The Review of Financial Studies 29 (1), 193-231, 2016 | 74 | 2016 |
| Government policy approval and exchange rates Y Liu, I Shaliastovich Journal of Financial Economics 143 (1), 303-331, 2022 | 40* | 2022 |
| Volatility risk pass-through R Colacito, MM Croce, Y Liu, I Shaliastovich The Review of Financial Studies 35 (5), 2345-2385, 2022 | 38 | 2022 |
| Pricing of the time-change risks I Shaliastovich, G Tauchen Journal of Economic Dynamics and Control 35 (6), 843-858, 2011 | 23* | 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 | 22 | 2014 |
| Uncertainty, risk, and capital growth G Segal, I Shaliastovich The Review of Financial Studies, hhaf088, 2025 | 20 | 2025 |
| Macroeconomic bond risks at the zero lower bound N Branger, C Schlag, I Shaliastovich, D Song Available at SSRN 2820207, 2016 | 14 | 2016 |
| How Risky Are US Corporate Assets? T Davydiuk, S Richard, I Shaliastovich, A Yaron The Journal of Finance 78 (1), 141-208, 2023 | 11 | 2023 |
| Political announcement return Y Liu, I Shaliastovich Available at SSRN 4016112, 2021 | 10 | 2021 |
| Political risk everywhere VD Gala, G Pagliardi, I Shaliastovich, SA Zenios Available at SSRN 4674860, 2023 | 8 | 2023 |
Ravi BansalJ B Fuqua Professor, Duke UniversityVerified email at duke.edu
