Ivan Shaliastovich
Assistant Professor of Finance
Research Interests: asset pricing, financial econometrics
Links: CV, Personal Website

Ivan Shaliastovich, Bjorn Eraker, Wenyu Wang (Working), Durable Goods, Inflation Risk and the Equilibrium Term Structure. Abstract

Ivan Shaliastovich, Ravi Bansal (2011), Learning and AssetPrice Jumps, Review of Financial Studies, 24 (8). Abstract

Ivan Shaliastovich, George Tauchen (2011), Pricing of the TimeChange Risks, Journal of Economic Dynamics and Control, 35 (6). Abstract

Ravi Bansal, Ivan Shaliastovich (2010), Confidence Risk and Asset Prices, American Economic Review, 100 (2), 537  541. Abstract

Bjørn Eraker, Ivan Shaliastovich (2008), An Equilibrium Guide to Designing Affine Pricing Models, Mathematical Finance, 18 (4), 519  543. Abstract