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

Gill Segal, Ivan Shaliastovich, Amir Yaron (2015), Good and Bad Uncertainty: Macroeconomic and Financial Market Implications, Journal of Financial Economics, 117 (2), 369  397. doi: http://dx.doi.org/10.1016/j.jfineco.2015.05.004.

Ivan Shaliastovich (2015), Learning, confidence, and option prices, Journal of Econometrics, 187 (1), 18  42.

Ravi Bansal, Dana Kiku, Ivan Shaliastovich, Amir Yaron (2014), Volatility, the Macroeconomy, and Asset Prices, Journal of Finance, 69 (6), 2471  2511.

Ivan Shaliastovich, Ravi Bansal (2013), A LongRun Risks Explanation of Predictability Puzzles in Bond and Currency Markets, Review of Financial Studies, 26 (1), 1  33.

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), 2738  2780. Abstract

Ivan Shaliastovich, George Tauchen (2011), Pricing of the TimeChange Risks, Journal of Economic Dynamics and Control, 35 (6), 843  858. 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