Photo of Ivan Shaliastovich

Ivan Shaliastovich

Assistant Professor of Finance

Research Interests: asset pricing, financial econometrics

Links: CV, Personal Website


  • Darien Huang, Ivan Shaliastovich (Draft), Volatility-of-Volatility Risk.  Abstract
  • Darien Huang, Ivan Shaliastovich (Draft), Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets.  Abstract
  • Gill Segal, Ivan Shaliastovich, Amir Yaron (Forthcoming), Good and Bad Uncertainty: Macroeconomic and Financial Markets Implications.    Abstract
  • Ivan Shaliastovich, Bjorn Eraker, Wenyu Wang (Working), Durable Goods, Inflation Risk and the Equilibrium Term Structure.  Abstract
  • Ravi Bansal, Ivan Shaliastovich (Working), A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.  Abstract
  • Ravi Bansal, Ivan Shaliastovich (Working), Confidence Risk and Asset Prices.  Abstract
  • Ivan Shaliastovich (Working), Learning, Confidence and Option Prices.  Abstract