Ivan Shaliastovich

Latest Institution: University of Wisconsin-Madison

All Institutions: NA; University of Wisconsin-Madison; University of Pennsylvania


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Learning and Asset-Price Jumps

Year: 2009
Journal: Review of Financial Studies
Authors: Ravi Bansal; Ivan Shaliastovich

Confidence Risk and Asset Prices

Year: 2009
Journal: American Economic Review
Authors: Ravi Bansal; Ivan Shaliastovich

Volatility, the Macroeconomy, and Asset Prices

Year: 2012
Journal: Journal of Finance
Authors: Ravi Bansal; Dana Kiku; Ivan Shaliastovich; Amir Yaron

A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets

Year: 2012
Journal: Review of Financial Studies
Authors: Ravi Bansal; Ivan Shaliastovich

Volatility Risk Passthrough

Year: 2018
Journal: Review of Financial Studies
Authors: Riccardo Colacito; Mariano Max Croce; Yang Liu; Ivan Shaliastovich

Volatility Risk Passthrough

Year: 2018
Journal: No Journal Matched
Authors: Riccardo Colacito; Mariano Massimiliano Croce; Yang Liu; Ivan Shaliastovich

Volatility Disconnect in International Markets

Year: 2022
Journal: No Journal Matched
Authors: Riccardo Colacito; Mariano Massimiliano Croce; Yang Liu; Ivan Shaliastovich


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