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Shaliastovich, Ivan
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1

How Risky Are U.S. Corporate Assets?:

DAVYDIUK, TETIANA ; RICHARD, SCOTT ; SHALIASTOVICH, IVAN.
The Journal of Finance.  78 (2023)  1 - p. 141-208 , 2023
Link: https://doi.org/10.1111/..
 
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2

Government policy approval and exchange rates:

Liu, Yang ; Shaliastovich, Ivan
Journal of Financial Economics.  143 (2022)  1 - p. 303-331 , 2022
Link: https://doi.org/10.1016/..
 
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3

Oil volatility risk:

Gao, Lin ; Hitzemann, Steffen ; Shaliastovich, Ivan.
Journal of Financial Economics.  144 (2022)  2 - p. 456-491 , 2022
Link: https://doi.org/10.1016/..
 
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4

Volatility Risk Pass-Through:

Colacito, Riccardo ; Croce, Mariano M ; Liu, Yang..
The Review of Financial Studies.  35 (2021)  5 - p. 2345-2385 , 2021
Link: https://doi.org/10.1093/..
 
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5

Good and bad variance premia and expected returns:

, In: Management science
Kilic, Mete ; Shaliastovich, Ivan. (2019)  6 - p. 2522-2544
Copies: Zentrale;
 
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6

Volatility-of-Volatility Risk:

Huang, Darien ; Schlag, Christian ; Shaliastovich, Ivan.
The Journal of Financial and Quantitative Analysis.  54 (2019)  6 - p. 2423-2452 , 2019
Link: https://www.jstor.org/st..
 
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7

Volatility Risk Pass-through 

NBER working paper series, no. w25276
Colacito, Riccardo ; Croce, Mariano Max ; Liu, Yang. , 2018
Link: https://www.nber.org/pap..
 
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8

Volatility-of-Volatility Risk:

Huang, Darien ; Schlag, Christian ; Shaliastovich, Ivan.
Journal of Financial and Quantitative Analysis.  54 (2018)  6 - p. 2423-2452 , 2018
Link: https://doi.org/10.1017/..
 
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9

Durable Goods, Inflation Risk, and Equilibrium Asset Prices:

Eraker, Bjørn ; Shaliastovich, Ivan ; Wang, Wenyu
The Review of Financial Studies.  29 (2016)  1 - p. 193-231 , 2016
Link: http://www.jstor.org/sta..
 
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10

Good and bad uncertainty: Macroeconomic and financial marke..:

Segal, Gill ; Shaliastovich, Ivan ; Yaron, Amir
Journal of Financial Economics.  117 (2015)  2 - p. 369-397 , 2015
Link: https://doi.org/10.1016/..
 
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11

Learning, confidence, and option prices:

Shaliastovich, Ivan
Journal of Econometrics.  187 (2015)  1 - p. 18-42 , 2015
Link: https://doi.org/10.1016/..
 
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12

Durable Goods, Inflation Risk, and Equilibrium Asset Prices:

Eraker, Bjørn ; Shaliastovich, Ivan ; Wang, Wenyu
Review of Financial Studies.  29 (2015)  1 - p. 193-231 , 2015
Link: https://doi.org/10.1093/..
 
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13

Volatility, the Macroeconomy, and Asset Prices:

BANSAL, RAVI ; KIKU, DANA ; SHALIASTOVICH, IVAN.
The Journal of Finance.  69 (2014)  6 - p. 2471-2511 , 2014
Link: https://doi.org/10.1111/..
 
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14

Volatility, the Macroeconomy, and Asset Prices:

BANSAL, RAVI ; KIKU, DANA ; SHALIASTOVICH, IVAN.
The Journal of Finance.  69 (2014)  6 - p. 2471-2511 , 2014
Link: https://www.jstor.org/st..
 
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15

A Long-Run Risks Explanation of Predictability Puzzles in B..:

Bansal, Ravi ; Shaliastovich, Ivan
The Review of Financial Studies.  26 (2013)  1 - p. 1-33 , 2013
Link: https://www.jstor.org/st..
 
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