Ivan Shaliastovich

Finance · 2008–2015

A researcher in the Science corpus: 3 papers; trusts 22 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 57 citations into it; #3,226 of 10,518 by trust here, #1,867 by citations
• Economics and Econometrics — 49 citations into it; #7,018 of 23,481 by trust here, #4,709 by citations
• Accounting — 6 citations into it

Whom Ivan Shaliastovich trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ravi Bansal
2. Jessica A. Wachter
3. Lars Peter Hansen
4. Hui Chi Chen
5. Alan L. Lewis
6. Larry G. Epstein
7. Amir Yaron
8. Monika Piazzesi
9. Ľuboš Pástor
10. Martin Schneider

Who trusts Ivan Shaliastovich overall

1. J. Kurka
2. Tim Bollerslev
3. Ilze Kalniņa
4. I. Drechsler
5. A. Verdelhan
6. V. Todorov
7. Ravi Bansal

Papers from Ivan Shaliastovich's perspective

Ordered by how strongly the researchers Ivan Shaliastovich trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
3. Recursive multiple-priors (Journal of Economics Theory)
4. What’s Vol Got to Do with It?
5. A consumption-based model of the term structure of interest rates ☆
6. Bond Risk Premia
7. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
8. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
9. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
10. Robust control and model misspecification (Journal of Economics Theory)

Their papers

• AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (2008) — 133 citations
• A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012) — 521 citations
• Good and bad uncertainty: Macroeconomic and financial market implications ☆ (2015) — 453 citations