Ivan Shaliastovich - Publications, H-index & Citations

Ivan Shaliastovich

university of north carolina chapel hill

18H指数

52论文数

2.6K被引数

收录论文 10

发表时间

Uncertainty, Risk, and Capital Growth

REVIEW OF FINANCIAL STUDIES

IF5.4

2025-11-01

PREAI

Segal, Gill; Shaliastovich, Ivan

Volatility (Dis)Connect in International Markets 国际市场的波动性（脱）钩现象

MANAGEMENT SCIENCE

IF4.9

2025-09-01

PREAI

Colacito, R.; Croce, M. M.; Liu, Y.; Shaliastovich, I.

How Risky Are US Corporate Assets?

JOURNAL OF FINANCE

IF9.5

2023-01-02

PREAI

Davydiuk, Tetiana; Richard, Scott; Shaliastovich, Ivan; Yaron, Amir

Volatility Risk Pass-Through

REVIEW OF FINANCIAL STUDIES

IF5.4

2021-09-07

PREAI

Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; Shaliastovich, Ivan

Volatility-of-Volatility Risk

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-11-05

OAAI

Huang, Darien; Schlag, Christian; Shaliastovich, Ivan; Thimme, Julian

Durable Goods, Inflation Risk, and Equilibrium Asset Prices

REVIEW OF FINANCIAL STUDIES

IF5.4

2015-09-03

PREAI

Eraker, Bjorn; Shaliastovich, Ivan; Wang, Wenyu

Learning, confidence, and option prices

JOURNAL OF ECONOMETRICS

IF4

2015-07-01

PREAI

Shaliastovich, Ivan

Volatility, the Macroeconomy, and Asset Prices

JOURNAL OF FINANCE

IF9.5

2014-11-10

185

OAAI

Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir

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

REVIEW OF FINANCIAL STUDIES

IF5.4

2012-10-22

224

OAAI

Bansal, Ravi; Shaliastovich, Ivan

Learning and Asset-price Jumps 学习和资产价格跳跃

REVIEW OF FINANCIAL STUDIES

IF5.4

2011-04-02

OAAI

Bansal, Ravi; Shaliastovich, Ivan

研究方向