Ivan Shaliastovich

Davydiuk, T. & Richard, S. & Shaliastovich, I. & Yaron, A. (2023). How Risky are U.S. Corporate Assets? Journal of Finance

Gao, L. & Hitzemann, S. & Shaliastovich, I. & Xu, L. (2022). Oil Volatility Risk Journal of Financial Economics

Colacito, R. & Croce, M. & Liu, Y. & Shaliastovich, I. (2022). Volatility Risk Pass-Through Review of Financial Studies

Liu, Y. & Shaliastovich, I. (2022). Government Policy Approval and Exchange Rates Journal of Financial Economics

Huang, D. & Schlag, C. & Shaliastovich, I. & Thimme, J. (2019). Volatility of Volatility Risk Journal of Financial and Quantitative Analysis

Kilic, M. & Shaliastovich, I. (2019). Good and Bad Variance Premia and Expected Returns Management Science

Eraker, B. & Shaliastovich, I. & Wang, W. (2016). Durable Goods, Inflation Risk, and Equilibrium Asset Prices Review of Financial Studies

Segal, G. & Shaliastovich, I. & Yaron, A. (2015). Good and Bad Uncertainty: Macroeconomic and Financial Market Implications Journal of Financial Economics

Shaliastovich, I. (2015). Learning, Confidence, and Option Prices Journal of Econometrics

Bansal, R. & Kiku, D. & Shaliastovich, I. & Yaron, A. (2014). Volatility, the Macroeconomy, and Asset Prices Journal of Finance

Bansal, R. & Shaliastovich, I. (2013). A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets Review of Financial Studies

Shaliastovich, I. & Tauchen, G. (2011). Pricing of Time-Change Risks Journal of Economic Dynamics and Control

Bansal, R. & Shaliastovich, I. (2011). Learning and Asset Prices Jumps Review of Financial Studies

Bansal, R. & Shaliastovich, I. (2010). Confidence Risks and Asset Prices American Economic Review

Eraker, B. & Shaliastovich, I. (2008). An Equilibrium Guide to Designing Affine Pricing Models Mathematical Finance

Shaliastovich, I. & Segal, G. (2021). Uncertainty, Risk, and Capital Growth

Branger, N. & Schlag, C. & Shaliastovich, I. & Song, D. (2015). Macroeconomic Bond Risks at the Zero Lower Bound

Shaliastovich, I. & Yamarthy, R. (2015). Monetary Policy Risks in the Bond Markets and Macroeconomy

Huang, D. & Shaliastovich, I. (2015). Risk Adjustment and Temporal Resolution of Uncertainty: Evidence from Option Markets

Bansal, R. & Shaliastovich, I. (2009). Confidence Risks and Asset Prices

Liu, Y. & Shaliastovich, I. Government Policy Announcement Return

Colacito, R. & Croce, M. & Liu, Y. & Shaliastovich, I. Volatility (Dis)Connect in International Markets

Journal of Empirical Finance – Since August 2022
Associate Editor

Quantitative Economics – Since July 2017
Associate Editor

Journal of Banking and Finance – Since March 2017
Associate Editor