Ivan Shaliastovich

14 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0004-4264-0396

University of Wisconsin–Madison, Madison, Wisconsin 53706

Publications

• Volatility (Dis)Connect in International Markets — Management Science 2026
• How Risky Are U.S. Corporate Assets? — The Journal of Finance 2023
• Government policy approval and exchange rates — Journal of Financial Economics 2022
• Volatility Risk Pass-Through — The Review of Financial Studies 2022
• Oil volatility risk — Journal of Financial Economics 2022
• Good and Bad Variance Premia and Expected Returns — Management Science 2019
• Volatility-of-Volatility Risk — Journal of Financial and Quantitative Analysis 2019
• Durable Goods, Inflation Risk, and Equilibrium Asset Prices — The Review of Financial Studies 2016
• Good and bad uncertainty: Macroeconomic and financial market implications — Journal of Financial Economics 2015
• Volatility, the Macroeconomy, and Asset Prices — The Journal of Finance 2014
• A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets — The Review of Financial Studies 2013
• Learning and Asset-price Jumps — The Review of Financial Studies 2011
• Confidence Risk and Asset Prices — American Economic Review 2010
• Uncertainty, Risk, and Capital Growth — The Review of Financial Studies