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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Long-Run Risks and Financial Markets
Ravi Bansal
(2007)
Open Access | Times Cited: 53

Showing 1-25 of 53 citing articles:

Volatility, the Macroeconomy, and Asset Prices
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
The Journal of Finance (2013) Vol. 69, Iss. 6, pp. 2471-2511
Open Access | Times Cited: 345
How Much Would You Pay to Resolve Long-Run Risk?
Larry G. Epstein, Emmanuel Farhi, Tomasz Strzalecki
American Economic Review (2014) Vol. 104, Iss. 9, pp. 2680-2697
Open Access | Times Cited: 188
AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
Bjørn Eraker, Ivan Shaliastovich
Mathematical Finance (2008) Vol. 18, Iss. 4, pp. 519-543
Open Access | Times Cited: 173
Consumption Volatility Risk
Oliver Boguth, LARS‐ALEXANDER KUEHN
The Journal of Finance (2013) Vol. 68, Iss. 6, pp. 2589-2615
Closed Access | Times Cited: 153
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
Marco Bonomo, René García, Nour Meddahi, et al.
Review of Financial Studies (2010) Vol. 24, Iss. 1, pp. 82-122
Open Access | Times Cited: 125
Financial Asset Pricing Theory
Claus Munk
(2013)
Closed Access | Times Cited: 88
The “out-of-sample” performance of long run risk models
Wayne E. Ferson, Suresh Nallareddy, Biqin Xie
Journal of Financial Economics (2012) Vol. 107, Iss. 3, pp. 537-556
Closed Access | Times Cited: 77
Consumption-portfolio optimization with recursive utility in incomplete markets
Holger Kraft, Frank Thomas Seifried, Mogens Steffensen
Finance and Stochastics (2012) Vol. 17, Iss. 1, pp. 161-196
Closed Access | Times Cited: 69
Comparing consumption-based asset pricing models: The case of an Asian city
Yum K. Kwan, Charles Ka Yui Leung, Jinyue Dong
Journal of Housing Economics (2014) Vol. 28, pp. 18-41
Open Access | Times Cited: 46
Consumption–investment optimization with Epstein–Zin utility in incomplete markets
Hao Xing
Finance and Stochastics (2016) Vol. 21, Iss. 1, pp. 227-262
Closed Access | Times Cited: 42
Optimal post-retirement investment and consumption under longevity risk in collective funds
John Armstrong, Cristin Buescu, James Dalby
Scandinavian Actuarial Journal (2025), pp. 1-19
Open Access
Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
Andrew Levin, J. David López‐Salido, Edward Nelson, et al.
Journal of Monetary Economics (2008) Vol. 55, pp. S48-S62
Open Access | Times Cited: 51
Leisure, Growth and Long Run Risk. ⁄
Harald Uhlig
(2007)
Closed Access | Times Cited: 33
Information-Driven Volatility
Hengjie Ai, Leyla Jianyu Han, Lai Xu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 15
The 'Out-of-Sample' Performance of Long-Run Risk Models
Wayne E. Ferson, Suresh Nallareddy, Biqin Xie
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 18
Epstein‐Zin utility maximization on a random horizon
Joshua Aurand, Yu‐Jui Huang
Mathematical Finance (2023) Vol. 33, Iss. 4, pp. 1370-1411
Open Access | Times Cited: 4
Identifying Preference for Early Resolution from Asset Prices
Hengjie Ai, Ravi Bansal, Hongye Guo, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation
Alex Paseka, George Theocharides
Financial Review (2010) Vol. 45, Iss. 1, pp. 167-203
Closed Access | Times Cited: 11
The "Out of Sample" Performance of Long-run Risk Models
Wayne E. Ferson, Suresh Nallareddy, Biqin Xie
(2012)
Open Access | Times Cited: 11
How Much Would You Pay to Resolve Long-Run Risk?
Larry G. Epstein, Emmanuel Farhi, Tomasz Strzalecki
(2013)
Open Access | Times Cited: 10
Consumption risk and the cross-section of government bond returns
Abhay Abhyankar, Olga Klinkowska, So‐Yeon Lee
Journal of Empirical Finance (2015) Vol. 32, pp. 180-200
Open Access | Times Cited: 9
Real-financial interactions in macro-finance models
Ron Smith
(2009)
Closed Access | Times Cited: 9
Pricing of the time-change risks
Ivan Shaliastovich, George Tauchen
Journal of Economic Dynamics and Control (2011) Vol. 35, Iss. 6, pp. 843-858
Open Access | Times Cited: 8
Empirical evidence of news about future prospects in the risk-pricing of oil assets
Johnson Kakeu, Mohammed Bouaddi
Energy Economics (2015) Vol. 64, pp. 458-468
Closed Access | Times Cited: 7
A Long-Run Risks Model of Asset Pricing with Fat Tails*
Zhiguang Wang, Prasad V. Bidarkota
European Finance Review (2009) Vol. 14, Iss. 3, pp. 409-449
Open Access | Times Cited: 8
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