Ivan Shaliastovich

2.6k total citations · 2 hit papers
38 papers, 1.5k citations indexed

About

Ivan Shaliastovich is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ivan Shaliastovich has authored 38 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 29 papers in Economics and Econometrics and 17 papers in General Economics, Econometrics and Finance. Recurrent topics in Ivan Shaliastovich's work include Financial Markets and Investment Strategies (23 papers), Market Dynamics and Volatility (18 papers) and Monetary Policy and Economic Impact (17 papers). Ivan Shaliastovich is often cited by papers focused on Financial Markets and Investment Strategies (23 papers), Market Dynamics and Volatility (18 papers) and Monetary Policy and Economic Impact (17 papers). Ivan Shaliastovich collaborates with scholars based in United States, Hong Kong and United Kingdom. Ivan Shaliastovich's co-authors include Ravi Bansal, Amir Yaron, Gill Segal, Bjørn Eraker, Dana Kiku, Mete Kılıç, Christian Schlag, Julian Thimme, Lai Xu and Wenyu Wang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Ivan Shaliastovich

35 papers receiving 1.5k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Good and bad uncertainty: Macroeconomic and financial market implications

2015 356 citations Gill Segal, Ivan Shaliastovich et al. profile →
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets

2012 312 citations Ravi Bansal, Ivan Shaliastovich Review of Financial Studies profile →

Peers

Ivan Shaliastovich

FINAN

EE

GEEF

ACCOU

RESE

Lars A. Lochstoer United States

Anna Pavlova United Kingdom

Eric Engström United States

Virginie Coudert France

Jeffrey M. Mercer United States

Lorenzo Cappiello Germany

Alexandros Kontonikas United Kingdom

Michael D. Bauer United States

Piergiorgio Alessandri Italy

Antón Nákov Germany

Lars A. Lochstoer United States

Ivan Shaliastovich

714 ×0.6

FINAN

752 ×0.7

EE

391 ×0.6

GEEF

187 ×1.2

ACCOU

75 ×1.1

RESE

Citations per year, relative to Ivan Shaliastovich Ivan Shaliastovich (= 1×) peers Lars A. Lochstoer

Countries citing papers authored by Ivan Shaliastovich

Since Specialization

Citations

This map shows the geographic impact of Ivan Shaliastovich's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ivan Shaliastovich with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ivan Shaliastovich more than expected).

Fields of papers citing papers by Ivan Shaliastovich

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ivan Shaliastovich. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ivan Shaliastovich. The network helps show where Ivan Shaliastovich may publish in the future.

Co-authorship network of co-authors of Ivan Shaliastovich

This figure shows the co-authorship network connecting the top 25 collaborators of Ivan Shaliastovich. A scholar is included among the top collaborators of Ivan Shaliastovich based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ivan Shaliastovich. Ivan Shaliastovich is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Segal, Gill & Ivan Shaliastovich. (2025). Uncertainty, Risk, and Capital Growth. Review of Financial Studies.

2.

Gala, Vito, et al.. (2024). Political risk everywhere. SSRN Electronic Journal. 2 indexed citations

3.

Ghaderi, Mohammad, et al.. (2024). Learning, Subjective Beliefs, and Time-Varying Preferences for Different Inflation Ranges. SSRN Electronic Journal.

4.

Segal, Gill & Ivan Shaliastovich. (2023). Uncertainty, Risk, and Capital Growth. SSRN Electronic Journal. 2 indexed citations

5.

Richard, Scott F., et al.. (2022). How Risky Are U.S. Corporate Assets?. The Journal of Finance. 78(1). 141–208. 3 indexed citations

6.

Colacito, Riccardo, et al.. (2021). Volatility Risk Pass-Through. Review of Financial Studies. 35(5). 2345–2385. 4 indexed citations

7.

Richard, Scott F., et al.. (2020). How Risky are the U.S. Corporate Assets?. SSRN Electronic Journal. 1 indexed citations

8.

Kılıç, Mete & Ivan Shaliastovich. (2018). Good and Bad Variance Premia and Expected Returns. Management Science. 65(6). 2522–2544. 96 indexed citations

9.

Colacito, Ric, et al.. (2018). Volatility Risk Pass-Through. SSRN Electronic Journal. 2 indexed citations

10.

Shaliastovich, Ivan, et al.. (2017). Government Policy Approval and Exchange Rates. SSRN Electronic Journal. 2 indexed citations

11.

Colacito, Ric, et al.. (2015). Volatility Risk Pass-Through. SSRN Electronic Journal. 3 indexed citations

12.

Shaliastovich, Ivan. (2015). Learning, Confidence, and Option Prices. SSRN Electronic Journal. 5 indexed citations

13.

Shaliastovich, Ivan, et al.. (2014). Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets. SSRN Electronic Journal. 10 indexed citations

14.

Yaron, Amir, Dana Kiku, Ivan Shaliastovich, & Ravi Bansal. (2014). Volatility, the Macroeconomy and Asset Prices. SSRN Electronic Journal. 27 indexed citations

15.

Shaliastovich, Ivan & George Tauchen. (2011). Pricing of the time-change risks. Journal of Economic Dynamics and Control. 35(6). 843–858. 5 indexed citations

16.

Bansal, Ravi & Ivan Shaliastovich. (2011). Learning and Asset-price Jumps. Review of Financial Studies. 24(8). 2738–2780. 54 indexed citations

17.

Eraker, Bjørn, Ivan Shaliastovich, & Wenyu Wang. (2011). Durable Goods, Inflation Risk and the Equilibrium Term Structure. SSRN Electronic Journal. 2 indexed citations

18.

Bansal, Ravi & Ivan Shaliastovich. (2010). Confidence Risk and Asset Prices. American Economic Review. 100(2). 537–541. 68 indexed citations

19.

Tauchen, George & Ivan Shaliastovich. (2009). Pricing of the Time-Change Risks. SSRN Electronic Journal. 1 indexed citations

20.

Eraker, Bjørn & Ivan Shaliastovich. (2008). AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS. Mathematical Finance. 18(4). 519–543. 123 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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