Dana Kiku

If you made any changes in Pure these will be visible here soon.

Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output

Risks for the long run: Estimation with time aggregation

Bansal, R., Kiku, D. & Yaron, A., Sep 1 2016, In : Journal of Monetary Economics. 82, p. 52-69 18 p.

Research output: Contribution to journalArticle

  • Volatility risks and growth options

    Ai, H. & Kiku, D., Mar 2016, In : Management Science. 62, 3, p. 741-763 23 p.

    Research output: Contribution to journalArticle

  • Volatility, the Macroeconomy, and Asset Prices

    Bansal, R., Kiku, D., Shaliastovich, I. & Yaron, A., Dec 1 2014, In : Journal of Finance. 69, 6, p. 2471-2511 41 p.

    Research output: Contribution to journalArticle

  • Growth to value: Option exercise and the cross section of equity returns

    Ai, H. & Kiku, D., Feb 1 2013, In : Journal of Financial Economics. 107, 2, p. 325-349 25 p.

    Research output: Contribution to journalArticle

  • Cointegration and long-run asset allocation

    Bansal, R. & Kiku, D., Jan 1 2011, In : Journal of Business and Economic Statistics. 29, 1, p. 161-173 13 p.

    Research output: Contribution to journalArticle