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Dana Kiku

Assistant Professor of Finance

Education

Ph.D. Economics, Duke University, 2007.
M.A. Economics, Duke University, 2002.
B.S. Applied Mathematics, National Technical University of Ukraine, 1997.

Positions

Research

Journal Articles

"Volatility, the Macroeconomy and Asset Prices." R. Bansal, D. Kiku, I. Shaliastovich, A. Yaron, Journal of Finance, 2013


"Growth to Value: Option Exercise and the Cross-Section of Equity Returns." H. Ai, D. Kiku, Journal of Financial Economics, (107) 2013


"An Empirical Evaluation of the Long-Run Risks Model for Asset Prices." R. Bansal, D. Kiku, A. Yaron, Critical Finance Review, (1) 2012


"Cointegration and Long-Run Asset Allocation." R. Bansal, D. Kiku, Journal of Business and Economic Statistics, 2011


"Cointegration and Consumption Risks in Asset Returns." R. Bansal, R. Dittmar, D. Kiku, Review of Financial Studies, 2009

 

Contact Information


(217) 244-0431
dka@illinois.edu

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