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Amir Yaron
Amir Yaron
Robert Morris Professor of Banking Professor of Finance
Verified email at wharton.upenn.edu
Title
Cited by
Cited by
Year
Risks for the long run: A potential resolution of asset pricing puzzles
R Bansal, A Yaron
The journal of Finance 59 (4), 1481-1509, 2004
48362004
Finite-sample properties of some alternative GMM estimators
LP Hansen, J Heaton, A Yaron
Journal of Business & Economic Statistics 14 (3), 262-280, 1996
17071996
Consumption and risk sharing over the life cycle
K Storesletten, CI Telmer, A Yaron
Journal of monetary Economics 51 (3), 609-633, 2004
9702004
Cyclical dynamics in idiosyncratic labor market risk
K Storesletten, CI Telmer, A Yaron
Journal of political Economy 112 (3), 695-717, 2004
8872004
What's vol got to do with it
I Drechsler, A Yaron
The Review of Financial Studies 24 (1), 1-45, 2011
8732011
Sources of lifetime inequality
M Huggett, G Ventura, A Yaron
American Economic Review 101 (7), 2923-2954, 2011
7432011
Good and bad uncertainty: Macroeconomic and financial market implications
G Segal, I Shaliastovich, A Yaron
Journal of Financial Economics 117 (2), 369-397, 2015
5682015
Asset pricing with idiosyncratic risk and overlapping generations
K Storesletten, CI Telmer, A Yaron
Review of Economic Dynamics 10 (4), 519-548, 2007
5612007
An empirical evaluation of the long-run risks model for asset prices
R Bansal, D Kiku, A Yaron
National Bureau of Economic Research, 2009
5582009
Volatility, the macroeconomy, and asset prices
R Bansal, D Kiku, I Shaliastovich, A Yaron
The Journal of Finance 69 (6), 2471-2511, 2014
4942014
Interpretable asset markets?
R Bansal, V Khatchatrian, A Yaron
European Economic Review 49 (3), 531-560, 2005
3092005
Identifying long‐run risks: A Bayesian mixed‐frequency approach
F Schorfheide, D Song, A Yaron
Econometrica 86 (2), 617-654, 2018
3012018
The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk
K Storesletten, CI Telmer, A Yaron
European Economic Review 45 (7), 1311-1339, 2001
3012001
Asset pricing implications of firms’ financing constraints
JF Gomes, A Yaron, L Zhang
The Review of Financial Studies 19 (4), 1321-1356, 2006
2872006
Human capital and earnings distribution dynamics
M Huggett, G Ventura, A Yaron
Journal of Monetary Economics 53 (2), 265-290, 2006
2792006
Risks for the long run: Estimation and inference
R Bansal, D Kiku, A Yaron
Rodney L. White Center for Financial Research, 2007
2512007
The risk-sharing implications of alternative social security arrangements
K Storesletten, CI Telmer, A Yaron
Carnegie-Rochester Conference Series on Public Policy 50, 213-259, 1999
1961999
Risks for the long run: Estimation with time aggregation
R Bansal, D Kiku, A Yaron
Journal of Monetary Economics 82, 52-69, 2016
1912016
Long run risks, the macroeconomy, and asset prices
R Bansal, D Kiku, A Yaron
American Economic Review 100 (2), 542-546, 2010
1592010
Socially responsible investing in good and bad times
R Bansal, D Wu, A Yaron
The Review of Financial Studies 35 (4), 2067-2099, 2022
1522022
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