Author Page for Amir Yaron

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California, Berkeley and University of Pennsylvania -- Wharton School of Business

Downloads 247 (141,923)

Abstract:

Futures Prices in a Production Economy with Investment Constraints

NBER Working Paper No. w11509

Number of pages: 48 Posted: 13 Sep 2005 Last Revised: 20 Aug 2009

Leonid Kogan, Dmitry Livdan and Amir Yaron

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California, Berkeley and University of Pennsylvania -- Wharton School of Business

Downloads 67 (387,783)

Citation 5

Abstract:

7.

Asset Prices and Business Cycles with Costly External Finance

Downloads 268 (131,194)

Citation 42

3

Asset Prices and Business Cycles with Costly External Finance

Simon School of Business Working Paper No. FR 02-18

Number of pages: 34 Posted: 28 Dec 2002

Joao F. Gomes, Amir Yaron and Lu Zhang

The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business

Downloads 213 (163,735)

Abstract:

Asset Prices and Business Cycles with Costly External Finance

NBER Working Paper No. w9364

Number of pages: 34 Posted: 06 Dec 2002 Last Revised: 30 Oct 2010

Joao F. Gomes, Amir Yaron and Lu Zhang

The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business

Downloads 34 (521,538)

Abstract:

Asset Prices and Business Cycles with Costly External Finance

Number of pages: 36 Posted: 06 Aug 2003

Joao F. Gomes, Amir Yaron and Lu Zhang

The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business

Downloads 21 (604,049)

Citation 8

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Abstract:

8.

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Downloads 260 (135,345)

Citation 149

2

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Universitat Pompeu Fabra Working Paper No. 405

Number of pages: 63 Posted: 19 Apr 2000

Kjetil Storesletten, Chris Telmer and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business

Downloads 232 (150,810)

Citation 74

Abstract:

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Number of pages: 53 Posted: 06 Dec 2001

Kjetil Storesletten, Chris Telmer and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business

Downloads 28 (556,257)

Citation 68

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Abstract:

9.

Fearing the Fed: How Wall Street Reads Main Street

Number of pages: 44 Posted: 28 Dec 2017 Last Revised: 06 May 2018

Tzuo Hann Law, Dongho Song and Amir Yaron

University of Pennsylvania, Johns Hopkins University - Carey Business School and University of Pennsylvania -- Wharton School of Business

Downloads 223 (157,187)

Citation 8

Abstract:

10.

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

NBER Working Paper No. w8059

Number of pages: 43 Posted: 15 Dec 2000 Last Revised: 20 Oct 2010

Ravi Bansal and Amir Yaron

Duke University and NBER and University of Pennsylvania -- Wharton School of Business

Downloads 189 (183,372)

Citation 194

Abstract:

11.

Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?

Number of pages: 55 Posted: 04 May 2017 Last Revised: 27 Nov 2017

Ravi Bansal, Colin Ward and Amir Yaron

Duke University and NBER, University of Minnesota - Carlson School of Management and University of Pennsylvania -- Wharton School of Business

Downloads 177 (194,338)

Citation 2

Abstract:

12.

Equity Capital: A Puzzle?

Sixteenth Annual Utah Winter Finance Conference

Number of pages: 41 Posted: 08 Nov 2006

Amir Yaron, Ravi Bansal and Ed Fang

University of Pennsylvania -- Wharton School of Business, Duke University and NBER and affiliation not provided to SSRN

Downloads 162 (209,551)

Abstract:

13.

The Term Structure of Equity Risk Premia

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 75 Posted: 01 Dec 2019

Ravi Bansal, Amir Yaron, Shane Miller and Dongho Song

Duke University, University of Pennsylvania -- Wharton School of Business, University of Michigan - Ross School of Business and Johns Hopkins University - Carey Business School

Downloads 103 (296,051)

Citation 2

Abstract:

14.

How Risky are the U.S. Corporate Assets?

Number of pages: 83 Posted: 14 Apr 2020

Tetiana Davydiuk, Scott F. Richard, Ivan Shaliastovich and Amir Yaron

Carnegie Mellon University - David A. Tepper School of Business, University of Pennsylvania - The Wharton School, University of Wisconsin - Madison and University of Pennsylvania -- Wharton School of Business

Downloads 84 (337,116)

Abstract:

15.

Interpretable Asset Markets?

NBER Working Paper No. w9383

Number of pages: 40 Posted: 19 Dec 2002 Last Revised: 31 Oct 2010

Ravi Bansal, Varoujan Khatchatrian and Amir Yaron

Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of Pennsylvania -- Wharton School of Business

Downloads 64 (392,288)

Citation 15

Abstract:

16.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104

Number of pages: 54 Posted: 25 May 2012

Ravi Bansal, Dana Kiku, Ivan Shaliastovich and Amir Yaron

Duke University and NBER, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and University of Pennsylvania -- Wharton School of Business

Downloads 62 (398,694)

Citation 16

Abstract:

17.

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

Downloads 59 (408,530)

Citation 58

2

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

FRB of Philadelphia Working Paper No. 13-39

Number of pages: 53 Posted: 29 Sep 2013

Frank Schorfheide, Dongho Song and Amir Yaron

University of Pennsylvania - Department of Economics, Johns Hopkins University - Carey Business School and University of Pennsylvania -- Wharton School of Business

Downloads 50 (448,087)

Citation 2

Abstract:

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

NBER Working Paper No. w20303

Number of pages: 57 Posted: 24 Jul 2014

Frank Schorfheide, Dongho Song and Amir Yaron

University of Pennsylvania - Department of Economics, Johns Hopkins University - Carey Business School and University of Pennsylvania -- Wharton School of Business

Downloads 9 (695,564)

Citation 30

Abstract:

18.

Sources of Lifetime Inequality

NBER Working Paper No. w13224

Number of pages: 41 Posted: 03 Jul 2007 Last Revised: 21 Aug 2010

Mark Huggett, Gustavo Jaime Ventura and Amir Yaron

Georgetown University - Department of Economics, Pennsylvania State University, College of the Liberal Arts - Department of Economic and University of Pennsylvania -- Wharton School of Business

Downloads 58 (412,021)

Citation 24

Abstract:

19.

The Risks of Safe Assets

Number of pages: 64 Posted: 13 Nov 2020

Yang Liu, Lukas Schmid and Amir Yaron

The University of Hong Kong - Faculty of Business and Economics, University of Southern California - Marshall School of Business and University of Pennsylvania -- Wharton School of Business

Downloads 55 (422,316)

Citation 2

Abstract:

20.

Volatility, the Macroeconomy and Asset Prices

Journal of Finance, Vol. 69, No. 6, 2014, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 67 Posted: 01 Dec 2014

Amir Yaron, Dana Kiku, Ivan Shaliastovich and Ravi Bansal

University of Pennsylvania -- Wharton School of Business, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and Duke University

Downloads 51 (436,698)

Citation 11

Abstract:

21.

Fearing the Fed: How Wall Street Reads Main Street

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 44 Posted: 30 Nov 2019

Amir Yaron, Tzuo Hann Law and Dongho Song

University of Pennsylvania -- Wharton School of Business, affiliation not provided to SSRN and Johns Hopkins University - Carey Business School

Downloads 46 (456,121)

Abstract:

22.

Good and Bad Uncertainty: Macroeconomic and Financial Market Implications

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , Journal of Financial Economics (JFE), Vol. 117, No. 2, 2015, Kenan Institute of Private Enterprise Research Paper No. 20-08

Number of pages: 69 Posted: 01 Dec 2015

Gill Segal, Ivan Shaliastovich and Amir Yaron

University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Wisconsin - Madison and University of Pennsylvania -- Wharton School of Business

Downloads 43 (468,564)

Citation 12

Abstract:

23.

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

NBER Working Paper No. w15504

Number of pages: 38 Posted: 17 Nov 2009 Last Revised: 19 Nov 2009

Ravi Bansal, Dana Kiku and Amir Yaron

Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business

Downloads 37 (495,061)

Citation 73

Abstract:

24.

How Well Do Banks Manage Their Reserves?

NBER Working Paper No. w9388

Number of pages: 31 Posted: 14 Dec 2002 Last Revised: 31 Oct 2010

Eduardo Jallath-Coria, Tridas Mukhopadhyay and Amir Yaron

Banco de Mexico, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business

Downloads 37 (495,061)

Abstract:

25.

Consumption and Risk Sharing Over the Life Cycle

NBER Working Paper No. w7995

Number of pages: 46 Posted: 02 Nov 2000 Last Revised: 25 Jun 2001

Kjetil Storesletten, Chris Telmer and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business

Downloads 37 (495,061)

Citation 3

Abstract:

26.

The Term Structure of Equity Risk Premia

NBER Working Paper No. w25690

Number of pages: 51 Posted: 26 Mar 2019

Ravi Bansal, Shane Miller, Dongho Song and Amir Yaron

Duke University and NBER, University of Michigan - Ross School of Business, Johns Hopkins University - Carey Business School and University of Pennsylvania -- Wharton School of Business

Downloads 35 (504,457)

Abstract:

27.

Human Capital and Earnings Distribution Dynamics

NBER Working Paper No. w9366

Number of pages: 39 Posted: 06 Dec 2002 Last Revised: 30 Oct 2010

Mark Huggett, Gustavo Jaime Ventura and Amir Yaron

Georgetown University - Department of Economics, Pennsylvania State University, College of the Liberal Arts - Department of Economic and University of Pennsylvania -- Wharton School of Business

Downloads 35 (504,457)

Citation 6

Abstract:

28.

The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk

NBER Working Paper No. w8040

Number of pages: 32 Posted: 11 Dec 2000 Last Revised: 02 Apr 2001

Kjetil Storesletten, Chris Telmer and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business

Downloads 35 (504,457)

Citation 3

Abstract:

29.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305

Number of pages: 52 Posted: 18 Aug 2012

Ravi Bansal, Dana Kiku and Amir Yaron

Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business

Downloads 34 (509,368)

Citation 17

Abstract:

30.

Are We Again Taking Financial Stability for Granted?

Israel Economic Review, Vol. 17, No. 1

Number of pages: 9 Posted: 15 Nov 2019

Amir Yaron

University of Pennsylvania -- Wharton School of Business

Downloads 17 (611,341)

Abstract:

31.

Monetary Policy during the Coronavirus Crisis Address to the Israel Economic Association Conference

Israel Economic Review, Vol. 18, No. 1 (2020)

Number of pages: 20 Posted: 27 Oct 2020

Amir Yaron

University of Pennsylvania -- Wharton School of Business

Downloads 4 (704,924)

Abstract:

32.

Cyclical Dynamics in Idiosyncratic Labor Market Risk

Posted: 03 May 2004

Kjetil Storesletten, Chris Telmer and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business

Amir Yaron

University of Pennsylvania -- Wharton School of Business

Professsor

National Bureau of Economic Research (NBER)

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Scholarly Papers (32)

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Asset Pricing Implications of Firms' Financing Constraints

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Asset Prices and Business Cycles with Costly External Finance

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Asset Pricing with Idiosyncratic Risk and Overlapping Generations

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