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 243 (117,252)

Citation 19

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 63 (331,473)

Citation 19

Abstract:

5.

Asset Prices and Business Cycles with Costly External Finance

Downloads 261 (109,260)

Citation 21

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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, 张橹

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

Downloads 208 (136,716)

Citation 21

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, 张橹

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

Downloads 32 (441,375)

Citation 21

Abstract:

Asset Prices and Business Cycles with Costly External Finance

CEPR Discussion Paper No. 3927

Number of pages: 36 Posted: 06 Aug 2003

Joao F. Gomes, Amir Yaron and Lu Zhang, 张橹

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

Downloads 21 (501,855)

Citation 21

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Abstract:

6.

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Downloads 251 (113,847)

Citation 93

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 223 (127,794)

Citation 93

Abstract:

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

CEPR Discussion Paper No. 3065

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 (461,140)

Citation 93

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Abstract:

7.

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 156 (177,399)

Citation 6

Abstract:

8.

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 155 (178,310)

Citation 516

Abstract:

9.

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 138 (196,125)

Abstract:

10.

Fearing the Fed: How Wall Street Reads Main Street

Number of pages: 54 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 114 (227,157)

Abstract:

11.

Is Socially Responsible Investing A Luxury Good?

Number of pages: 37 Posted: 25 Oct 2018

Ravi Bansal, Di (Andrew) Wu and Amir Yaron

Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Pennsylvania -- Wharton School of Business

Downloads 87 (276,321)

Abstract:

12.

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 60 (335,260)

Citation 49

Abstract:

13.

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 52 (358,883)

Citation 16

Abstract:

14.

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 51 (362,027)

Citation 20

Abstract:

15.

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

Downloads 46 (378,154)

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 41 (403,374)

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 5 (599,862)

Abstract:

16.

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 35 (418,629)

Citation 2

Abstract:

17.

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 33 (426,671)

Citation 19

Abstract:

18.

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 33 (426,671)

Citation 36

Abstract:

19.

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 33 (426,671)

Citation 100

Abstract:

20.

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 30 (439,576)

Citation 27

Abstract:

21.

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 18 (502,139)

Citation 7

Abstract:

22.

Analyst Days, Stock Prices, and Firm Performance

Number of pages: 41

Di (Andrew) Wu and Amir Yaron

University of Michigan, Stephen M. Ross School of Business and University of Pennsylvania -- Wharton School of Business

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Abstract:

23.

Cyclical Dynamics in Idiosyncratic Labor Market Risk

Journal of Political Economy, Vol. 112, pp. 695-717, June 2004

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 (23)

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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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