Author Page for Amir Yaron

1.

What's Vol Got to Do With It

AFA 2009 San Francisco Meetings Paper

Number of pages: 63 Posted: 20 Mar 2008 Last Revised: 14 Dec 2011

Itamar Drechsler, Amir Yaron and Amir Yaron

Wharton School, Department of Finance and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 1,296 (21,438)

Citation 146

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2.

Socially Responsible Investing in Good and Bad Times

Number of pages: 45 Posted: 25 Oct 2018 Last Revised: 25 Aug 2021

Ravi Bansal, Di (Andrew) Wu, Amir Yaron and Amir Yaron

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

Downloads 910 (35,853)

Citation 5

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3.

Asset Pricing Implications of Firms' Financing Constraints

Downloads 519 ( 74,604)

Citation 47

5

Asset Pricing Implications of Firms' Financing Constraints

Simon Business School Working Paper No. 03-21; AFA 2003 Washington, DC Meetings; Twelfth Annual Utah Winter Finance Conference

Number of pages: 58 Posted: 17 Oct 2002

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

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

Downloads 327 (126,474)

Abstract:

Asset Pricing Implications of Firms' Financing Constraints

Review of Financial Studies, August 2005

Number of pages: 43 Posted: 06 Dec 2005

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

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

Downloads 134 (289,539)

Abstract:

Asset Pricing Implications of Firms&Apos; Financing Constraints

NBER Working Paper No. w9365

Number of pages: 58 Posted: 06 Dec 2002 Last Revised: 05 Aug 2021

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

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

Downloads 33 (612,634)

Abstract:

Asset Pricing Implications of Firms' Financing Constraints

Number of pages: 46 Posted: 20 Sep 2002

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

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

Downloads 25 (667,479)

Citation 8

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Abstract:

Asset Pricing Implications of Firms' Financing Constraints

The Review of Financial Studies, Vol. 19, Issue 4, pp. 1321-1356, 2006

Posted: 29 Feb 2008

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

The Wharton School, Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business and University of Rochester

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4.

Analyst Days, Stock Prices, and Firm Performance

Number of pages: 41 Posted: 18 Nov 2018

Di (Andrew) Wu, Amir Yaron and Amir Yaron

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

Downloads 472 (83,737)

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5.

Time-Consistent No-Arbitrage Models of the Term Structure

Downloads 395 (103,036)

Citation 3

2

Time-Consistent No-Arbitrage Models of the Term Structure

Number of pages: 48 Posted: 27 Feb 2001

Amir Yaron, Amir Yaron and Michael W. Brandt

Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business and Duke University - Fuqua School of Business

Downloads 353 (116,204)

Citation 4

Abstract:

Time-Consistent No-Arbitrage Models of the Term Structure

NBER Working Paper No. w9458

Number of pages: 38 Posted: 31 Jan 2003 Last Revised: 07 May 2022

Amir Yaron, Amir Yaron and Michael W. Brandt

Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business and Duke University - Fuqua School of Business

Downloads 42 (561,719)

Abstract:

6.

Futures Prices in a Production Economy with Investment Constraints

Downloads 323 (128,860)

Citation 32

2

Futures Prices in a Production Economy with Investment Constraints

Number of pages: 37 Posted: 17 Feb 2004

Leonid Kogan, Dmitry Livdan, Amir Yaron and Amir Yaron

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

Downloads 254 (164,240)

Citation 1

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: 13 Dec 2021

Leonid Kogan, Dmitry Livdan, Amir Yaron and Amir Yaron

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

Downloads 69 (446,518)

Citation 5

Abstract:

7.

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, Amir Yaron and Amir Yaron

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

Downloads 302 (138,228)

Citation 9

Abstract:

8.

The Risks of Safe Assets

Number of pages: 70 Posted: 13 Nov 2020 Last Revised: 24 Jul 2021

Yang Liu, Lukas Schmid, Amir Yaron and Amir Yaron

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

Downloads 276 (150,964)

Citation 7

Abstract:

The Risks of Safe Assets

CEPR Discussion Paper No. DP16407

Number of pages: 73 Posted: 27 Sep 2021

Lukas Schmid, Yang Liu, Amir Yaron and Amir Yaron

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

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9.

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, Amir Yaron, Shane Miller and Dongho Song

Duke University, Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business, University of Michigan - Stephen M. Ross School of Business and Johns Hopkins University - Carey Business School

Downloads 276 (151,631)

Citation 4

Abstract:

10.

Asset Prices and Business Cycles with Costly External Finance

Downloads 273 (153,290)

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, Amir Yaron and Lu Zhang

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

Downloads 216 (192,162)

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: 02 Feb 2022

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

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

Downloads 36 (594,761)

Citation 6

Abstract:

Asset Prices and Business Cycles with Costly External Finance

Number of pages: 36 Posted: 06 Aug 2003

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

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

Downloads 21 (698,989)

Citation 8

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11.

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Downloads 268 (156,226)

Citation 150

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, Amir Yaron and Amir Yaron

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

Downloads 240 (173,598)

Citation 75

Abstract:

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Number of pages: 53 Posted: 06 Dec 2001

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

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

Downloads 28 (645,496)

Citation 71

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12.

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: 09 Jan 2022

Ravi Bansal, Amir Yaron and Amir Yaron

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

Downloads 207 (200,188)

Citation 199

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13.

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, Amir Yaron and Amir Yaron

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

Downloads 194 (212,413)

Citation 3

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14.

Equity Capital: A Puzzle?

Sixteenth Annual Utah Winter Finance Conference

Number of pages: 41 Posted: 08 Nov 2006

Amir Yaron, Amir Yaron, Ravi Bansal and Ed Fang

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

Downloads 165 (243,993)

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15.

How Risky are the U.S. Corporate Assets?

Number of pages: 83 Posted: 14 Apr 2020

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

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

Downloads 151 (262,617)

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16.

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, Amir Yaron, Tzuo Hann Law and Dongho Song

Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business, Boston College and Johns Hopkins University - Carey Business School

Downloads 80 (406,291)

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17.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104

Number of pages: 54 Posted: 25 May 2012 Last Revised: 20 Dec 2021

Ravi Bansal, Dana Kiku, Ivan Shaliastovich, Amir Yaron and Amir Yaron

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

Downloads 71 (434,220)

Citation 17

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18.

The Term Structure of Equity Risk Premia

NBER Working Paper No. w25690

Number of pages: 51 Posted: 26 Mar 2019 Last Revised: 13 Mar 2022

Ravi Bansal, Shane Miller, Dongho Song, Amir Yaron and Amir Yaron

Duke University and NBER, University of Michigan - Stephen M. Ross School of Business, Johns Hopkins University - Carey Business School and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 69 (440,913)

Citation 1

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19.

Interpretable Asset Markets?

NBER Working Paper No. w9383

Number of pages: 40 Posted: 19 Dec 2002 Last Revised: 20 Apr 2022

Ravi Bansal, Varoujan Khatchatrian, Amir Yaron and Amir Yaron

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

Downloads 69 (440,913)

Citation 15

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20.

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, Amir Yaron and Amir Yaron

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

Downloads 68 (444,236)

Citation 21

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21.

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

Downloads 65 (447,726)

Citation 67

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, Amir Yaron and Amir Yaron

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

Downloads 54 (504,759)

Citation 3

Abstract:

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

NBER Working Paper No. w20303

Number of pages: 57 Posted: 24 Jul 2014 Last Revised: 24 Dec 2021

Frank Schorfheide, Dongho Song, Amir Yaron and Amir Yaron

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

Downloads 11 (786,857)

Citation 36

Abstract:

22.

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, Amir Yaron, Dana Kiku, Ivan Shaliastovich and Ravi Bansal

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

Downloads 65 (454,660)

Citation 35

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23.

Sources of Lifetime Inequality

NBER Working Paper No. w13224

Number of pages: 41 Posted: 03 Jul 2007 Last Revised: 19 Feb 2022

Mark Huggett, Gustavo Jaime Ventura, Amir Yaron and Amir Yaron

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

Downloads 60 (473,043)

Citation 32

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24.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305

Number of pages: 52 Posted: 18 Aug 2012 Last Revised: 07 Jan 2022

Ravi Bansal, Dana Kiku, Amir Yaron and Amir Yaron

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

Downloads 59 (476,907)

Citation 21

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25.

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: 14 May 2022

Ravi Bansal, Dana Kiku, Amir Yaron and Amir Yaron

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

Downloads 51 (508,951)

Citation 94

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26.

Human Capital and Earnings Distribution Dynamics

NBER Working Paper No. w9366

Number of pages: 39 Posted: 06 Dec 2002 Last Revised: 16 Apr 2022

Mark Huggett, Gustavo Jaime Ventura, Amir Yaron and Amir Yaron

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

Downloads 41 (555,283)

Citation 7

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27.

Consumption and Risk Sharing Over the Life Cycle

NBER Working Paper No. w7995

Number of pages: 46 Posted: 02 Nov 2000 Last Revised: 08 May 2022

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

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

Downloads 41 (555,283)

Citation 11

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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: 03 Apr 2022

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

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

Downloads 39 (565,347)

Citation 5

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29.

How Well Do Banks Manage Their Reserves?

NBER Working Paper No. w9388

Number of pages: 31 Posted: 14 Dec 2002 Last Revised: 04 Apr 2022

Eduardo Jallath-Coria, Tridas Mukhopadhyay, Amir Yaron and Amir Yaron

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

Downloads 38 (570,453)

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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 and Amir Yaron

Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 25 (648,335)

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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 and Amir Yaron

Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 19 (692,384)

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32.

Cyclical Dynamics in Idiosyncratic Labor Market Risk

Posted: 03 May 2004

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

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

Amir Yaron

University of Pennsylvania -- Wharton School of Business

Professsor

Bank of Israel

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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The Risks of Safe Assets

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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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