Amir Yaron : Citation Profile

Are you Amir Yaron?

University of Pennsylvania
National Bureau of Economic Research (NBER)

15

H index

17

i10 index

2524

Citations

RESEARCH PRODUCTION:

12

Articles

34

Papers

RESEARCH ACTIVITY:

   19 years (1995 - 2014). See details.
   Cites by year: 132
   Journals where Amir Yaron has often published
   Relations with other researchers
   Recent citing documents: 197.    Total self citations: 21 (0.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya156
   Updated: 2018-04-14    RAS profile: 2010-11-30    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Amir Yaron.

Is cited by:

Ludwig, Alexander (37)

Huggett, Mark (32)

Krueger, Dirk (30)

Lustig, Hanno (26)

Guvenen, Fatih (26)

Heathcote, Jonathan (26)

Hansen, Lars (25)

Storesletten, Kjetil (23)

Violante, Giovanni (22)

Bekaert, Geert (22)

Bansal, Ravi (20)

Cites to:

Bansal, Ravi (17)

Campbell, John (16)

Hansen, Lars (9)

Cochrane, John (9)

Dittmar, Robert (9)

Storesletten, Kjetil (8)

Tauchen, George (8)

Hall, Robert (7)

Telmer, Chris (7)

Gallant, A. (6)

Zin, Stanley (6)

Main data

Where Amir Yaron has published?

Journals with more than one article published# docs
Journal of Monetary Economics2
European Economic Review2
Review of Economic Dynamics2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business8
2004 Meeting Papers / Society for Economic Dynamics4

Recent works citing Amir Yaron (2018 and 2017)

YearTitle of citing document
2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben G ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2017Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Beutel, Johannes ; Adam, Klaus . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

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2018Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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2017Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan . In: Papers. RePEc:arx:papers:1610.00778.

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2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2017Bank lending in uncertain times. (2017). Alessandri, Piergiorgio ; Bottero, Margherita . In: BCAM Working Papers. RePEc:bbk:bbkcam:1703.

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2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

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2017Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_392_17.

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2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Mo, Kuk . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2017Bargaining and Wage Rigidity in a Matching Model for the US. (2017). Malcomson, James M ; Mavroeidis, Sophocles . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:997-1017.

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2017Accounting for Growth Disparity: Lucass Framework Revisited. (2017). Hosoya, Kei . In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:874-887.

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2017Earnings Growth and Movements in Self-Reported Health. (2017). Addison, Tony ; Halliday, Timothy J ; Tarp, Finn ; Pirttila, Yukka. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:760-776.

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2017Caught in the crossfire: Dimensions of vulnerability and foreign multinationals exit from war-afflicted countries. (2017). Dai, LI ; Beamish, Paul W ; Eden, Lorraine. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:7:p:1478-1498.

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2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2017The Long-Lasting Effects of Family and Childhood on Adult Wellbeing: Evidence from British Cohort Data. (2017). Lekfuangfu, Warn Nuarpear ; Flèche, Sarah ; Clark, Andrew ; Fleche, Sarah. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1493.

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2017Generalized Disappointment Aversion, Learning, and Asset Prices. (2017). Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp606.

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2017Asymmetries in Earnings, Employment and Wage Risk in Great Britain. (2017). Malley, Jim ; Angelopoulos, Konstantinos ; Lazarakis, Spyridon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6400.

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2017Can Subsidising Job-Related Training Reduce Inequality?. (2017). Malley, Jim ; Benecchi, Andrea ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6605.

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2017Mediated Terrorism: US News and Al-Qaeda Attacks. (2017). Jetter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6804.

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2018Beauty Contests and the Term Structure. (2018). Ellison, Martin ; Tischbirek, Andreas . In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2017Family Economics Writ Large. (2017). Vandenbroucke, Guillaume ; Greenwood, Jeremy ; Guner, Nezih. In: Working Papers. RePEc:cmf:wpaper:wp2017_1706.

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2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

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2017Safe Assets. (2017). Levintal, Oren ; Fernandez-Villaverde, Jesus ; Barro, Robert ; Mollerus, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12043.

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2017Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12085.

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2018Human Capital, Growth, and Asset Prices. (2018). Goessling, Fabian . In: CQE Working Papers. RePEc:cqe:wpaper:6918.

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2017John Denis Sargan at the London School of Economics. (2017). Phillips, Peter ; Hendry, David ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2082.

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2017The generalized moment estimation of the additive–multiplicative hazard model with auxiliary survival information. (2017). Shang, Wenpeng ; Wang, Xiao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:154-169.

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2017International endogenous growth, macro anomalies, and asset prices. (2017). Gruning, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:118-148.

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2017Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017Volatility risk and economic welfare. (2017). Xu, Shaofeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

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2018Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122.

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2018Macroeconomic and distributional effects of mortgage guarantee programs for the poor. (2018). Kim, Jiseob ; Wang, Yicheng . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:124-151.

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2017Explaining changes in the US credit card market: Lenders are using more information. (2017). Kim, Jiseob ; Davis, Andrew. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:76-92.

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2017Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2017Firm size, economic risks, and the cross-section of international stock returns. (2017). Nitschka, Thomas ; Atanasov, Victoria . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:110-126.

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2017Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

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2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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2017Merit and rent in a growing economy. (2017). minelli, enrico. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:107-110.

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2017Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16.

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2017Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180.

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2017Simulated minimum distance estimation of dynamic models with errors-in-variables. (2017). Ng, Serena ; Gospodinov, Nikolay ; Komunjer, Ivana . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:181-193.

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2017Bayesian estimation of state space models using moment conditions. (2017). Ragusa, Giuseppe ; Gallant, Ronald A ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:198-211.

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2017Aging and health financing in the U.S.: A general equilibrium analysis. (2017). Tran, Chung ; Chambers, Matthew ; Jung, Juergen . In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:428-462.

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2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

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2017Liquidity shocks, business cycles and asset prices. (2017). Bigio, Saki ; Schneider, Andres . In: European Economic Review. RePEc:eee:eecrev:v:97:y:2017:i:c:p:108-130.

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2017Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2017Empirical evidence of news about future prospects in the risk-pricing of oil assets. (2017). Kakeu, Johnson ; Bouaddi, Mohammed . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:458-468.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef ; Kehlik, Toma . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:208-218.

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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Feng, Jiabao ; Yin, Libo ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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2017Cross-sectional factor dynamics and momentum returns. (2017). Avramov, Doron ; Hore, Satadru . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:69-96.

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2017Common and country specific economic uncertainty. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:205-216.

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2017Disaster risk and asset returns: An international perspective. (2017). Liu, Edith ; Lewis, Karen K. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s42-s58.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Guillen, Montserrat ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2017Excess reserves, monetary policy and financial volatility. (2017). Primus, Keyra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:153-168.

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2017Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns. (2017). Bhamra, Harjoat ; Shim, Kyung Hwan . In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:400-431.

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2017News implied volatility and disaster concerns. (2017). Manela, Asaf ; Moreira, Alan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:137-162.

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2017The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440.

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2017Explaining the negative returns to volatility claims: An equilibrium approach. (2017). Eraker, Bjorn ; Wu, Yue. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:72-98.

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2017Firm characteristics, consumption risk, and firm-level risk exposures. (2017). Dittmar, Robert F ; Lundblad, Christian T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:326-343.

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2017Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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2017Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

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2017Confidence, bond risks, and equity returns. (2017). Zhao, Guihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2018Four centuries of return predictability. (2018). Golez, Benjamin ; Koudijs, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2017The first arrow hitting the currency target: A long-run risk perspective. (2017). Kano, Takashi ; Wada, Kenji . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:337-352.

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2017The demand for space in China. (2017). Murray, Michael ; Sun, Guoqing . In: Journal of Urban Economics. RePEc:eee:juecon:v:98:y:2017:i:c:p:214-222.

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2017The sufficient statistic approach: Predicting the top of the Laffer curve. (2017). Huggett, Mark ; Badel, Alejandro . In: Journal of Monetary Economics. RePEc:eee:moneco:v:87:y:2017:i:c:p:1-12.

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2017Time-varying idiosyncratic risk and aggregate consumption dynamics. (2017). McKay, Alisdair. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:1-14.

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2017The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno . In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69.

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2017Value of the distant future: Model-independent results. (2017). Katz, Yuri A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:269-276.

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2017Assessing bankruptcy reform in a model with temptation and equilibrium default. (2017). Nakajima, Makoto. In: Journal of Public Economics. RePEc:eee:pubeco:v:145:y:2017:i:c:p:42-64.

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2017Voting, education, and the Great Gatsby Curve. (2017). Rauh, Christopher. In: Journal of Public Economics. RePEc:eee:pubeco:v:146:y:2017:i:c:p:1-14.

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2017Stock-market crashes and depressions. (2017). Barro, Robert ; Ursua, Jose F. In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:384-398.

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2017Measuring uncertainty in the stock market. (2017). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Guillen, Montserrat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:18-33.

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2017Corporate investment and stock liquidity: Evidence on the price impact of trade. (2017). Kang, Moonsoo ; Eom, Chanyoung ; Wang, Wei. In: Review of Financial Economics. RePEc:eee:revfin:v:33:y:2017:i:c:p:1-11.

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2017The returns, risk and liquidity relationship in high frequency trading: Evidence from the Oslo stock market. (2017). Hong, Minh Thi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:30-40.

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2017The scale of predictability. (2017). Bandi, F M ; Tebaldi, C ; Tamoni, Andrea ; Perron, B. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85646.

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2017.

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2017Information Inertia (Working Paper). (2017). Ganguli, Jayant ; Condie, Scott ; Illeditsch, Philipp Karl . In: Economics Discussion Papers. RePEc:esx:essedp:15615.

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2017Population Aging, Health Care, and Fiscal Policy Reform: The challenges for Japan. (2017). Yamada, Tomoaki ; Tomoaki, Yamada ; Minchung, Hsu . In: Discussion papers. RePEc:eti:dpaper:17038.

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2017Do Macro-Economic and Technical Indicators Matter?- a Principal Component Analysis Approach for Equity Risk Premium Prediction. (2017). Ul, Naveed ; Mushtaq, Maryam ; Aziz, Bilal . In: EJES European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:184.

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2017Welfare Cost of Fluctuations when Labor Market Search Interacts with Financial Frictions. (2017). Sopraseuth, Thepthida ; Langot, Francois ; Iliopulos, Eleni. In: Documents de recherche. RePEc:eve:wpaper:17-02.

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2017Welfare as Simple(x) Equity Equivalents. (2017). Emmerling, Johannes ; Berger, Loïc. In: Working Papers. RePEc:fem:femwpa:2017.14.

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More than 100 citations found, this list is not complete...

Works by Amir Yaron:

YearTitleTypeCited
2001How Important Are Idiosyncratic Shocks? Evidence from Labor Supply In: American Economic Review.
[Full Text][Citation analysis]		article35
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]		article371
2004Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: Journal of Finance.
[Full Text][Citation analysis]		article904
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 904		paper
1999The Foreign Exchange Risk Premium: Real and Nominal Factors. In: GSIA Working Papers.
[Citation analysis]		paper19
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers.
[Full Text][Citation analysis]		paper190
2001Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers.
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2002Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers.
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This paper has another version. Agregated cites: 190		paper
2007Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 190		article
1999Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers.
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This paper has another version. Agregated cites: 190		paper
1997Consumption and risk sharing over the life cycle In: GSIA Working Papers.
[Full Text][Citation analysis]		paper326
2004Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 326		article
2002Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 326		paper
2000Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 326		paper
Persistent Idiosyncratic Shocks and Incomplete Markets In: GSIA Working Papers.
[Full Text][Citation analysis]		paper13
Small Sample Properties of Alternative GMM Estimators In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
1998The risk sharing implications of alternative social security arrangements In: GSIA Working Papers.
[Full Text][Citation analysis]		paper70
1999The risk-sharing implications of alternative social security arrangements.(1999) In: Carnegie-Rochester Conference Series on Public Policy.
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This paper has another version. Agregated cites: 70		article
Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
1995Fixed Costs and Asset Market Participation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper2
2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper41
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 41		paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 41		article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 35		paper
2003Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 35		article
2001The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review.
[Full Text][Citation analysis]		article120
2000The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 120		paper
2005Interpretable asset markets? In: European Economic Review.
[Full Text][Citation analysis]		article62
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 62		paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 62		paper
2006Human capital and earnings distribution dynamics In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article97
2002Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 97		paper
2007Sources of Lifetime Inequality In: Working Papers.
[Full Text][Citation analysis]		paper158
2007Sources of Lifetime Inequality.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 158		paper
2005How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking.
[Citation analysis]		article1
2005Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2004Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 6		paper
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2012Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2012Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2002How Well Do Banks Manage Their Reserves? In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2003Time-Consistent No-Arbitrage Models of the Term Structure In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2004Consumption and Earnings Inequality with Risky Human Capital In: 2004 Meeting Papers.
[Citation analysis]		paper0
2004Investment and Asset Prices with Financing Constraints In: 2004 Meeting Papers.
[Citation analysis]		paper0

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