Amir Yaron : Citation Profile

Are you Amir Yaron?

University of Pennsylvania
National Bureau of Economic Research (NBER)

15

H index

17

i10 index

2665

Citations

RESEARCH PRODUCTION:

12

Articles

34

Papers

RESEARCH ACTIVITY:

   19 years (1995 - 2014). See details.
   Cites by year: 140
   Journals where Amir Yaron has often published
   Relations with other researchers
   Recent citing documents: 296.    Total self citations: 21 (0.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya156
   Updated: 2018-10-13    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 (33)

Krueger, Dirk (30)

Heathcote, Jonathan (26)

Guvenen, Fatih (26)

Lustig, Hanno (26)

Hansen, Lars (25)

Storesletten, Kjetil (23)

Violante, Giovanni (22)

Bekaert, Geert (22)

Bansal, Ravi (20)

Cites to:

Bansal, Ravi (17)

Campbell, John (16)

Cochrane, John (9)

Dittmar, Robert (9)

Hansen, Lars (9)

Tauchen, George (8)

Storesletten, Kjetil (8)

Hall, Robert (7)

Telmer, Chris (7)

Deaton, Angus (6)

Zin, Stanley (6)

Main data

Where Amir Yaron has published?

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

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 ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2018Optimal Progressive Income Taxation in a Bewley-Grossman Framework. (2018). Tran, Chung ; Jung, Juergen. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-662.

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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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2018Constrained Efficiency in a Human Capital Model. (2018). Park, Yena. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:3:p:179-214.

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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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2017Welfare as Simple(x) Equity Equivalents. (2017). Berger, Loic ; Emmerling, Johannes. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:254044.

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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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2018Data-based Automatic Discretization of Nonparametric Distributions. (2018). Toda, Alexis Akira. In: Papers. RePEc:arx:papers:1805.00896.

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2018Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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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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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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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). Jung, Kuk Mo ; 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). Mavroeidis, Sophocles ; Malcomson, James. 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). Eden, Lorraine ; Beamish, Paul W ; Dai, LI. 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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2018Fiscal Policy Shocks and Stock Prices in the United State. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/20.

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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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2018Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk. (2018). Sutoris, Ivan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp620.

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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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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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

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2018Macroeconomic Shocks and Risk Premia. (2018). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1812.

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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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2018Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20182141.

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2018Sticky expectations and consumption dynamics. (2018). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Carroll, Christopher ; Crawley, Edmund. In: Working Paper Series. RePEc:ecb:ecbwps:20182152.

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2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

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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). Grüning, Patrick ; 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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2018Learning by Doing and Ben-Porath: Life-cycle Predictions and Policy Implications. (2018). Blandin, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:220-235.

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2018Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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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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2018Foreign direct investment and economic growth: Exploring the transmission channels. (2018). Makieła, Kamil ; Ouattara, Bazoumana ; Makiela, Kamil . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:296-305.

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2018The effects of financial distress: Evidence from US GDP growth. (2018). Inekwe, John ; Rebecca, MA ; Jin, YI. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:8-21.

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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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2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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2018Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56.

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2017Aging and health financing in the U.S.: A general equilibrium analysis. (2017). Tran, Chung ; Jung, Juergen ; Chambers, Matthew. 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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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Marco, Chi Keung ; Hosseini, Seyed Mehdi ; Bouri, Elie. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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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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2018Maximal predictability under long-term mean reversion. (2018). Hjalmarsson, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:269-282.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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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). Yin, Libo ; Feng, Jiabao ; 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 ; Chuliá, Helena ; 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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2018Equity return predictability, time varying volatility and learning about the permanence of shocks. (2018). Tortorice, Daniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:315-343.

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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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2018Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

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2018Optimal government policies in models with heterogeneous agents. (2018). Bohaek, Radim ; Kejak, Michal . In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:834-858.

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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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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]		article37
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]		article398
2004Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: Journal of Finance.
[Full Text][Citation analysis]		article968
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: 968		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]		paper196
2001Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 196		paper
2002Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 196		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: 196		article
1999Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 196		paper
1997Consumption and risk sharing over the life cycle In: GSIA Working Papers.
[Full Text][Citation analysis]		paper338
2004Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 338		article
2002Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 338		paper
2000Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 338		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.
[Full Text][Citation analysis]
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]		paper42
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		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: 36		article
2001The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review.
[Full Text][Citation analysis]		article123
2000The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123		paper
2005Interpretable asset markets? In: European Economic Review.
[Full Text][Citation analysis]		article66
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 66		paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 66		paper
2006Human capital and earnings distribution dynamics In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article103
2002Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103		paper
2007Sources of Lifetime Inequality In: Working Papers.
[Full Text][Citation analysis]		paper170
2007Sources of Lifetime Inequality.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 170		paper
2005How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking.
[Citation analysis]		article2
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.
[Full Text][Citation analysis]
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]		paper27
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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