17
H index
20
i10 index
2909
Citations
University of Pennsylvania | 17 H index 20 i10 index 2909 Citations RESEARCH PRODUCTION: 11 Articles 36 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Review of Economic Dynamics | 2 |
Journal of Monetary Economics | 2 |
European Economic Review | 2 |
Year | Title of citing document | |
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2021 | Implied Dividend Volatility and Expected Growth. (2021). Martin, Ian ; Gormsen, Niels J. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:111:y:2021:p:361-65. Full description at Econpapers || Download paper | |
2022 | THE EVOLUTION OF THE EARNINGS DISTRIBUTION IN A VOLATILE ECONOMY: EVIDENCE FROM ARGENTINA. (2022). Trupkin, Danilo ; Moser, Christian ; Drenik, Andres ; de Astarloa, Bernardo Diaz ; Blanco, Andres. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202269. Full description at Econpapers || Download paper | |
2022 | Estimation of Large Network Formation Games. (2020). Sheng, Shuyang ; Ridder, Geert. In: Papers. RePEc:arx:papers:2001.03838. Full description at Econpapers || Download paper | |
2021 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2021 | Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963. Full description at Econpapers || Download paper | |
2022 | A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961. Full description at Econpapers || Download paper | |
2021 | Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223. Full description at Econpapers || Download paper | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2021 | Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346. Full description at Econpapers || Download paper | |
2021 | Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163. Full description at Econpapers || Download paper | |
2022 | The macroeconomic cost of climate volatility. (2021). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2108.01617. Full description at Econpapers || Download paper | |
2022 | Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382. Full description at Econpapers || Download paper | |
2022 | Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach. (2021). Yu, Xun ; Jia, Yanwei. In: Papers. RePEc:arx:papers:2108.06655. Full description at Econpapers || Download paper | |
2021 | Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
2022 | Adversarial Estimators. (2022). Metzger, Jonas. In: Papers. RePEc:arx:papers:2204.10495. Full description at Econpapers || Download paper | |
2022 | Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600. Full description at Econpapers || Download paper | |
2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
2022 | Smoothing volatility targeting. (2022). Bianco, Nicolas ; Bianchi, Daniele ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288. Full description at Econpapers || Download paper | |
2023 | An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782. Full description at Econpapers || Download paper | |
2023 | Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599. Full description at Econpapers || Download paper | |
2021 | Credit Markets, Intermediate Production and the Business Cycle. (2021). Samiri, Issam. In: BCAM Working Papers. RePEc:bbk:bbkcam:2101. Full description at Econpapers || Download paper | |
2022 | The macroeconomic cost of climate volatility. (2022). Mumtaz, Haroon ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:2202. Full description at Econpapers || Download paper | |
2021 | What drives investors to chase returns?. (2021). Michelangeli, Valentina ; Reichling, Felix ; Huntley, Jonathan . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1334_21. Full description at Econpapers || Download paper | |
2022 | Non-Independent Components Analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1358. Full description at Econpapers || Download paper | |
2023 | Rethinking the Welfare State. (2023). Ventura, Gustavo ; Kaygusuz, Remzi ; Guner, Nezih. In: Working Papers. RePEc:bge:wpaper:1386. Full description at Econpapers || Download paper | |
2021 | Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029. Full description at Econpapers || Download paper | |
2022 | Medium?Term growth effects of Disasters?Empirical analysis based on provincial panel data in China. (2022). Wu, Yonggang ; Zhou, Yiqun ; Sun, Qiping ; Liu, Wei ; Guo, Jing. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:1:p:47-71. Full description at Econpapers || Download paper | |
2022 | Does monetary policy uncertainty command a risk premium in the Chinese stock market?. (2022). Liu, Wenzhen ; Tan, Jing ; Lin, Lei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:433-452. Full description at Econpapers || Download paper | |
2021 | Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265. Full description at Econpapers || Download paper | |
2021 | Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197. Full description at Econpapers || Download paper | |
2022 | Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096. Full description at Econpapers || Download paper | |
2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
2022 | Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633. Full description at Econpapers || Download paper | |
2022 | Choice of Policy Instruments with Endogenous Quality: Per?Passenger and Per?Flight Airport Charges in Japan. (2022). Doi, Naoshi. In: Journal of Industrial Economics. RePEc:bla:jindec:v:70:y:2022:i:1:p:44-88. Full description at Econpapers || Download paper | |
2021 | Implied Equity Duration: A Measure of Pandemic Shutdown Risk. (2021). Sloan, Richard G ; Erhard, Ryan D ; Dechow, Patricia M ; Mark, And. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:243-281. Full description at Econpapers || Download paper | |
2022 | Optimal redistributive policies by publicly provided inputs and income taxation. (2022). Greco, Luciano ; Bassetti, Thomas. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:3:p:504-528. Full description at Econpapers || Download paper | |
2022 | Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609. Full description at Econpapers || Download paper | |
2022 | Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749. Full description at Econpapers || Download paper | |
2021 | Progressive Taxation and Economic Stability. (2021). Alessandrini, Diana. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:2:p:422-452. Full description at Econpapers || Download paper | |
2021 | Stable inverse probability weighting estimation for longitudinal studies. (2021). Vansteelandt, Stijn ; Avagyan, Vahe. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:3:p:1046-1067. Full description at Econpapers || Download paper | |
2021 | Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper | |
2022 | Policies for Early Childhood Skills Formation: Accounting for Parental Choices and Noncognitive Skills. (2022). Morchio, Iacopo. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:22/755. Full description at Econpapers || Download paper | |
2021 | The Intergenerational Elasticity of Earnings: Exploring the Mechanisms. (2021). french, eric ; O'Dea, C ; MacCuish, Hentall J ; Bolt, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2171. Full description at Econpapers || Download paper | |
2022 | How do transfers and universal basic income impact the labor market and inequality?. (2022). Santos, M R ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2208. Full description at Econpapers || Download paper | |
2023 | On the Black-White Gaps in Labor Supply and Earnings over the Lifecycle in the US. (2023). Valladares-Esteban, Arnau ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2333. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Market size, markups and international price dispersion in the cement industry. (2022). Reed, Tristan ; Macchiavello, Rocco ; Leone, Fabrizio. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1862. Full description at Econpapers || Download paper | |
2021 | Marital Sorting and Cross-Country Differences in Intergenerational Earnings Persistence. (2021). Tolstova, Vera. In: CERGE-EI Working Papers. RePEc:cer:papers:wp680. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
2021 | Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711. Full description at Econpapers || Download paper | |
2022 | RBTC and Human Capital: Accounting for Individual-Level Responses. (2022). Kashkarov, Daniil. In: CERGE-EI Working Papers. RePEc:cer:papers:wp721. Full description at Econpapers || Download paper | |
2021 | Pricing Climate Risk. (2021). Jensen, Svenn ; Trager, Christian ; Traeger, Christian P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9196. Full description at Econpapers || Download paper | |
2021 | An Equilibrium Theory of Nominal Exchange Rates. (2021). Hagedorn, Marcus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9290. Full description at Econpapers || Download paper | |
2022 | Short-Time Work and Precautionary Savings. (2022). Gehrke, Britta ; Dengler, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9873. Full description at Econpapers || Download paper | |
2021 | The UKs wealth distribution and characteristics of high-wealth households. (2021). Advani, Arun ; Leslie, Jack ; Bangham, George. In: CAGE Online Working Paper Series. RePEc:cge:wacage:576. Full description at Econpapers || Download paper | |
2022 | Maternal Investments in Children : The Role of Expected Effort and Returns. (2022). Font-Gilabert, Paulino ; Maselko, Joanna ; Bhalotra, Sonia ; Delavande, Adeline. In: CAGE Online Working Paper Series. RePEc:cge:wacage:637. Full description at Econpapers || Download paper | |
2022 | Income dynamics in dual labor markets. (2022). Lagrosa, Ivan. In: Working Papers. RePEc:cmf:wpaper:wp2022_2209. Full description at Econpapers || Download paper | |
2021 | ultinational Enterprises, Technology Transfers and Robot Adoption. (2021). Leone, Fabrizio. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2111. Full description at Econpapers || Download paper | |
2021 | ACE - Analytic Climate Economy. (2021). , Christiantraeger ; Traeger, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15968. Full description at Econpapers || Download paper | |
2021 | The Intergenerational Elasticity of Earnings: Exploring the Mechanisms. (2021). O'Dea, Cormac ; french, eric ; Odea, Cormac ; MacCuish, Jamie ; Bolt, Uta. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15975. Full description at Econpapers || Download paper | |
2022 | Housing prices and credit constraints in competitive search. (2022). Rincón-Zapatero, Juan Pablo ; Rincon-Zapatero, Juan Pablo ; Jerez, Belen ; Diaz, Antonia. In: UC3M Working papers. Economics. RePEc:cte:werepe:35536. Full description at Econpapers || Download paper | |
2021 | The Evolution of the Earnings Distribution in a Volatile Economy: Evidence from Argentina. (2021). Trupkin, Danilo ; Moser, Christian ; Blanco, Andres ; Drenik, Andres ; de Astarloa, Bernardo Diaz. In: CEDLAS, Working Papers. RePEc:dls:wpaper:0280. Full description at Econpapers || Download paper | |
2023 | Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451. Full description at Econpapers || Download paper | |
2022 | Sibling spillovers in rural China: A story of sisters. (2022). Yang, Guanyi ; Jiang, Xuan ; Bansak, Cynthia. In: China Economic Review. RePEc:eee:chieco:v:76:y:2022:i:c:s1043951x22001316. Full description at Econpapers || Download paper | |
2021 | Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385. Full description at Econpapers || Download paper | |
2021 | In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766. Full description at Econpapers || Download paper | |
2023 | Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236. Full description at Econpapers || Download paper | |
2021 | A consumption-based asset pricing model with disappointment aversion and uncertainty shocks. (2021). Guo, Zhaoxuan ; Xia, Bobo ; Li, Kaifeng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:235-243. Full description at Econpapers || Download paper | |
2021 | Hysteresis and the welfare costs of recessions. (2021). Tervala, Juha. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:136-144. Full description at Econpapers || Download paper | |
2021 | Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?. (2021). Mahmood, Amir ; Agbola, Frank W ; Boateng, Elliot. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:111-127. Full description at Econpapers || Download paper | |
2021 | Cost-effective mortgage modification program to reduce mortgage defaults. (2021). Kim, Jiseob ; Lim, Taejun. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:220-241. Full description at Econpapers || Download paper | |
2022 | Optimal consumption and portfolio choices in the stochastic SIS model. (2022). Yang, Jinqiang ; Li, Tongtong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001267. Full description at Econpapers || Download paper | |
2021 | The relation between fishing subsidies and CO2 emissions in the fisheries sector. (2021). Sumaila, Ussif Rashid ; da Silva, Gibran ; Abdallah, Patrizia Raggi ; Halmenschlager, Vinicius ; Vargas, Fabio Luiz. In: Ecological Economics. RePEc:eee:ecolec:v:185:y:2021:i:c:s0921800921001154. Full description at Econpapers || Download paper | |
2021 | Sample sensitivity for two-step and continuous updating GMM estimators. (2021). Otsu, Taisuke ; Onishi, Rikuto. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304456. Full description at Econpapers || Download paper | |
2022 | What is the expected return on Bitcoin? Extracting the term structure of returns from options prices. (2022). Svec, Jiri ; Malloch, Hamish ; Li, Simeng ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004493. Full description at Econpapers || Download paper | |
2022 | Information acquisition and asset allocation with unknown income growth. (2022). Hou, Chunxiao ; Wang, Dongfang. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000519. Full description at Econpapers || Download paper | |
2022 | Analytical cyclical price–dividend ratios. (2022). Sbuelz, Alessandro ; Mignanego, Fausto . In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s016517652200132x. Full description at Econpapers || Download paper | |
2021 | Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023. Full description at Econpapers || Download paper | |
2021 | Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244. Full description at Econpapers || Download paper | |
2022 | Bayesian estimation of long-run risk models using sequential Monte Carlo. (2022). Liu, Hening ; Heng, Jeremy ; Fulop, Andras. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:62-84. Full description at Econpapers || Download paper | |
2022 | A doubly corrected robust variance estimator for linear GMM. (2022). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:276-298. Full description at Econpapers || Download paper | |
2023 | High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345. Full description at Econpapers || Download paper | |
2021 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113. Full description at Econpapers || Download paper | |
2021 | Blockwise Euclidean likelihood for spatio-temporal covariance models. (2021). Crudu, Federico ; Bevilacqua, Moreno ; Morales-Oate, Victor. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:176-201. Full description at Econpapers || Download paper | |
2022 | The saving, human wealth and asset pricing nexus: Evidence from around the world. (2022). Shijin, Santhakumar ; Roy, Rahul. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000395. Full description at Econpapers || Download paper | |
2022 | Bank competition, financial development and macroeconomic stability: Empirical evidence from emerging economies. (2022). Khan, Habib Hussain. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s093936252200084x. Full description at Econpapers || Download paper | |
2021 | The baby boomers and the productivity slowdown. (2021). Vandenbroucke, Guillaume. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302397. Full description at Econpapers || Download paper | |
2021 | Heterogeneity and wage inequalities over the life cycle. (2021). Magnac, Thierry ; Roux, Sebastien. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000684. Full description at Econpapers || Download paper | |
2021 | Consumption inequality across heterogeneous families. (2021). Theloudis, Alexandros. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001185. Full description at Econpapers || Download paper | |
2022 | Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713. Full description at Econpapers || Download paper | |
2022 | Labor market implications of education mismatch. (2022). Cooper, Russell ; Cervantes, Carla Varona. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001015. Full description at Econpapers || Download paper | |
2022 | By force of confidence. (2022). Merella, Vincenzo ; Satchell, Stephen E. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s001429212200191x. Full description at Econpapers || Download paper | |
2022 | State-dependent or time-dependent pricing? New evidence from a monthly firm-level survey: 1980–2017. (2022). Grimme, Christian ; Dixon, Huw D. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001994. Full description at Econpapers || Download paper | |
2022 | Prenatal climate shocks and adult height in developing countries. Evidence from Japan (1872–1917).. (2022). Woitek, Ulrich ; Lagoarde-Segot, Thomas ; Bassino, Jean-Pascal. In: Economics & Human Biology. RePEc:eee:ehbiol:v:45:y:2022:i:c:s1570677x22000119. Full description at Econpapers || Download paper | |
2022 | An equilibrium model of the term structures of bonds and equities. (2022). Takamizawa, Hideyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003064. Full description at Econpapers || Download paper | |
2021 | Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176. Full description at Econpapers || Download paper | |
2022 | Which uncertainty measures matter for the cross-section of stock returns?#. (2022). Kim, Minki ; Joen, Yoontae ; Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003901. Full description at Econpapers || Download paper | |
2022 | Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021. Full description at Econpapers || Download paper | |
2022 | Who should buy stocks when volatility spikes?. (2022). Schneider, Andres. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000756. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2001 | How Important Are Idiosyncratic Shocks? Evidence from Labor Supply In: American Economic Review. [Full Text][Citation analysis] | article | 55 |
1996 | Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 604 |
1999 | The Foreign Exchange Risk Premium: Real and Nominal Factors. In: GSIA Working Papers. [Citation analysis] | paper | 25 |
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 262 | |
2001 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 262 | paper | |
2002 | Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 262 | paper | |
2007 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 262 | article | |
1999 | Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 262 | paper | |
1997 | Consumption and risk sharing over the life cycle In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 480 |
2004 | Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 480 | article | |
2002 | Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 480 | paper | |
2000 | Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 480 | paper | |
Persistent Idiosyncratic Shocks and Incomplete Markets In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 13 | |
Small Sample Properties of Alternative GMM Estimators In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 | |
1998 | The risk sharing implications of alternative social security arrangements In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 110 |
1999 | The 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: 110 | article | |
Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 | |
1995 | Fixed Costs and Asset Market Participation In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 60 |
2002 | Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2006 | Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
2003 | Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2002 | Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2003 | Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
2001 | The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review. [Full Text][Citation analysis] | article | 188 |
2000 | The 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: 188 | paper | |
2005 | Interpretable asset markets? In: European Economic Review. [Full Text][Citation analysis] | article | 109 |
2002 | Interpretable Asset Markets?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2004 | Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2006 | Human capital and earnings distribution dynamics In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 142 |
2002 | Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
2013 | Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers. [Full Text][Citation analysis] | paper | 85 |
2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2007 | Sources of Lifetime Inequality In: Working Papers. [Full Text][Citation analysis] | paper | 279 |
2007 | Sources of Lifetime Inequality.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 279 | paper | |
2005 | How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 5 |
2005 | Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2009 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 181 |
2012 | Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 131 |
2012 | Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 64 |
2019 | The Term Structure of Equity Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2000 | Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
2002 | How Well Do Banks Manage Their Reserves? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2003 | Time-Consistent No-Arbitrage Models of the Term Structure In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2004 | Consumption and Earnings Inequality with Risky Human Capital In: 2004 Meeting Papers. [Citation analysis] | paper | 1 |
2004 | Investment and Asset Prices with Financing Constraints In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
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