17
H index
20
i10 index
3019
Citations
University of Pennsylvania | 17 H index 20 i10 index 3019 Citations RESEARCH PRODUCTION: 11 Articles 37 Papers RESEARCH ACTIVITY: 28 years (1995 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pya156 |
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 |
European Economic Review | 2 |
Journal of Monetary Economics | 2 |
Year | Title of citing document |
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2023 | Job Levels and Wages. (2023). Kuhn, Moritz ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:235. Full description at Econpapers || Download paper |
2023 | 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 |
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 |
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 | Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822. Full description at Econpapers || Download paper |
2023 | Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273. 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 |
2023 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper |
2023 | Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559. Full description at Econpapers || Download paper |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper |
2023 | House Prices and the Distribution of Wealth Around the Great Recession. (2023). Rodolfo, Oviedo Moguel ; Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2023-04. 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 |
2023 | Logistic regression analysis of two?phase studies using generalized method of moments. (2023). Chatterjee, Nilanjan ; Kundu, Prosenjit. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:241-252. Full description at Econpapers || Download paper |
2023 | Improved semiparametric estimation of the proportional rate model with recurrent event data. (2023). Huang, Chiungyu. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:1686-1700. Full description at Econpapers || Download paper |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Job Levels and Wages. (2023). Bayer, Christian ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_437. 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 |
2023 | Intergenerational Altruism and Transfers of Time and Money: A Life Cycle Perspective. (2023). french, eric ; O'Dea, C ; MacCuish, Hentall J ; Bolt, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2374. Full description at Econpapers || Download paper |
2023 | Extrapolative Income Expectations and Retirement Savings. (2023). Cota, Marta. In: CERGE-EI Working Papers. RePEc:cer:papers:wp751. Full description at Econpapers || Download paper |
2023 | Pension Systems (Un)sustainability and Fiscal Constraints: A Comparative Analysis. (2023). Heer, Burkhard ; Wickens, Michael R ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10487. Full description at Econpapers || Download paper |
2023 | Rethinking the Welfare State. (2023). Ventura, Gustavo ; Kaygusuz, Remzi ; Guner, Nezih. In: Working Papers. RePEc:cmf:wpaper:wp2023_2304. Full description at Econpapers || Download paper |
2023 | Job Levels and Wages. (2023). Bayer, Christian ; Kuhn, Moritz. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1190. 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 |
2023 | Occasionally binding liquidity constraints and macroeconomic dynamics. (2023). Werner, Maximilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000155. 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 |
2023 | The relationship between poverty, income inequality and inclusive growth in Sub-Saharan Africa. (2023). Mahmood, Amir ; Agbola, Frank W ; Amponsah, Mary. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002274. Full description at Econpapers || Download paper |
2023 | Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316. Full description at Econpapers || Download paper |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. 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 |
2023 | A test for Kronecker Product Structure covariance matrix. (2023). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:88-112. Full description at Econpapers || Download paper |
2023 | Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352. Full description at Econpapers || Download paper |
2023 | A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81. Full description at Econpapers || Download paper |
2023 | Instrument strength in IV estimation and inference: A guide to theory and practice. (2023). Neal, Timothy ; Keane, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1625-1653. Full description at Econpapers || Download paper |
2023 | Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948. Full description at Econpapers || Download paper |
2023 | Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598. Full description at Econpapers || Download paper |
2023 | The heterogeneous welfare effects of business cycles. (2023). Ma, Eunseong ; Cho, Daeha. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000296. Full description at Econpapers || Download paper |
2023 | Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340. Full description at Econpapers || Download paper |
2023 | The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389. Full description at Econpapers || Download paper |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper |
2023 | MPCs in an emerging economy: Evidence from Peru. (2023). Hong, Seungki. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001441. Full description at Econpapers || Download paper |
2023 | Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30. Full description at Econpapers || Download paper |
2023 | The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097. Full description at Econpapers || Download paper |
2023 | Empirical evaluation of overspecified asset pricing models. (2023). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351. Full description at Econpapers || Download paper |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper |
2023 | Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560. Full description at Econpapers || Download paper |
2023 | The impact of monetary policy on a labor market with heterogeneous workers: The case of Chile. (2023). Madeira, Carlos ; Salazar, Leonardo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000133. Full description at Econpapers || Download paper |
2023 | Rising earnings inequality and optimal income tax and social security policies. (2023). Brendler, Pavel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:35-52. Full description at Econpapers || Download paper |
2023 | Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34. Full description at Econpapers || Download paper |
2023 | Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | A quantitative evaluation of universal basic income. (2023). Li, Qian ; Conesa, Juan Carlos. In: Journal of Public Economics. RePEc:eee:pubeco:v:223:y:2023:i:c:s0047272723000634. Full description at Econpapers || Download paper |
2023 | Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D. (2023). Tsionas, Mike G ; Schiller, Anita R ; Hubbard, Timothy P ; de Silva, Dakshina G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:278-294. Full description at Econpapers || Download paper |
2023 | Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570. Full description at Econpapers || Download paper |
2023 | Do pension subsidies reduce household education expenditure inequality? Evidence from China. (2023). Si, Yanwu ; Han, Yiduo ; Zhang, Zili ; Dong, Shizheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:532-540. Full description at Econpapers || Download paper |
2023 | Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417. Full description at Econpapers || Download paper |
2023 | Understanding the effects of informal caregiving on health and well-being: Heterogeneity and mechanisms. (2023). Ibuka, Yoko ; Le, Duc Dung. In: Social Science & Medicine. RePEc:eee:socmed:v:317:y:2023:i:c:s0277953622009364. Full description at Econpapers || Download paper |
2023 | The Time Trend and Life-cycle Profiles of Consumption. (2023). Yamada, Tomoaki ; Sagiri, Kitao. In: Discussion papers. RePEc:eti:dpaper:23036. Full description at Econpapers || Download paper |
2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper |
2023 | Gender Gap. (2022). Vandenbroucke, Guillaume ; Leukhina, Oksana. In: Working Papers. RePEc:fip:fedlwp:94804. Full description at Econpapers || Download paper |
2023 | Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber. (2023). Sargent, Thomas J ; Ljungqvist, Lars ; Gregory, Victoria ; Graves, Sebastian. In: Working Papers. RePEc:fip:fedlwp:96238. Full description at Econpapers || Download paper |
2023 | Intergenerational Altruism and Transfers of Time and Money: A Life Cycle Perspective. (2023). O'Dea, Cormac ; MacCuish, Jamie Hentall ; French, Eric ; Bolt, Uta. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:95950. Full description at Econpapers || Download paper |
2023 | Monetary Policy with Racial Inequality. (2023). Nakajima, Makoto. In: Working Papers. RePEc:fip:fedpwp:96239. Full description at Econpapers || Download paper |
2023 | Determinants of E-Government Use in the European Union: An Empirical Analysis. (2023). Smedoiu-Popoviciu, Alexandra ; Luminia, Emanuela Marinela ; Mnohoghitnei, Irina ; Horobe, Alexandra Lavinia. In: Societies. RePEc:gam:jsoctx:v:13:y:2023:i:6:p:150-:d:1175546. Full description at Econpapers || Download paper |
2023 | Intergenerational altruism and transfers of time and money: a life cycle perspective. (2023). O'Dea, Cormac ; Hentall-MacCuish, Jamie ; French, Eric ; Bolt, Uta. In: IFS Working Papers. RePEc:ifs:ifsewp:23/11. Full description at Econpapers || Download paper |
2023 | Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939. Full description at Econpapers || Download paper |
2023 | Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002. Full description at Econpapers || Download paper |
2023 | Job Levels and Wages. (2023). Kuhn, Moritz ; Bayer, Christian. In: IZA Discussion Papers. RePEc:iza:izadps:dp16177. Full description at Econpapers || Download paper |
2023 | Maternal Education and Early Child Development: The Roles of Parental Support for Learning, Learning Materials, and Father Characteristics. (2023). Kırdar, Murat ; Akgunduz, Yusuf Emre ; Demirci, Murat ; Aydemira, Abdurrahman B ; Akyol, Pelin. In: IZA Discussion Papers. RePEc:iza:izadps:dp16328. Full description at Econpapers || Download paper |
2023 | Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets. (2023). Bakota, Ivo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10290-2. Full description at Econpapers || Download paper |
2023 | Impact of Environmental Investments on Corporate Financial Performance: Decomposing Valuation and Cash Flow Effects. (2023). Yonder, Erkan ; Devine, Avis. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09872-y. Full description at Econpapers || Download paper |
2023 | The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182.. Full description at Econpapers || Download paper |
2023 | Aging, Inadequacy and Fiscal Constraint: The Case of Thailand. (2022). Wasi, Nada ; Porapakkarm, Ponpoje ; Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:182. Full description at Econpapers || Download paper |
2023 | Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging. (2023). Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:198. Full description at Econpapers || Download paper |
2023 | Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378. Full description at Econpapers || Download paper |
2023 | Individual Earnings and Family Income: Dynamics and Distribution. (). Vidangos, Ivan ; Hynsjo, Disa ; Altonji, Joseph. In: Review of Economic Dynamics. RePEc:red:issued:21-185. Full description at Econpapers || Download paper |
2023 | Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis. (). Kurozumi, Takushi ; Shintani, Mototsugu ; Gemma, Yasufumi. In: Review of Economic Dynamics. RePEc:red:issued:22-126. Full description at Econpapers || Download paper |
2024 | Optimal Taxation in the Life Cycle with Human Capital Investment. (2024). Chen, Been-Lon ; Liang, Fei-Chi. In: Review of Economic Dynamics. RePEc:red:issued:22-128. Full description at Econpapers || Download paper |
2023 | Uncertain Remedies to Fight Uncertain Consequences: The Case of Solar Geoengineering. (2023). Meier, Felix D ; Traeger, Christian P. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-23-37. Full description at Econpapers || Download paper |
2023 | Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction. (2023). Kim, Hyoungjong ; Han, Chirok. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02374-1. Full description at Econpapers || Download paper |
2023 | A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6. Full description at Econpapers || Download paper |
2023 | Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w. Full description at Econpapers || Download paper |
2023 | Long-term evolution of inequality of opportunity: Educated parents still matter. (2023). Bussolo, Maurizio ; Peragine, Vito ; Checchi, Daniele. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:21:y:2023:i:2:d:10.1007_s10888-022-09562-6. Full description at Econpapers || Download paper |
2023 | Essays in empirical finance. (2023). Jankauskas, Tomas. In: Other publications TiSEM. RePEc:tiu:tiutis:4c319f87-ba97-44be-897e-1ec56a50ff3a. Full description at Econpapers || Download paper |
2023 | Capital humain et recherche demploi: un mariage heureux - Human Capital and Search Models: A Happy Match. (2023). Magnac, Thierry. In: TSE Working Papers. RePEc:tse:wpaper:128739. Full description at Econpapers || Download paper |
2023 | Recursive preferences, correlation aversion, and the temporal resolution of uncertainty. (2023). Lorenzo, Stanca. In: Working papers. RePEc:tur:wpapnw:080. Full description at Econpapers || Download paper |
2023 | Cohabitation VS. Marriage: Mating Strategies by Education in the Usa. (2023). Blasutto, Fabio. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/364795. Full description at Econpapers || Download paper |
2023 | Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75. Full description at Econpapers || Download paper |
2023 | Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388. Full description at Econpapers || Download paper |
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 | 626 |
1999 | The Foreign Exchange Risk Premium: Real and Nominal Factors. In: GSIA Working Papers. [Citation analysis] | paper | 26 |
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 265 | |
2001 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 265 | paper | |
2002 | Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 265 | paper | |
2007 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 265 | article | |
1999 | Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 265 | paper | |
1997 | Consumption and risk sharing over the life cycle In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 491 |
2004 | Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 491 | article | |
2002 | Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 491 | paper | |
2000 | Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 491 | 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 | 111 |
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 nother version. Agregated cites: 111 | 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 nother 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 nother version. Agregated cites: 60 | article | |
2003 | Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
2002 | Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2003 | Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | 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 | 192 |
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 nother version. Agregated cites: 192 | paper | |
2005 | Interpretable asset markets? In: European Economic Review. [Full Text][Citation analysis] | article | 113 |
2002 | Interpretable Asset Markets?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2004 | Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2006 | Human capital and earnings distribution dynamics In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 146 |
2002 | Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | paper | |
2013 | Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers. [Full Text][Citation analysis] | paper | 89 |
2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2007 | Sources of Lifetime Inequality In: Working Papers. [Full Text][Citation analysis] | paper | 294 |
2007 | Sources of Lifetime Inequality.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 294 | 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 nother 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 | 191 |
2012 | Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 141 |
2012 | Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 71 |
2019 | The Term Structure of Equity Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2023 | Identifying Preference for Early Resolution from Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
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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