Amir Yaron

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Year: 2001
Journal: Review of Economic Dynamics
Authors: Kjetil Storesletten; Chris Telmer; Amir Yaron

Asset Prices and Business Cycles with Costly External Finance

Year: 2002
Journal: Review of Economic Dynamics
Authors: Joao Gomes; Amir Yaron; Lu Zhang

Interpretable Asset Markets

Year: 2002
Journal: European Economic Review
Authors: Ravi Bansal; Varoujan Khatchatrian; Amir Yaron

How Well Do Banks Manage Their Reserves

Year: 2002
Journal: No Journal Matched
Authors: Eduardo Jallathcoria; Tridas Mukhopadhyay; Amir Yaron

Human Capital and Earnings Distribution Dynamics

Year: 2002
Journal: Journal of Monetary Economics
Authors: Mark Huggett; Gustavo Ventura; Amir Yaron

Asset Pricing Implications of Firms' Financing Constraints

Year: 2002
Journal: Review of Financial Studies
Authors: Joao Gomes; Amir Yaron; Lu Zhang

Asset Pricing Implications of Firms Financing Constraints

Year: 2002
Journal: Review of Financial Studies
Authors: Joao Gomes; Amir Yaron; Lu Zhang

Time-Consistent No-Arbitrage Models of the Term Structure

Year: 2003
Journal: No Journal Matched
Authors: Michael W. Brandt; Amir Yaron

Asset Prices and Business Cycles with Costly External Finance

Year: 2003
Journal: Review of Economic Dynamics
Authors: Joao F. Gomes; Amir Yaron; Lu Zhang

Futures Prices in a Production Economy with Investment Constraints

Year: 2005
Journal: Journal of Finance
Authors: Leonid Kogan; Dmitry Livdan; Amir Yaron

Sources of Lifetime Inequality

Year: 2007
Journal: American Economic Review
Authors: Mark Huggett; Gustavo Ventura; Amir Yaron

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

Year: 2009
Journal: Critical Finance Review
Authors: Ravi Bansal; Dana Kiku; Amir Yaron

Volatility, the Macroeconomy, and Asset Prices

Year: 2012
Journal: Journal of Finance
Authors: Ravi Bansal; Dana Kiku; Ivan Shaliastovich; Amir Yaron

Risks for the Long Run: Estimation with Time Aggregation

Year: 2012
Journal: Journal of Monetary Economics
Authors: Ravi Bansal; Dana Kiku; Amir Yaron

Identifying Longrun Risks: A Bayesian Mixed-Frequency Approach

Year: 2014
Journal: Econometrica
Authors: Frank Schorfheide; Dongho Song; Amir Yaron

The Term Structure of Equity Risk Premia

Year: 2019
Journal: Journal of Financial Economics
Authors: Ravi Bansal; Shane Miller; Dongho Song; Amir Yaron

The Risks of Safe Assets

Year: 2021
Journal: No Journal Matched
Authors: Lukas Schmid; Yang Liu; Amir Yaron

Identifying Preference for Early Resolution from Asset Prices

Year: 2023
Journal: No Journal Matched
Authors: Hengjie Ai; Ravi Bansal; Hongye Guo; Amir Yaron