Concepedia
Statistics
Publications
50
Citations
8.9K
H-Index
33
Active since
1983
Affiliations
University of Pennsylvania(Current)
National Bureau of Economic Research
Duke University
Carnegie Mellon University
Centre for Economic Policy Research
Amir Yaron is an author at University of Pennsylvania specializing in finance, business, and economics.
Top concepts
BusinessFinanceEconomicsAsset PricingFinancial EconomicsEmpirical FinanceManagementMacroeconomicsMacro FinanceEconomic Analysis
Publications per year
1983–2024
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
Ravi Bansal, Amir Yaron · The Journal of Finance · 2000 · 1.4K citations · Full text
Empirical Finance, Volatility Modeling, Financial Risk Management +19
Finite-Sample Properties of Some Alternative GMM Estimators
Lars Peter Hansen, J.B. Heaton, Amir Yaron · Journal of Business and Economic Statistics · 1996 · 1.2K citations
Empirical Finance, Asset Allocation, Gmm Criterion Functions +17
What's Vol Got to Do with It
Itamar Drechsler, Amir Yaron · Review of Financial Studies · 2010 · 709 citations
Cyclical Dynamics in Idiosyncratic Labor Market Risk
Kjetil Storesletten, Chris Telmer, Amir Yaron · Journal of Political Economy · 2004 · 686 citations
Macroeconomic Forecasting, Economic Fluctuation, Panel Data +20
Good and bad uncertainty: Macroeconomic and financial market implications
Gill Segal, Ivan Shaliastovich, Amir Yaron · Journal of Financial Economics · 2015 · 510 citations
Economics, Financial Economics, Macroeconomics +5
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