Concepedia

Amir Yaron

AY

50

Publications

8.9K

Citations

33

H-Index

1983

Active since

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

50

Publications

50

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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