Risks for the long run: A potential resolution of asset pricing puzzles R Bansal, A Yaron The journal of Finance 59 (4), 1481-1509, 2004 | 4680 | 2004 |
Finite-sample properties of some alternative GMM estimators LP Hansen, J Heaton, A Yaron Journal of Business & Economic Statistics 14 (3), 262-280, 1996 | 1666 | 1996 |
Consumption and risk sharing over the life cycle K Storesletten, CI Telmer, A Yaron Journal of monetary Economics 51 (3), 609-633, 2004 | 945 | 2004 |
Cyclical dynamics in idiosyncratic labor market risk K Storesletten, CI Telmer, A Yaron Journal of political Economy 112 (3), 695-717, 2004 | 862 | 2004 |
What's vol got to do with it I Drechsler, A Yaron The Review of Financial Studies 24 (1), 1-45, 2011 | 857 | 2011 |
Sources of lifetime inequality M Huggett, G Ventura, A Yaron American Economic Review 101 (7), 2923-2954, 2011 | 709 | 2011 |
Asset pricing with idiosyncratic risk and overlapping generations K Storesletten, CI Telmer, A Yaron Review of Economic Dynamics 10 (4), 519-548, 2007 | 559 | 2007 |
An empirical evaluation of the long-run risks model for asset prices R Bansal, D Kiku, A Yaron National Bureau of Economic Research, 2009 | 556 | 2009 |
Good and bad uncertainty: Macroeconomic and financial market implications G Segal, I Shaliastovich, A Yaron Journal of Financial Economics 117 (2), 369-397, 2015 | 511 | 2015 |
Volatility, the macroeconomy, and asset prices R Bansal, D Kiku, I Shaliastovich, A Yaron The Journal of Finance 69 (6), 2471-2511, 2014 | 470 | 2014 |
Interpretable asset markets? R Bansal, V Khatchatrian, A Yaron European Economic Review 49 (3), 531-560, 2005 | 301 | 2005 |
The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk K Storesletten, CI Telmer, A Yaron European Economic Review 45 (7), 1311-1339, 2001 | 299 | 2001 |
Identifying long‐run risks: A Bayesian mixed‐frequency approach F Schorfheide, D Song, A Yaron Econometrica 86 (2), 617-654, 2018 | 281 | 2018 |
Asset pricing implications of firms’ financing constraints JF Gomes, A Yaron, L Zhang The Review of Financial Studies 19 (4), 1321-1356, 2006 | 278 | 2006 |
Human capital and earnings distribution dynamics M Huggett, G Ventura, A Yaron Journal of Monetary Economics 53 (2), 265-290, 2006 | 269 | 2006 |
Risks for the long run: Estimation and inference R Bansal, D Kiku, A Yaron Rodney L. White Center for Financial Research, 2007 | 256 | 2007 |
The risk-sharing implications of alternative social security arrangements K Storesletten, CI Telmer, A Yaron Carnegie-Rochester Conference Series on Public Policy 50, 213-259, 1999 | 189 | 1999 |
Risks for the long run: Estimation with time aggregation R Bansal, D Kiku, A Yaron Journal of Monetary Economics 82, 52-69, 2016 | 179 | 2016 |
Long run risks, the macroeconomy, and asset prices R Bansal, D Kiku, A Yaron American Economic Review 100 (2), 542-546, 2010 | 152 | 2010 |
Asset prices and business cycles with costly external finance JF Gomes, A Yaron, L Zhang Review of economic Dynamics 6 (4), 767-788, 2003 | 146 | 2003 |