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  • Amir Yaron's Personal Home Page
    of Pennsylvania My research interests include asset pricing monetary policy and time series econometrics This home page is under construction Just wait RESEARCH TEACHING Amir Yaron The Wharton School University of Pennsylvania 2325 Steinberg Hall Dietrich Hall Philadelphia PA 19104

    Original URL path: http://savage.wharton.upenn.edu/ (2013-12-28)
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  • Papers

    Original URL path: http://savage.wharton.upenn.edu/research/research.html (2013-12-28)
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  • I nternational F inance FNCE 219 E mpirical R esearch in F inance FNCE 934 P ast Teachings

    Original URL path: http://savage.wharton.upenn.edu/teaching/teaching.html (2013-12-28)
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  • Handbook of Investments Volume 1 Equity Risk Premium edited by Rajnish Mehra North Holland 2007 Human Capital and Earnings Distribution Dynamics with Mark Huggett and Gustavo Ventura Journal of Monetary Economics 2006 53 2 pages 265 290 Interpretable Asset Markets with Ravi Bansal and Varoujan Khatacharian European Economic Review 2005 vol 49 531 560 Risks For the Long Run A Potential Resolution of Asset Pricing Puzzles with Ravi Bansal Journal of Finance 2004 vol 59 1481 1509 Winner of the 2004 Smith Breeden Paper Award given by the American Finance Association and the Journal of Finance How Well Do Banks Manage Their Reserves with Eduardo Jallath and Tridas Mukophdyay Journal of Money Credit and Banking 2005 vol 37 4 pages 623 644 Cyclical Dynamics of Idiosyncratic Labor Market Risk with Kjetil Storesletten and Chris Telmer Journal of Political Economy vol 112 3 June 2004 pp 695 717 Consumption and Risk Sharing Over the Life Cycle with Kjetil Storesletten and Chris Telmer Journal of Monetary Economics vol 51 3 April 2004 pp 609 633 The Welfare Costs of Business Cycles Revisted Finite Lives and Cyclical Variation in Idiosyncratic Risk with Kjetil Storesletten and Chris Telmer European Economic Review 2001 45 1311 1339 The Risk Sharing Implications of Alternative Social Security Arrangements with Kjetil Storesletten and Chris Telmer Carnegie Rochester Conference on Public Policy 1999 50 213 259 Reprinted in The Politics and Finance of Social Security Reform 2002 Cambridge University Press edited by Robin Brooks and Assaf Razin How Important Are Idiosyncratic Shocks Evidence From Labor Supply with Kjetil Storesletten and Chris Telmer American Economic Review May 2001 91 413 417 Fixed Costs and Participation Patterns with Harold Zhang Revista de Analisis Economico in English 2000 15 89 109 Asset Pricing and Business Cycles with Costly External Finance with Joao Gomes

    Original URL path: http://savage.wharton.upenn.edu/yaron-papers.html (2013-12-28)
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  • International Finance (FNCE - 219) Home Page
    M aterials Information regarding the materials for this class including Textbook Study Guide and Other Readings R equirements An explanation of how your course grade will be determined and information about test results T eaching A ssistants Get to know the people who will be conducting tutorials grading problem sets and tests and providing you with valuable guidance Check out the new full color photos of your favorite TAs along

    Original URL path: http://savage.wharton.upenn.edu/FNCE-219/index.html (2013-12-28)
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  • International Finance (FNCE - 219) Home Page
    research in asset pricing By the end of the semester students are expected to 1 be familiar with the various topics in asset pricing methodologies and related papers 2 be able to analyze and evaluate new research efficiently 3 have acquired the skills to conduct and present original research in empirical asset pricing Syllabus More detailed description of class syllabus including goals materials grading and reading M aterials Information regarding

    Original URL path: http://savage.wharton.upenn.edu/FNCE-934/index.html (2013-12-28)
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  • OTHER CLASSES TAUGHT F inance I E conometrics II E conometrics III Ph D

    Original URL path: http://savage.wharton.upenn.edu/teaching/teaching_old.html (2013-12-28)
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  • International Finance (FNCE-219): Materials
    COURSE The material you ll need is available a Course bulkpack with lecture notes home works and exams b Custom Book from McGraw Hill available in bookstore c Additional handouts distributed during the semester Other Reading Let me recommend as

    Original URL path: http://savage.wharton.upenn.edu/FNCE-219/Materials.html (2013-12-28)
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