Research Papers / Publications


  • Kjetil Storesletten, Chris Telmer, Amir Yaron (2007), Asset Prices and Intergenerational Risk Sharing: The Role of Idiosyncratic Earnings Shocks, In Handbook of Investments, 1.  Abstract
  • Joao F. Gomes, Amir Yaron, Lu Zhang (2006), Asset Pricing Implications of Firms' Financing Constraints, Review of Financial Studies, Vol. 19 (No. 4), 1321 - 1356.  Abstract  Related Materials
  • David S. Johnson, Jonathan A. Parker, Nicholas S. Souleles (2006), Household Expenditure and the Income Tax Rebates of 2001, American Economic Review, 96 (5).  Abstract
  • Susan M Wachter, Andrey Pavlov (2006), The Inevitability of Market-Wide Underpriced Risk, Real Estate Economics, 479-496.  Abstract
  • John Y. Campbell, Motohiro Yogo (2006), Efficient Tests of Stock Return Predictability, Journal of Financial Economics, 81 (1), 27 - 60.
  • Motohiro Yogo (2006), A Consumption-Based Explanation of Expected Stock Returns, Journal of Finance, 61 (2), 539 - 580.
  • Jessica Wachter (2006), A Consumption-Based Model of the Term Structure of Interest Rates, Journal of Financial Economics, 79, 365 - 399.  Abstract
  • David Musto, Nicholas S. Souleles (2006), A Portfolio View of Consumer Credit, Journal of Monetary Economics, 53 (1), 59 - 84.  Abstract
  • Gary B Gorton, Nicholas S. Souleles (2006), Special Purpose Vehicles and Securitization, The Risks of Financial Institutions, Eds. Carey, M., and Stulz, R., Chicago: University of Chicago Press for the NBER, 2006.  Abstract
  • Jessica Wachter (2006), Can Financial Innovation Help to Explain the Reduced Volatility of Economic Activity?, Journal of Monetary Economics, 53, 151 - 154.  Abstract
  • Mark Huggett, Gustavo Ventura, Amir Yaron (2006), Human Capital and Earnings Distribution Dynamics, Journal of Monetary Economics, 53 (2), 265 - 290.