Access Statistics for Urban Joseph Jermann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Production-Based Model for the Term Structure 0 0 0 29 1 3 8 144
Asset Pricing When Risk Sharing is Limited by Default 0 0 0 8 3 13 24 140
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 0 0 11 1,180
Dynamic Banking with Non-Maturing Deposits 0 0 1 14 2 3 24 38
Financial Development and Macroeconomic Stability 0 0 0 183 0 1 9 332
Financial Innovations and Macroeconomic Volatility 0 0 0 427 1 4 19 1,161
Financial Innovations and Macroeconomic Volatility 0 0 0 21 4 4 12 197
Financial Innovations and Macroeconomic Volatility 0 0 0 106 1 3 9 366
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 6 22 106
Gold's Value as an Investment 0 0 2 10 4 11 29 47
Household Production and the Excess Sensitivity of Consumption to Current Income 0 1 1 386 2 8 32 1,525
How Credible is Hong Kong's Currency Peg? 0 1 7 7 6 15 36 36
Interest Rate Swap and Corporate Default 0 0 0 0 1 2 15 1,030
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 1 7 18 46
Interest rate swaps and corporate default 0 0 2 32 5 7 18 105
Interest rate swaps and corporate default 0 0 0 50 1 2 13 115
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 3 4 11 658
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 0 2 8 1,285
International portfolio diversification and labor/leisure choice 0 0 1 208 1 2 12 1,289
Macroeconomic Effects of Financial Shocks 0 0 1 691 5 10 33 1,443
Macroeconomic Effects of Financial Shocks 0 0 0 107 7 10 20 468
Negative Swap Spreads and Limited Arbitrage 0 0 0 21 3 5 21 102
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 4 5 12 1,127
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 0 1 4 82
Perpetual Futures Pricing 0 2 3 4 6 13 73 85
Perpetual Futures Pricing 0 0 2 6 6 16 32 48
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 0 0 15 417
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 2 2 15 1,064
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 1 1 14 608
Rules versus Discretion in Capital Regulation 0 0 8 8 2 3 12 13
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 4 6 11 53
Sticky Leverage 0 0 1 120 0 6 20 236
Stock Market Boom and the Productivity Gains of the 1990s 0 0 0 280 2 3 15 1,661
The Equity Premium Implied by Production 0 0 0 61 0 1 5 216
The Equity Premium Implied by Production 0 0 0 121 0 2 10 374
The International Diversification Puzzle is Worse Than You Think 0 0 3 787 4 7 18 2,395
The International Diversification Puzzle is Worse than you Think 0 0 0 0 11 14 19 562
The Size of the Permanent Component of Asset Pricing Kernels 1 1 1 101 2 4 8 532
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 0 2 8 200
The Two-Pillar Policy for the RMB 0 0 2 68 2 7 21 175
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 2 4 13 1,074
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 1 2 12 622
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 3 4 10 228
Total Working Papers 1 5 35 5,394 103 225 751 23,585

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A production-based model for the term structure 0 0 0 12 0 3 8 94
Asset pricing in production economies 1 2 9 1,649 13 15 49 3,139
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 1 34 2 8 28 162
Dynamic banking with non-maturing deposits 0 0 0 4 1 4 15 36
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 1 1 3 572
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 6 8 28 1,839
Erratum: Macroeconomic Effects of Financial Shocks 0 0 2 145 1 5 24 444
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 0 3 6 10 17 46
Gold’s Value as an Investment 1 3 13 16 4 13 44 54
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 3 6 16 844
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 3 4 10 35 53
Interest rate swaps and corporate default 0 0 0 20 2 5 16 133
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 5 13 152
Macroeconomic Effects of Financial Shocks 0 1 5 656 5 13 52 2,045
Negative Swap Spreads and Limited Arbitrage 0 0 3 15 2 4 20 85
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 1 3 12 455
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 3 7 17 515
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment 0 0 0 39 0 0 3 158
Sticky Leverage 0 0 1 48 3 9 32 347
Stock market boom and the productivity gains of the 1990s 0 0 0 236 4 7 24 1,119
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 4 6 11 164
The International Diversification Puzzle Is Worse Than You Think 0 0 1 692 6 6 25 2,117
The Two‐Pillar Policy for the RMB 0 0 7 24 8 14 39 125
The equity premium implied by production 0 0 0 51 2 4 7 263
The pricing of U.S. Treasury floating rate notes 4 4 11 22 13 14 53 95
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 75 2 5 21 793
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 2 161 0 1 10 575
Total Journal Articles 6 10 55 4,483 96 186 622 16,424
1 registered items for which data could not be found
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Statistics updated 2026-05-06