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 0 0 2 136
Asset Pricing When Risk Sharing is Limited by Default 0 0 0 8 0 1 1 117
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 0 0 1 1,169
Dynamic Banking with Non-Maturing Deposits 0 0 0 13 0 1 2 15
Financial Development and Macroeconomic Stability 0 0 0 183 0 0 1 324
Financial Innovations and Macroeconomic Volatility 0 0 0 21 2 3 3 188
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 0 1 357
Financial Innovations and Macroeconomic Volatility 0 0 0 427 0 2 4 1,146
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 1 1 2 85
Gold's Value as an Investment 0 0 3 8 0 1 5 20
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 2 3 4 1,496
How Credible is Hong Kong's Currency Peg? 0 0 0 0 0 0 0 0
Interest Rate Swap and Corporate Default 0 0 0 0 1 1 6 1,019
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 0 1 29
Interest rate swaps and corporate default 0 1 2 32 0 2 9 90
Interest rate swaps and corporate default 0 0 0 50 2 2 2 104
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 1 1 2 648
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 0 0 0 1,277
International portfolio diversification and labor/leisure choice 0 0 0 207 0 1 2 1,278
Macroeconomic Effects of Financial Shocks 0 0 2 107 0 0 3 448
Macroeconomic Effects of Financial Shocks 0 0 3 691 2 7 25 1,420
Negative Swap Spreads and Limited Arbitrage 0 0 1 21 0 0 8 81
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 0 1 1 1,116
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 0 1 1 79
Perpetual Futures Pricing 1 1 1 5 3 5 8 21
Perpetual Futures Pricing 0 0 0 1 3 3 9 15
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 1 2 1,050
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 0 1 3 404
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 0 1 6 595
Rules versus Discretion in Capital Regulation 0 0 8 8 2 2 5 5
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 2 2 44
Sticky Leverage 0 0 1 120 0 2 5 219
Stock Market Boom and the Productivity Gains of the 1990s 0 0 1 280 0 0 4 1,648
The Equity Premium Implied by Production 0 0 0 121 0 0 1 364
The Equity Premium Implied by Production 0 0 0 61 0 0 0 211
The International Diversification Puzzle is Worse Than You Think 2 2 2 786 2 3 5 2,380
The International Diversification Puzzle is Worse than you Think 0 0 0 0 0 0 0 543
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 100 0 0 1 524
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 0 0 3 192
The Two-Pillar Policy for the RMB 0 1 1 67 1 2 7 158
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 0 0 2 219
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 0 2 610
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 1 1 3 1,062
Total Working Papers 3 5 25 5,375 23 51 154 22,906


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 0 1 87
Asset pricing in production economies 0 2 11 1,644 2 8 35 3,104
Cryptocurrencies and Cagan’s model of hyperinflation 0 1 4 34 0 2 15 137
Dynamic banking with non-maturing deposits 0 0 0 4 1 1 3 22
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 1 1 2 570
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 0 1 8 1,813
Erratum: Macroeconomic Effects of Financial Shocks 0 1 2 145 2 6 10 429
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 0 3 0 0 3 29
Gold’s Value as an Investment 2 5 11 11 2 10 27 27
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 2 3 830
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 2 3 0 1 17 22
Interest rate swaps and corporate default 0 0 3 20 0 1 8 120
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 1 4 140
Macroeconomic Effects of Financial Shocks 1 2 11 655 3 9 40 2,007
Negative Swap Spreads and Limited Arbitrage 0 0 4 14 0 1 11 68
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 0 2 4 445
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 1 2 7 500
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment 0 0 0 39 0 0 1 155
Sticky Leverage 0 0 0 47 0 4 11 322
Stock market boom and the productivity gains of the 1990s 0 0 0 236 2 2 6 1,097
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 0 1 1 154
The International Diversification Puzzle Is Worse Than You Think 1 1 3 692 1 3 15 2,096
The Two‐Pillar Policy for the RMB 2 4 6 23 5 8 21 97
The equity premium implied by production 0 0 1 51 0 0 3 256
The pricing of U.S. Treasury floating rate notes 1 5 9 16 3 11 38 57
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 75 0 3 7 775
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 1 1 2 161 1 1 5 568
Total Journal Articles 8 22 69 4,463 24 81 306 15,927
1 registered items for which data could not be found


Statistics updated 2025-10-06