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 1 3 137
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 2 2 3 17
Financial Development and Macroeconomic Stability 0 0 0 183 0 0 1 324
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 0 1 357
Financial Innovations and Macroeconomic Volatility 0 0 0 427 0 1 4 1,146
Financial Innovations and Macroeconomic Volatility 0 0 0 21 0 3 3 188
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 2 3 4 87
Gold's Value as an Investment 1 1 3 9 4 5 8 24
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 4 7 8 1,500
How Credible is Hong Kong's Currency Peg? 4 4 4 4 5 5 5 5
Interest Rate Swap and Corporate Default 0 0 0 0 0 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 0 0 50 2 4 4 106
Interest rate swaps and corporate default 0 1 2 32 3 5 12 93
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 0 1 2 648
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 1 1 1 1,278
International portfolio diversification and labor/leisure choice 1 1 1 208 2 3 4 1,280
Macroeconomic Effects of Financial Shocks 0 0 2 107 1 1 4 449
Macroeconomic Effects of Financial Shocks 0 0 3 691 2 6 27 1,422
Negative Swap Spreads and Limited Arbitrage 0 0 1 21 1 1 7 82
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 2 3 6 12 18
Perpetual Futures Pricing 0 1 1 5 0 4 7 21
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 1 2 3 1,051
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 1 2 6 596
Rules versus Discretion in Capital Regulation 0 0 8 8 0 2 5 5
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 0 2 44
Sticky Leverage 0 0 1 120 1 3 6 220
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 1 1 2 365
The Equity Premium Implied by Production 0 0 0 61 0 0 0 211
The International Diversification Puzzle is Worse Than You Think 0 2 2 786 1 4 6 2,381
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 1 1 3 193
The Two-Pillar Policy for the RMB 0 1 1 67 1 3 8 159
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 0 282 1 2 4 1,063
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 0 2 610
Total Working Papers 7 12 31 5,382 41 84 188 22,947


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 1 1 10 1,645 8 13 39 3,112
Cryptocurrencies and Cagan’s model of hyperinflation 0 1 4 34 1 3 16 138
Dynamic banking with non-maturing deposits 0 0 0 4 1 2 4 23
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 1 2 570
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 1 2 8 1,814
Erratum: Macroeconomic Effects of Financial Shocks 0 0 2 145 2 4 12 431
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 0 3 0 0 3 29
Gold’s Value as an Investment 1 4 12 12 2 9 29 29
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 1 2 4 831
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 2 3 0 0 13 22
Interest rate swaps and corporate default 0 0 3 20 1 1 9 121
International portfolio diversification and endogenous labor supply choice 0 0 0 48 1 1 5 141
Macroeconomic Effects of Financial Shocks 0 1 11 655 7 13 46 2,014
Negative Swap Spreads and Limited Arbitrage 1 1 4 15 2 2 12 70
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 2 4 6 447
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 1 3 6 501
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment 0 0 0 39 0 0 0 155
Sticky Leverage 1 1 1 48 4 6 15 326
Stock market boom and the productivity gains of the 1990s 0 0 0 236 2 4 7 1,099
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 1 1 2 155
The International Diversification Puzzle Is Worse Than You Think 0 1 3 692 2 4 16 2,098
The Two‐Pillar Policy for the RMB 1 4 7 24 2 9 23 99
The equity premium implied by production 0 0 1 51 0 0 3 256
The pricing of U.S. Treasury floating rate notes 0 2 9 16 3 8 38 60
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 75 2 3 9 777
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 1 2 161 1 2 6 569
Total Journal Articles 5 17 71 4,468 47 97 334 15,974
1 registered items for which data could not be found


Statistics updated 2025-11-08