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 1 8 144
Asset Pricing When Risk Sharing is Limited by Default 0 0 0 8 1 4 25 141
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 0 1 12 1,181
Dynamic Banking with Non-Maturing Deposits 0 0 1 14 0 2 24 38
Financial Development and Macroeconomic Stability 0 0 0 183 0 0 8 332
Financial Innovations and Macroeconomic Volatility 0 0 0 21 1 7 15 200
Financial Innovations and Macroeconomic Volatility 0 0 0 427 1 2 18 1,162
Financial Innovations and Macroeconomic Volatility 0 0 0 106 1 2 10 367
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 0 22 106
Gold's Value as an Investment 0 1 3 11 0 7 31 50
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 1 386 0 2 32 1,525
How Credible is Hong Kong's Currency Peg? 0 0 7 7 0 9 39 39
Interest Rate Swap and Corporate Default 0 0 0 0 6 7 18 1,036
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 1 17 46
Interest rate swaps and corporate default 0 0 1 32 0 5 17 105
Interest rate swaps and corporate default 0 0 0 50 1 2 14 116
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 0 3 11 658
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 0 0 8 1,285
International portfolio diversification and labor/leisure choice 0 0 1 208 1 2 13 1,290
Macroeconomic Effects of Financial Shocks 0 0 0 691 1 9 34 1,447
Macroeconomic Effects of Financial Shocks 0 0 0 107 0 9 22 470
Negative Swap Spreads and Limited Arbitrage 0 0 0 21 0 3 21 102
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 0 4 12 1,127
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 0 0 4 82
Perpetual Futures Pricing 0 0 2 6 2 10 36 52
Perpetual Futures Pricing 1 1 4 5 5 18 85 97
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 1 1 15 418
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 2 15 1,064
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 3 4 17 611
Rules versus Discretion in Capital Regulation 0 0 0 8 1 3 11 14
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 5 12 54
Sticky Leverage 0 0 0 120 0 0 19 236
Stock Market Boom and the Productivity Gains of the 1990s 0 0 0 280 0 3 14 1,662
The Equity Premium Implied by Production 0 0 0 61 2 2 7 218
The Equity Premium Implied by Production 0 0 0 121 1 1 11 375
The International Diversification Puzzle is Worse Than You Think 0 0 3 787 1 5 19 2,396
The International Diversification Puzzle is Worse than you Think 0 0 0 0 0 11 19 562
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 1 1 9 201
The Size of the Permanent Component of Asset Pricing Kernels 0 1 1 101 1 4 10 534
The Two-Pillar Policy for the RMB 0 0 2 68 0 2 19 175
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 1 4 10 229
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 2 13 623
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 0 3 14 1,075
Total Working Papers 1 3 26 5,396 32 163 790 23,645


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 7 94
Asset pricing in production economies 0 2 8 1,650 2 16 46 3,142
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 1 34 1 5 30 165
Dynamic banking with non-maturing deposits 0 0 0 4 0 1 15 36
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 1 3 572
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 0 6 27 1,839
Erratum: Macroeconomic Effects of Financial Shocks 0 0 1 145 1 2 22 445
Financial Markets' Views about the Euro–Swiss Franc Floor 0 1 1 4 0 7 18 47
Gold’s Value as an Investment 0 1 10 16 2 9 42 59
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 3 16 844
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 3 0 5 33 54
Interest rate swaps and corporate default 0 0 0 20 0 3 15 134
International portfolio diversification and endogenous labor supply choice 0 0 0 48 1 2 15 154
Macroeconomic Effects of Financial Shocks 0 0 3 656 2 8 50 2,048
Negative Swap Spreads and Limited Arbitrage 0 0 1 15 0 2 18 85
Nontraded goods, nontraded factors, and international non-diversification 1 1 1 121 1 4 15 458
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 0 3 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 0 3 29 347
Stock market boom and the productivity gains of the 1990s 0 0 0 236 2 7 27 1,122
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 0 5 12 165
The International Diversification Puzzle Is Worse Than You Think 0 0 1 692 0 7 25 2,118
The Two‐Pillar Policy for the RMB 0 0 5 24 1 12 40 129
The equity premium implied by production 0 0 0 51 1 3 8 264
The pricing of U.S. Treasury floating rate notes 0 4 11 22 1 18 54 100
Using Asset Prices to Measure the Cost of Business Cycles 0 1 1 76 2 6 25 797
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 1 161 1 1 9 576
Total Journal Articles 1 10 46 4,487 18 139 621 16,467
1 registered items for which data could not be found


Statistics updated 2026-07-10