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 0 5 24 140
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 1 1 12 1,181
Dynamic Banking with Non-Maturing Deposits 0 0 1 14 0 3 24 38
Financial Development and Macroeconomic Stability 0 0 0 183 0 0 9 332
Financial Innovations and Macroeconomic Volatility 0 0 0 427 0 2 18 1,161
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 1 9 366
Financial Innovations and Macroeconomic Volatility 0 0 0 21 2 6 14 199
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 3 22 106
Gold's Value as an Investment 1 1 3 11 3 12 32 50
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 1 386 0 3 32 1,525
How Credible is Hong Kong's Currency Peg? 0 0 7 7 3 15 39 39
Interest Rate Swap and Corporate Default 0 0 0 0 0 1 13 1,030
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 4 18 46
Interest rate swaps and corporate default 0 0 2 32 0 6 18 105
Interest rate swaps and corporate default 0 0 0 50 0 1 13 115
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 0 4 11 658
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 0 1 8 1,285
International portfolio diversification and labor/leisure choice 0 0 1 208 0 2 12 1,289
Macroeconomic Effects of Financial Shocks 0 0 0 107 2 10 22 470
Macroeconomic Effects of Financial Shocks 0 0 0 691 3 10 35 1,446
Negative Swap Spreads and Limited Arbitrage 0 0 0 21 0 5 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 16 34 50
Perpetual Futures Pricing 0 2 3 4 7 17 80 92
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 0 2 15 1,064
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 0 1 14 608
Rules versus Discretion in Capital Regulation 0 0 0 8 0 2 10 13
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 1 5 12 54
Sticky Leverage 0 0 1 120 0 1 20 236
Stock Market Boom and the Productivity Gains of the 1990s 0 0 0 280 1 3 14 1,662
The Equity Premium Implied by Production 0 0 0 121 0 0 10 374
The Equity Premium Implied by Production 0 0 0 61 0 0 5 216
The International Diversification Puzzle is Worse Than You Think 0 0 3 787 0 5 18 2,395
The International Diversification Puzzle is Worse than you Think 0 0 0 0 0 12 19 562
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 0 1 8 200
The Size of the Permanent Component of Asset Pricing Kernels 0 1 1 101 1 3 9 533
The Two-Pillar Policy for the RMB 0 0 2 68 0 3 20 175
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 1 3 13 623
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 1 5 14 1,075
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 0 3 10 228
Total Working Papers 1 4 27 5,395 28 182 770 23,613


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 2 8 94
Asset pricing in production economies 1 2 9 1,650 1 15 49 3,140
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 1 34 2 4 30 164
Dynamic banking with non-maturing deposits 0 0 0 4 0 3 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 8 27 1,839
Erratum: Macroeconomic Effects of Financial Shocks 0 0 1 145 0 3 22 444
Financial Markets' Views about the Euro–Swiss Franc Floor 1 1 1 4 1 8 18 47
Gold’s Value as an Investment 0 1 11 16 3 9 43 57
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 5 16 844
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 3 1 8 34 54
Interest rate swaps and corporate default 0 0 0 20 1 3 16 134
International portfolio diversification and endogenous labor supply choice 0 0 0 48 1 3 14 153
Macroeconomic Effects of Financial Shocks 0 1 3 656 1 11 48 2,046
Negative Swap Spreads and Limited Arbitrage 0 0 2 15 0 2 19 85
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 2 4 14 457
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 0 6 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 5 32 347
Stock market boom and the productivity gains of the 1990s 0 0 0 236 1 8 25 1,120
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 1 5 12 165
The International Diversification Puzzle Is Worse Than You Think 0 0 1 692 1 7 26 2,118
The Two‐Pillar Policy for the RMB 0 0 5 24 3 16 39 128
The equity premium implied by production 0 0 0 51 0 3 7 263
The pricing of U.S. Treasury floating rate notes 0 4 11 22 4 18 57 99
Using Asset Prices to Measure the Cost of Business Cycles 1 1 1 76 2 7 23 795
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 1 161 0 0 9 575
Total Journal Articles 3 10 48 4,486 25 164 626 16,449
1 registered items for which data could not be found


Statistics updated 2026-06-04